| 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 |
4,350.0 |
4,235.0 |
-115.0 |
-2.6% |
4,429.5 |
| High |
4,377.5 |
4,245.0 |
-132.5 |
-3.0% |
4,466.0 |
| Low |
4,194.5 |
4,075.0 |
-119.5 |
-2.8% |
4,075.0 |
| Close |
4,235.5 |
4,192.0 |
-43.5 |
-1.0% |
4,192.0 |
| Range |
183.0 |
170.0 |
-13.0 |
-7.1% |
391.0 |
| ATR |
187.8 |
186.5 |
-1.3 |
-0.7% |
0.0 |
| Volume |
194,707 |
199,537 |
4,830 |
2.5% |
598,657 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,680.7 |
4,606.3 |
4,285.5 |
|
| R3 |
4,510.7 |
4,436.3 |
4,238.8 |
|
| R2 |
4,340.7 |
4,340.7 |
4,223.2 |
|
| R1 |
4,266.3 |
4,266.3 |
4,207.6 |
4,218.5 |
| PP |
4,170.7 |
4,170.7 |
4,170.7 |
4,146.8 |
| S1 |
4,096.3 |
4,096.3 |
4,176.4 |
4,048.5 |
| S2 |
4,000.7 |
4,000.7 |
4,160.8 |
|
| S3 |
3,830.7 |
3,926.3 |
4,145.3 |
|
| S4 |
3,660.7 |
3,756.3 |
4,098.5 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,417.3 |
5,195.7 |
4,407.1 |
|
| R3 |
5,026.3 |
4,804.7 |
4,299.5 |
|
| R2 |
4,635.3 |
4,635.3 |
4,263.7 |
|
| R1 |
4,413.7 |
4,413.7 |
4,227.8 |
4,329.0 |
| PP |
4,244.3 |
4,244.3 |
4,244.3 |
4,202.0 |
| S1 |
4,022.7 |
4,022.7 |
4,156.2 |
3,938.0 |
| S2 |
3,853.3 |
3,853.3 |
4,120.3 |
|
| S3 |
3,462.3 |
3,631.7 |
4,084.5 |
|
| S4 |
3,071.3 |
3,240.7 |
3,977.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,488.0 |
4,075.0 |
413.0 |
9.9% |
192.8 |
4.6% |
28% |
False |
True |
155,268 |
| 10 |
4,953.5 |
4,075.0 |
878.5 |
21.0% |
186.9 |
4.5% |
13% |
False |
True |
160,176 |
| 20 |
5,138.5 |
4,075.0 |
1,063.5 |
25.4% |
155.7 |
3.7% |
11% |
False |
True |
126,004 |
| 40 |
5,138.5 |
4,066.0 |
1,072.5 |
25.6% |
184.3 |
4.4% |
12% |
False |
False |
68,793 |
| 60 |
5,385.0 |
4,066.0 |
1,319.0 |
31.5% |
221.3 |
5.3% |
10% |
False |
False |
46,297 |
| 80 |
6,240.0 |
4,066.0 |
2,174.0 |
51.9% |
245.1 |
5.8% |
6% |
False |
False |
34,922 |
| 100 |
6,706.5 |
4,066.0 |
2,640.5 |
63.0% |
225.6 |
5.4% |
5% |
False |
False |
28,462 |
| 120 |
6,806.5 |
4,066.0 |
2,740.5 |
65.4% |
205.3 |
4.9% |
5% |
False |
False |
23,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,967.5 |
|
2.618 |
4,690.1 |
|
1.618 |
4,520.1 |
|
1.000 |
4,415.0 |
|
0.618 |
4,350.1 |
|
HIGH |
4,245.0 |
|
0.618 |
4,180.1 |
|
0.500 |
4,160.0 |
|
0.382 |
4,139.9 |
|
LOW |
4,075.0 |
|
0.618 |
3,969.9 |
|
1.000 |
3,905.0 |
|
1.618 |
3,799.9 |
|
2.618 |
3,629.9 |
|
4.250 |
3,352.5 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,181.3 |
4,226.3 |
| PP |
4,170.7 |
4,214.8 |
| S1 |
4,160.0 |
4,203.4 |
|