| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,249.98 |
1,231.75 |
-18.23 |
-1.5% |
1,185.96 |
| High |
1,256.34 |
1,252.52 |
-3.82 |
-0.3% |
1,266.45 |
| Low |
1,228.32 |
1,223.81 |
-4.51 |
-0.4% |
1,158.07 |
| Close |
1,238.60 |
1,252.52 |
13.92 |
1.1% |
1,263.70 |
| Range |
28.02 |
28.71 |
0.69 |
2.5% |
108.38 |
| ATR |
41.93 |
40.98 |
-0.94 |
-2.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.08 |
1,319.51 |
1,268.31 |
|
| R3 |
1,300.37 |
1,290.80 |
1,260.42 |
|
| R2 |
1,271.66 |
1,271.66 |
1,257.78 |
|
| R1 |
1,262.09 |
1,262.09 |
1,255.15 |
1,266.88 |
| PP |
1,242.95 |
1,242.95 |
1,242.95 |
1,245.34 |
| S1 |
1,233.38 |
1,233.38 |
1,249.89 |
1,238.17 |
| S2 |
1,214.24 |
1,214.24 |
1,247.26 |
|
| S3 |
1,185.53 |
1,204.67 |
1,244.62 |
|
| S4 |
1,156.82 |
1,175.96 |
1,236.73 |
|
|
| 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 |
1,208.91 |
77.17 |
6.2% |
32.81 |
2.6% |
57% |
False |
False |
|
| 10 |
1,286.08 |
1,158.07 |
128.01 |
10.2% |
26.40 |
2.1% |
74% |
False |
False |
|
| 20 |
1,286.08 |
1,157.15 |
128.93 |
10.3% |
33.24 |
2.7% |
74% |
False |
False |
|
| 40 |
1,286.08 |
1,018.86 |
267.22 |
21.3% |
46.46 |
3.7% |
87% |
False |
False |
|
| 60 |
1,470.99 |
1,018.86 |
452.13 |
36.1% |
55.20 |
4.4% |
52% |
False |
False |
|
| 80 |
1,773.83 |
1,018.86 |
754.97 |
60.3% |
60.86 |
4.9% |
31% |
False |
False |
|
| 100 |
1,963.51 |
1,018.86 |
944.65 |
75.4% |
56.52 |
4.5% |
25% |
False |
False |
|
| 120 |
1,973.56 |
1,018.86 |
954.70 |
76.2% |
53.42 |
4.3% |
24% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,374.54 |
|
2.618 |
1,327.68 |
|
1.618 |
1,298.97 |
|
1.000 |
1,281.23 |
|
0.618 |
1,270.26 |
|
HIGH |
1,252.52 |
|
0.618 |
1,241.55 |
|
0.500 |
1,238.17 |
|
0.382 |
1,234.78 |
|
LOW |
1,223.81 |
|
0.618 |
1,206.07 |
|
1.000 |
1,195.10 |
|
1.618 |
1,177.36 |
|
2.618 |
1,148.65 |
|
4.250 |
1,101.79 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.74 |
1,254.95 |
| PP |
1,242.95 |
1,254.14 |
| S1 |
1,238.17 |
1,253.33 |
|