| 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 |
2,066.0 |
2,173.0 |
107.0 |
5.2% |
2,256.0 |
| High |
2,188.0 |
2,191.0 |
3.0 |
0.1% |
2,272.0 |
| Low |
2,066.0 |
2,140.0 |
74.0 |
3.6% |
2,030.0 |
| Close |
2,169.0 |
2,175.0 |
6.0 |
0.3% |
2,093.0 |
| Range |
122.0 |
51.0 |
-71.0 |
-58.2% |
242.0 |
| ATR |
95.3 |
92.1 |
-3.2 |
-3.3% |
0.0 |
| Volume |
1,876 |
716 |
-1,160 |
-61.8% |
25,008 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,321.7 |
2,299.3 |
2,203.1 |
|
| R3 |
2,270.7 |
2,248.3 |
2,189.0 |
|
| R2 |
2,219.7 |
2,219.7 |
2,184.4 |
|
| R1 |
2,197.3 |
2,197.3 |
2,179.7 |
2,208.5 |
| PP |
2,168.7 |
2,168.7 |
2,168.7 |
2,174.3 |
| S1 |
2,146.3 |
2,146.3 |
2,170.3 |
2,157.5 |
| S2 |
2,117.7 |
2,117.7 |
2,165.7 |
|
| S3 |
2,066.7 |
2,095.3 |
2,161.0 |
|
| S4 |
2,015.7 |
2,044.3 |
2,147.0 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.7 |
2,717.3 |
2,226.1 |
|
| R3 |
2,615.7 |
2,475.3 |
2,159.6 |
|
| R2 |
2,373.7 |
2,373.7 |
2,137.4 |
|
| R1 |
2,233.3 |
2,233.3 |
2,115.2 |
2,182.5 |
| PP |
2,131.7 |
2,131.7 |
2,131.7 |
2,106.3 |
| S1 |
1,991.3 |
1,991.3 |
2,070.8 |
1,940.5 |
| S2 |
1,889.7 |
1,889.7 |
2,048.6 |
|
| S3 |
1,647.7 |
1,749.3 |
2,026.5 |
|
| S4 |
1,405.7 |
1,507.3 |
1,959.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,195.0 |
2,030.0 |
165.0 |
7.6% |
94.2 |
4.3% |
88% |
False |
False |
4,365 |
| 10 |
2,376.0 |
2,030.0 |
346.0 |
15.9% |
100.2 |
4.6% |
42% |
False |
False |
3,474 |
| 20 |
2,562.0 |
2,030.0 |
532.0 |
24.5% |
80.0 |
3.7% |
27% |
False |
False |
2,496 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
24.5% |
84.3 |
3.9% |
27% |
False |
False |
6,671 |
| 60 |
2,725.0 |
2,030.0 |
695.0 |
32.0% |
96.1 |
4.4% |
21% |
False |
False |
5,106 |
| 80 |
3,077.0 |
2,030.0 |
1,047.0 |
48.1% |
97.8 |
4.5% |
14% |
False |
False |
4,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,407.8 |
|
2.618 |
2,324.5 |
|
1.618 |
2,273.5 |
|
1.000 |
2,242.0 |
|
0.618 |
2,222.5 |
|
HIGH |
2,191.0 |
|
0.618 |
2,171.5 |
|
0.500 |
2,165.5 |
|
0.382 |
2,159.5 |
|
LOW |
2,140.0 |
|
0.618 |
2,108.5 |
|
1.000 |
2,089.0 |
|
1.618 |
2,057.5 |
|
2.618 |
2,006.5 |
|
4.250 |
1,923.3 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,171.8 |
2,153.5 |
| PP |
2,168.7 |
2,132.0 |
| S1 |
2,165.5 |
2,110.5 |
|