| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
8,474.61 |
8,446.01 |
-28.60 |
-0.3% |
9,027.13 |
| High |
8,522.08 |
8,446.25 |
-75.83 |
-0.9% |
9,088.06 |
| Low |
8,376.88 |
8,140.72 |
-236.16 |
-2.8% |
8,576.96 |
| Close |
8,448.56 |
8,200.14 |
-248.42 |
-2.9% |
8,599.18 |
| Range |
145.20 |
305.53 |
160.33 |
110.4% |
511.10 |
| ATR |
241.13 |
245.89 |
4.77 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,178.96 |
8,995.08 |
8,368.18 |
|
| R3 |
8,873.43 |
8,689.55 |
8,284.16 |
|
| R2 |
8,567.90 |
8,567.90 |
8,256.15 |
|
| R1 |
8,384.02 |
8,384.02 |
8,228.15 |
8,323.20 |
| PP |
8,262.37 |
8,262.37 |
8,262.37 |
8,231.96 |
| S1 |
8,078.49 |
8,078.49 |
8,172.13 |
8,017.67 |
| S2 |
7,956.84 |
7,956.84 |
8,144.13 |
|
| S3 |
7,651.31 |
7,772.96 |
8,116.12 |
|
| S4 |
7,345.78 |
7,467.43 |
8,032.10 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,288.03 |
9,954.71 |
8,880.29 |
|
| R3 |
9,776.93 |
9,443.61 |
8,739.73 |
|
| R2 |
9,265.83 |
9,265.83 |
8,692.88 |
|
| R1 |
8,932.51 |
8,932.51 |
8,646.03 |
8,843.62 |
| PP |
8,754.73 |
8,754.73 |
8,754.73 |
8,710.29 |
| S1 |
8,421.41 |
8,421.41 |
8,552.33 |
8,332.52 |
| S2 |
8,243.63 |
8,243.63 |
8,505.48 |
|
| S3 |
7,732.53 |
7,910.31 |
8,458.63 |
|
| S4 |
7,221.43 |
7,399.21 |
8,318.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,770.02 |
8,140.72 |
629.30 |
7.7% |
188.75 |
2.3% |
9% |
False |
True |
|
| 10 |
9,088.06 |
8,140.72 |
947.34 |
11.6% |
199.22 |
2.4% |
6% |
False |
True |
|
| 20 |
9,088.06 |
8,140.72 |
947.34 |
11.6% |
205.54 |
2.5% |
6% |
False |
True |
|
| 40 |
9,088.06 |
7,449.38 |
1,638.68 |
20.0% |
303.29 |
3.7% |
46% |
False |
False |
|
| 60 |
9,653.95 |
7,449.38 |
2,204.57 |
26.9% |
354.86 |
4.3% |
34% |
False |
False |
|
| 80 |
11,394.58 |
7,449.38 |
3,945.20 |
48.1% |
410.15 |
5.0% |
19% |
False |
False |
|
| 100 |
11,790.17 |
7,449.38 |
4,340.79 |
52.9% |
387.23 |
4.7% |
17% |
False |
False |
|
| 120 |
11,867.11 |
7,449.38 |
4,417.73 |
53.9% |
357.13 |
4.4% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,744.75 |
|
2.618 |
9,246.13 |
|
1.618 |
8,940.60 |
|
1.000 |
8,751.78 |
|
0.618 |
8,635.07 |
|
HIGH |
8,446.25 |
|
0.618 |
8,329.54 |
|
0.500 |
8,293.49 |
|
0.382 |
8,257.43 |
|
LOW |
8,140.72 |
|
0.618 |
7,951.90 |
|
1.000 |
7,835.19 |
|
1.618 |
7,646.37 |
|
2.618 |
7,340.84 |
|
4.250 |
6,842.22 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,293.49 |
8,371.66 |
| PP |
8,262.37 |
8,314.49 |
| S1 |
8,231.26 |
8,257.31 |
|