| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
8,666.48 |
8,772.25 |
105.77 |
1.2% |
8,515.87 |
| High |
8,842.66 |
9,065.28 |
222.62 |
2.5% |
9,065.28 |
| Low |
8,664.89 |
8,760.78 |
95.89 |
1.1% |
8,364.06 |
| Close |
8,776.39 |
9,034.69 |
258.30 |
2.9% |
9,034.69 |
| Range |
177.77 |
304.50 |
126.73 |
71.3% |
701.22 |
| ATR |
285.23 |
286.61 |
1.38 |
0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,867.08 |
9,755.39 |
9,202.17 |
|
| R3 |
9,562.58 |
9,450.89 |
9,118.43 |
|
| R2 |
9,258.08 |
9,258.08 |
9,090.52 |
|
| R1 |
9,146.39 |
9,146.39 |
9,062.60 |
9,202.24 |
| PP |
8,953.58 |
8,953.58 |
8,953.58 |
8,981.51 |
| S1 |
8,841.89 |
8,841.89 |
9,006.78 |
8,897.74 |
| S2 |
8,649.08 |
8,649.08 |
8,978.87 |
|
| S3 |
8,344.58 |
8,537.39 |
8,950.95 |
|
| S4 |
8,040.08 |
8,232.89 |
8,867.22 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,925.00 |
10,681.07 |
9,420.36 |
|
| R3 |
10,223.78 |
9,979.85 |
9,227.53 |
|
| R2 |
9,522.56 |
9,522.56 |
9,163.25 |
|
| R1 |
9,278.63 |
9,278.63 |
9,098.97 |
9,400.60 |
| PP |
8,821.34 |
8,821.34 |
8,821.34 |
8,882.33 |
| S1 |
8,577.41 |
8,577.41 |
8,970.41 |
8,699.38 |
| S2 |
8,120.12 |
8,120.12 |
8,906.13 |
|
| S3 |
7,418.90 |
7,876.19 |
8,841.85 |
|
| S4 |
6,717.68 |
7,174.97 |
8,649.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,065.28 |
8,364.06 |
701.22 |
7.8% |
181.58 |
2.0% |
96% |
True |
False |
|
| 10 |
9,065.28 |
8,364.06 |
701.22 |
7.8% |
202.45 |
2.2% |
96% |
True |
False |
|
| 20 |
9,065.28 |
8,118.50 |
946.78 |
10.5% |
264.21 |
2.9% |
97% |
True |
False |
|
| 40 |
9,616.60 |
7,449.38 |
2,167.22 |
24.0% |
360.02 |
4.0% |
73% |
False |
False |
|
| 60 |
9,794.37 |
7,449.38 |
2,344.99 |
26.0% |
432.25 |
4.8% |
68% |
False |
False |
|
| 80 |
11,483.05 |
7,449.38 |
4,033.67 |
44.6% |
429.73 |
4.8% |
39% |
False |
False |
|
| 100 |
11,790.17 |
7,449.38 |
4,340.79 |
48.0% |
386.93 |
4.3% |
37% |
False |
False |
|
| 120 |
11,867.11 |
7,449.38 |
4,417.73 |
48.9% |
359.40 |
4.0% |
36% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,359.41 |
|
2.618 |
9,862.46 |
|
1.618 |
9,557.96 |
|
1.000 |
9,369.78 |
|
0.618 |
9,253.46 |
|
HIGH |
9,065.28 |
|
0.618 |
8,948.96 |
|
0.500 |
8,913.03 |
|
0.382 |
8,877.10 |
|
LOW |
8,760.78 |
|
0.618 |
8,572.60 |
|
1.000 |
8,456.28 |
|
1.618 |
8,268.10 |
|
2.618 |
7,963.60 |
|
4.250 |
7,466.66 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,994.14 |
8,948.59 |
| PP |
8,953.58 |
8,862.49 |
| S1 |
8,913.03 |
8,776.40 |
|