| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,181.75 |
1,169.50 |
-12.25 |
-1.0% |
1,199.00 |
| High |
1,202.25 |
1,191.00 |
-11.25 |
-0.9% |
1,222.25 |
| Low |
1,146.00 |
1,141.50 |
-4.50 |
-0.4% |
1,132.00 |
| Close |
1,172.25 |
1,164.25 |
-8.00 |
-0.7% |
1,164.25 |
| Range |
56.25 |
49.50 |
-6.75 |
-12.0% |
90.25 |
| ATR |
48.30 |
48.38 |
0.09 |
0.2% |
0.00 |
| Volume |
299,364 |
356,738 |
57,374 |
19.2% |
1,292,603 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.00 |
1,288.75 |
1,191.50 |
|
| R3 |
1,264.50 |
1,239.25 |
1,177.75 |
|
| R2 |
1,215.00 |
1,215.00 |
1,173.25 |
|
| R1 |
1,189.75 |
1,189.75 |
1,168.75 |
1,177.50 |
| PP |
1,165.50 |
1,165.50 |
1,165.50 |
1,159.50 |
| S1 |
1,140.25 |
1,140.25 |
1,159.75 |
1,128.00 |
| S2 |
1,116.00 |
1,116.00 |
1,155.25 |
|
| S3 |
1,066.50 |
1,090.75 |
1,150.75 |
|
| S4 |
1,017.00 |
1,041.25 |
1,137.00 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,443.50 |
1,394.25 |
1,214.00 |
|
| R3 |
1,353.25 |
1,304.00 |
1,189.00 |
|
| R2 |
1,263.00 |
1,263.00 |
1,180.75 |
|
| R1 |
1,213.75 |
1,213.75 |
1,172.50 |
1,193.25 |
| PP |
1,172.75 |
1,172.75 |
1,172.75 |
1,162.50 |
| S1 |
1,123.50 |
1,123.50 |
1,156.00 |
1,103.00 |
| S2 |
1,082.50 |
1,082.50 |
1,147.75 |
|
| S3 |
992.25 |
1,033.25 |
1,139.50 |
|
| S4 |
902.00 |
943.00 |
1,114.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,222.25 |
1,132.00 |
90.25 |
7.8% |
55.50 |
4.8% |
36% |
False |
False |
335,435 |
| 10 |
1,256.25 |
1,132.00 |
124.25 |
10.7% |
50.00 |
4.3% |
26% |
False |
False |
297,874 |
| 20 |
1,287.00 |
1,132.00 |
155.00 |
13.3% |
41.25 |
3.5% |
21% |
False |
False |
226,442 |
| 40 |
1,287.00 |
1,093.00 |
194.00 |
16.7% |
48.00 |
4.1% |
37% |
False |
False |
171,511 |
| 60 |
1,392.00 |
1,021.00 |
371.00 |
31.9% |
56.50 |
4.9% |
39% |
False |
False |
114,391 |
| 80 |
1,613.75 |
1,021.00 |
592.75 |
50.9% |
68.00 |
5.8% |
24% |
False |
False |
85,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,401.50 |
|
2.618 |
1,320.50 |
|
1.618 |
1,271.00 |
|
1.000 |
1,240.50 |
|
0.618 |
1,221.50 |
|
HIGH |
1,191.00 |
|
0.618 |
1,172.00 |
|
0.500 |
1,166.25 |
|
0.382 |
1,160.50 |
|
LOW |
1,141.50 |
|
0.618 |
1,111.00 |
|
1.000 |
1,092.00 |
|
1.618 |
1,061.50 |
|
2.618 |
1,012.00 |
|
4.250 |
931.00 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,166.25 |
1,171.00 |
| PP |
1,165.50 |
1,168.75 |
| S1 |
1,165.00 |
1,166.50 |
|