| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,159.94 |
1,199.20 |
39.26 |
3.4% |
1,225.12 |
| High |
1,192.45 |
1,202.81 |
10.36 |
0.9% |
1,225.78 |
| Low |
1,141.74 |
1,167.34 |
25.60 |
2.2% |
1,141.74 |
| Close |
1,183.52 |
1,198.14 |
14.62 |
1.2% |
1,198.14 |
| Range |
50.71 |
35.47 |
-15.24 |
-30.1% |
84.04 |
| ATR |
40.89 |
40.50 |
-0.39 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,295.84 |
1,282.46 |
1,217.65 |
|
| R3 |
1,260.37 |
1,246.99 |
1,207.89 |
|
| R2 |
1,224.90 |
1,224.90 |
1,204.64 |
|
| R1 |
1,211.52 |
1,211.52 |
1,201.39 |
1,200.48 |
| PP |
1,189.43 |
1,189.43 |
1,189.43 |
1,183.91 |
| S1 |
1,176.05 |
1,176.05 |
1,194.89 |
1,165.01 |
| S2 |
1,153.96 |
1,153.96 |
1,191.64 |
|
| S3 |
1,118.49 |
1,140.58 |
1,188.39 |
|
| S4 |
1,083.02 |
1,105.11 |
1,178.63 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,440.67 |
1,403.45 |
1,244.36 |
|
| R3 |
1,356.63 |
1,319.41 |
1,221.25 |
|
| R2 |
1,272.59 |
1,272.59 |
1,213.55 |
|
| R1 |
1,235.37 |
1,235.37 |
1,205.84 |
1,211.96 |
| PP |
1,188.55 |
1,188.55 |
1,188.55 |
1,176.85 |
| S1 |
1,151.33 |
1,151.33 |
1,190.44 |
1,127.92 |
| S2 |
1,104.51 |
1,104.51 |
1,182.73 |
|
| S3 |
1,020.47 |
1,067.29 |
1,175.03 |
|
| S4 |
936.43 |
983.25 |
1,151.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,225.78 |
1,141.74 |
84.04 |
7.0% |
37.68 |
3.1% |
67% |
False |
False |
|
| 10 |
1,286.08 |
1,141.74 |
144.34 |
12.0% |
33.02 |
2.8% |
39% |
False |
False |
|
| 20 |
1,286.08 |
1,141.74 |
144.34 |
12.0% |
31.38 |
2.6% |
39% |
False |
False |
|
| 40 |
1,286.08 |
1,018.86 |
267.22 |
22.3% |
42.81 |
3.6% |
67% |
False |
False |
|
| 60 |
1,382.65 |
1,018.86 |
363.79 |
30.4% |
49.35 |
4.1% |
49% |
False |
False |
|
| 80 |
1,708.44 |
1,018.86 |
689.58 |
57.6% |
58.48 |
4.9% |
26% |
False |
False |
|
| 100 |
1,921.19 |
1,018.86 |
902.33 |
75.3% |
56.85 |
4.7% |
20% |
False |
False |
|
| 120 |
1,973.56 |
1,018.86 |
954.70 |
79.7% |
53.37 |
4.5% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,353.56 |
|
2.618 |
1,295.67 |
|
1.618 |
1,260.20 |
|
1.000 |
1,238.28 |
|
0.618 |
1,224.73 |
|
HIGH |
1,202.81 |
|
0.618 |
1,189.26 |
|
0.500 |
1,185.08 |
|
0.382 |
1,180.89 |
|
LOW |
1,167.34 |
|
0.618 |
1,145.42 |
|
1.000 |
1,131.87 |
|
1.618 |
1,109.95 |
|
2.618 |
1,074.48 |
|
4.250 |
1,016.59 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.79 |
1,189.52 |
| PP |
1,189.43 |
1,180.90 |
| S1 |
1,185.08 |
1,172.28 |
|