| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,254.70 |
1,274.36 |
19.66 |
1.6% |
1,185.96 |
| High |
1,274.11 |
1,286.08 |
11.97 |
0.9% |
1,266.45 |
| Low |
1,244.89 |
1,265.53 |
20.64 |
1.7% |
1,158.07 |
| Close |
1,262.52 |
1,274.49 |
11.97 |
0.9% |
1,263.70 |
| Range |
29.22 |
20.55 |
-8.67 |
-29.7% |
108.38 |
| ATR |
42.99 |
41.60 |
-1.39 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.02 |
1,326.30 |
1,285.79 |
|
| R3 |
1,316.47 |
1,305.75 |
1,280.14 |
|
| R2 |
1,295.92 |
1,295.92 |
1,278.26 |
|
| R1 |
1,285.20 |
1,285.20 |
1,276.37 |
1,290.56 |
| PP |
1,275.37 |
1,275.37 |
1,275.37 |
1,278.05 |
| S1 |
1,264.65 |
1,264.65 |
1,272.61 |
1,270.01 |
| S2 |
1,254.82 |
1,254.82 |
1,270.72 |
|
| S3 |
1,234.27 |
1,244.10 |
1,268.84 |
|
| S4 |
1,213.72 |
1,223.55 |
1,263.19 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,554.55 |
1,517.50 |
1,323.31 |
|
| R3 |
1,446.17 |
1,409.12 |
1,293.50 |
|
| R2 |
1,337.79 |
1,337.79 |
1,283.57 |
|
| R1 |
1,300.74 |
1,300.74 |
1,273.63 |
1,319.27 |
| PP |
1,229.41 |
1,229.41 |
1,229.41 |
1,238.67 |
| S1 |
1,192.36 |
1,192.36 |
1,253.77 |
1,210.89 |
| S2 |
1,121.03 |
1,121.03 |
1,243.83 |
|
| S3 |
1,012.65 |
1,083.98 |
1,233.90 |
|
| S4 |
904.27 |
975.60 |
1,204.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.08 |
1,177.92 |
108.16 |
8.5% |
31.35 |
2.5% |
89% |
True |
False |
|
| 10 |
1,286.08 |
1,158.07 |
128.01 |
10.0% |
28.13 |
2.2% |
91% |
True |
False |
|
| 20 |
1,286.08 |
1,157.15 |
128.93 |
10.1% |
34.89 |
2.7% |
91% |
True |
False |
|
| 40 |
1,298.09 |
1,018.86 |
279.23 |
21.9% |
47.45 |
3.7% |
92% |
False |
False |
|
| 60 |
1,470.99 |
1,018.86 |
452.13 |
35.5% |
58.12 |
4.6% |
57% |
False |
False |
|
| 80 |
1,775.47 |
1,018.86 |
756.61 |
59.4% |
61.20 |
4.8% |
34% |
False |
False |
|
| 100 |
1,973.56 |
1,018.86 |
954.70 |
74.9% |
56.57 |
4.4% |
27% |
False |
False |
|
| 120 |
1,973.56 |
1,018.86 |
954.70 |
74.9% |
53.37 |
4.2% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,373.42 |
|
2.618 |
1,339.88 |
|
1.618 |
1,319.33 |
|
1.000 |
1,306.63 |
|
0.618 |
1,298.78 |
|
HIGH |
1,286.08 |
|
0.618 |
1,278.23 |
|
0.500 |
1,275.81 |
|
0.382 |
1,273.38 |
|
LOW |
1,265.53 |
|
0.618 |
1,252.83 |
|
1.000 |
1,244.98 |
|
1.618 |
1,232.28 |
|
2.618 |
1,211.73 |
|
4.250 |
1,178.19 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,275.81 |
1,265.49 |
| PP |
1,275.37 |
1,256.49 |
| S1 |
1,274.93 |
1,247.50 |
|