| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
4,005.5 |
4,000.0 |
-5.5 |
-0.1% |
4,066.0 |
| High |
4,079.0 |
4,187.5 |
108.5 |
2.7% |
4,152.0 |
| Low |
3,916.5 |
3,994.5 |
78.0 |
2.0% |
3,916.5 |
| Close |
3,998.0 |
4,167.0 |
169.0 |
4.2% |
3,998.0 |
| Range |
162.5 |
193.0 |
30.5 |
18.8% |
235.5 |
| ATR |
154.0 |
156.8 |
2.8 |
1.8% |
0.0 |
| Volume |
145,571 |
142,810 |
-2,761 |
-1.9% |
547,135 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,695.5 |
4,624.0 |
4,273.0 |
|
| R3 |
4,502.5 |
4,431.0 |
4,220.0 |
|
| R2 |
4,309.5 |
4,309.5 |
4,202.5 |
|
| R1 |
4,238.0 |
4,238.0 |
4,184.5 |
4,274.0 |
| PP |
4,116.5 |
4,116.5 |
4,116.5 |
4,134.0 |
| S1 |
4,045.0 |
4,045.0 |
4,149.5 |
4,081.0 |
| S2 |
3,923.5 |
3,923.5 |
4,131.5 |
|
| S3 |
3,730.5 |
3,852.0 |
4,114.0 |
|
| S4 |
3,537.5 |
3,659.0 |
4,061.0 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,728.5 |
4,599.0 |
4,127.5 |
|
| R3 |
4,493.0 |
4,363.5 |
4,063.0 |
|
| R2 |
4,257.5 |
4,257.5 |
4,041.0 |
|
| R1 |
4,128.0 |
4,128.0 |
4,019.5 |
4,075.0 |
| PP |
4,022.0 |
4,022.0 |
4,022.0 |
3,996.0 |
| S1 |
3,892.5 |
3,892.5 |
3,976.5 |
3,839.5 |
| S2 |
3,786.5 |
3,786.5 |
3,955.0 |
|
| S3 |
3,551.0 |
3,657.0 |
3,933.0 |
|
| S4 |
3,315.5 |
3,421.5 |
3,868.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,187.5 |
3,916.5 |
271.0 |
6.5% |
160.5 |
3.9% |
92% |
True |
False |
137,989 |
| 10 |
4,443.0 |
3,916.5 |
526.5 |
12.6% |
161.5 |
3.9% |
48% |
False |
False |
134,093 |
| 20 |
4,649.0 |
3,916.5 |
732.5 |
17.6% |
140.5 |
3.4% |
34% |
False |
False |
101,456 |
| 40 |
4,649.0 |
3,916.5 |
732.5 |
17.6% |
142.5 |
3.4% |
34% |
False |
False |
78,869 |
| 60 |
4,649.0 |
3,672.5 |
976.5 |
23.4% |
155.0 |
3.7% |
51% |
False |
False |
52,656 |
| 80 |
5,067.5 |
3,672.5 |
1,395.0 |
33.5% |
176.5 |
4.2% |
35% |
False |
False |
39,621 |
| 100 |
5,620.0 |
3,672.5 |
1,947.5 |
46.7% |
168.5 |
4.0% |
25% |
False |
False |
31,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,008.0 |
|
2.618 |
4,693.0 |
|
1.618 |
4,500.0 |
|
1.000 |
4,380.5 |
|
0.618 |
4,307.0 |
|
HIGH |
4,187.5 |
|
0.618 |
4,114.0 |
|
0.500 |
4,091.0 |
|
0.382 |
4,068.0 |
|
LOW |
3,994.5 |
|
0.618 |
3,875.0 |
|
1.000 |
3,801.5 |
|
1.618 |
3,682.0 |
|
2.618 |
3,489.0 |
|
4.250 |
3,174.0 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,141.5 |
4,128.5 |
| PP |
4,116.5 |
4,090.5 |
| S1 |
4,091.0 |
4,052.0 |
|