| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
823.50 |
833.50 |
10.00 |
1.2% |
851.75 |
| High |
849.50 |
847.50 |
-2.00 |
-0.2% |
865.75 |
| Low |
810.75 |
831.25 |
20.50 |
2.5% |
797.50 |
| Close |
830.75 |
839.25 |
8.50 |
1.0% |
823.50 |
| Range |
38.75 |
16.25 |
-22.50 |
-58.1% |
68.25 |
| ATR |
35.19 |
33.87 |
-1.32 |
-3.7% |
0.00 |
| Volume |
2,596,504 |
2,254,244 |
-342,260 |
-13.2% |
11,580,006 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
888.00 |
880.00 |
848.25 |
|
| R3 |
871.75 |
863.75 |
843.75 |
|
| R2 |
855.50 |
855.50 |
842.25 |
|
| R1 |
847.50 |
847.50 |
840.75 |
851.50 |
| PP |
839.25 |
839.25 |
839.25 |
841.50 |
| S1 |
831.25 |
831.25 |
837.75 |
835.25 |
| S2 |
823.00 |
823.00 |
836.25 |
|
| S3 |
806.75 |
815.00 |
834.75 |
|
| S4 |
790.50 |
798.75 |
830.25 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,033.75 |
996.75 |
861.00 |
|
| R3 |
965.50 |
928.50 |
842.25 |
|
| R2 |
897.25 |
897.25 |
836.00 |
|
| R1 |
860.25 |
860.25 |
829.75 |
844.50 |
| PP |
829.00 |
829.00 |
829.00 |
821.00 |
| S1 |
792.00 |
792.00 |
817.25 |
776.50 |
| S2 |
760.75 |
760.75 |
811.00 |
|
| S3 |
692.50 |
723.75 |
804.75 |
|
| S4 |
624.25 |
655.50 |
786.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
849.50 |
799.50 |
50.00 |
6.0% |
33.25 |
4.0% |
80% |
False |
False |
2,722,511 |
| 10 |
875.00 |
797.50 |
77.50 |
9.2% |
36.00 |
4.3% |
54% |
False |
False |
2,649,020 |
| 20 |
942.75 |
797.50 |
145.25 |
17.3% |
30.25 |
3.6% |
29% |
False |
False |
1,970,376 |
| 40 |
942.75 |
797.50 |
145.25 |
17.3% |
34.00 |
4.1% |
29% |
False |
False |
1,468,212 |
| 60 |
1,006.50 |
737.25 |
269.25 |
32.1% |
40.50 |
4.8% |
38% |
False |
False |
981,161 |
| 80 |
1,175.00 |
737.25 |
437.75 |
52.2% |
51.00 |
6.1% |
23% |
False |
False |
737,380 |
| 100 |
1,285.50 |
737.25 |
548.25 |
65.3% |
49.25 |
5.9% |
19% |
False |
False |
590,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
916.50 |
|
2.618 |
890.00 |
|
1.618 |
873.75 |
|
1.000 |
863.75 |
|
0.618 |
857.50 |
|
HIGH |
847.50 |
|
0.618 |
841.25 |
|
0.500 |
839.50 |
|
0.382 |
837.50 |
|
LOW |
831.25 |
|
0.618 |
821.25 |
|
1.000 |
815.00 |
|
1.618 |
805.00 |
|
2.618 |
788.75 |
|
4.250 |
762.25 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
839.50 |
834.25 |
| PP |
839.25 |
829.50 |
| S1 |
839.25 |
824.50 |
|