| 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 |
4,000.0 |
4,155.0 |
155.0 |
3.9% |
4,066.0 |
| High |
4,187.5 |
4,178.0 |
-9.5 |
-0.2% |
4,152.0 |
| Low |
3,994.5 |
4,090.0 |
95.5 |
2.4% |
3,916.5 |
| Close |
4,167.0 |
4,157.0 |
-10.0 |
-0.2% |
3,998.0 |
| Range |
193.0 |
88.0 |
-105.0 |
-54.4% |
235.5 |
| ATR |
156.8 |
151.9 |
-4.9 |
-3.1% |
0.0 |
| Volume |
142,810 |
126,631 |
-16,179 |
-11.3% |
547,135 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,405.5 |
4,369.5 |
4,205.5 |
|
| R3 |
4,317.5 |
4,281.5 |
4,181.0 |
|
| R2 |
4,229.5 |
4,229.5 |
4,173.0 |
|
| R1 |
4,193.5 |
4,193.5 |
4,165.0 |
4,211.5 |
| PP |
4,141.5 |
4,141.5 |
4,141.5 |
4,151.0 |
| S1 |
4,105.5 |
4,105.5 |
4,149.0 |
4,123.5 |
| S2 |
4,053.5 |
4,053.5 |
4,141.0 |
|
| S3 |
3,965.5 |
4,017.5 |
4,133.0 |
|
| S4 |
3,877.5 |
3,929.5 |
4,108.5 |
|
|
| 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% |
140.0 |
3.4% |
89% |
False |
False |
146,693 |
| 10 |
4,388.5 |
3,916.5 |
472.0 |
11.4% |
159.0 |
3.8% |
51% |
False |
False |
137,031 |
| 20 |
4,649.0 |
3,916.5 |
732.5 |
17.6% |
140.5 |
3.4% |
33% |
False |
False |
105,378 |
| 40 |
4,649.0 |
3,916.5 |
732.5 |
17.6% |
141.0 |
3.4% |
33% |
False |
False |
82,022 |
| 60 |
4,649.0 |
3,672.5 |
976.5 |
23.5% |
152.5 |
3.7% |
50% |
False |
False |
54,748 |
| 80 |
5,067.5 |
3,672.5 |
1,395.0 |
33.6% |
176.5 |
4.2% |
35% |
False |
False |
41,127 |
| 100 |
5,552.0 |
3,672.5 |
1,879.5 |
45.2% |
168.5 |
4.1% |
26% |
False |
False |
33,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,552.0 |
|
2.618 |
4,408.5 |
|
1.618 |
4,320.5 |
|
1.000 |
4,266.0 |
|
0.618 |
4,232.5 |
|
HIGH |
4,178.0 |
|
0.618 |
4,144.5 |
|
0.500 |
4,134.0 |
|
0.382 |
4,123.5 |
|
LOW |
4,090.0 |
|
0.618 |
4,035.5 |
|
1.000 |
4,002.0 |
|
1.618 |
3,947.5 |
|
2.618 |
3,859.5 |
|
4.250 |
3,716.0 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,149.5 |
4,122.0 |
| PP |
4,141.5 |
4,087.0 |
| S1 |
4,134.0 |
4,052.0 |
|