| 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 |
2,280.0 |
2,310.0 |
30.0 |
1.3% |
2,476.0 |
| High |
2,317.0 |
2,348.0 |
31.0 |
1.3% |
2,497.0 |
| Low |
2,235.0 |
2,245.0 |
10.0 |
0.4% |
2,235.0 |
| Close |
2,256.0 |
2,291.0 |
35.0 |
1.6% |
2,291.0 |
| Range |
82.0 |
103.0 |
21.0 |
25.6% |
262.0 |
| ATR |
96.3 |
96.8 |
0.5 |
0.5% |
0.0 |
| Volume |
1,756,209 |
1,545,125 |
-211,084 |
-12.0% |
7,131,078 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,603.7 |
2,550.3 |
2,347.7 |
|
| R3 |
2,500.7 |
2,447.3 |
2,319.3 |
|
| R2 |
2,397.7 |
2,397.7 |
2,309.9 |
|
| R1 |
2,344.3 |
2,344.3 |
2,300.4 |
2,319.5 |
| PP |
2,294.7 |
2,294.7 |
2,294.7 |
2,282.3 |
| S1 |
2,241.3 |
2,241.3 |
2,281.6 |
2,216.5 |
| S2 |
2,191.7 |
2,191.7 |
2,272.1 |
|
| S3 |
2,088.7 |
2,138.3 |
2,262.7 |
|
| S4 |
1,985.7 |
2,035.3 |
2,234.4 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.0 |
2,971.0 |
2,435.1 |
|
| R3 |
2,865.0 |
2,709.0 |
2,363.1 |
|
| R2 |
2,603.0 |
2,603.0 |
2,339.0 |
|
| R1 |
2,447.0 |
2,447.0 |
2,315.0 |
2,394.0 |
| PP |
2,341.0 |
2,341.0 |
2,341.0 |
2,314.5 |
| S1 |
2,185.0 |
2,185.0 |
2,267.0 |
2,132.0 |
| S2 |
2,079.0 |
2,079.0 |
2,243.0 |
|
| S3 |
1,817.0 |
1,923.0 |
2,219.0 |
|
| S4 |
1,555.0 |
1,661.0 |
2,146.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,497.0 |
2,235.0 |
262.0 |
11.4% |
96.4 |
4.2% |
21% |
False |
False |
1,426,215 |
| 10 |
2,619.0 |
2,235.0 |
384.0 |
16.8% |
79.9 |
3.5% |
15% |
False |
False |
1,204,664 |
| 20 |
2,619.0 |
2,235.0 |
384.0 |
16.8% |
81.1 |
3.5% |
15% |
False |
False |
971,589 |
| 40 |
2,619.0 |
2,115.0 |
504.0 |
22.0% |
100.2 |
4.4% |
35% |
False |
False |
511,408 |
| 60 |
2,781.0 |
2,115.0 |
666.0 |
29.1% |
115.9 |
5.1% |
26% |
False |
False |
343,388 |
| 80 |
3,326.0 |
2,115.0 |
1,211.0 |
52.9% |
130.7 |
5.7% |
15% |
False |
False |
258,258 |
| 100 |
3,476.0 |
2,115.0 |
1,361.0 |
59.4% |
121.7 |
5.3% |
13% |
False |
False |
211,252 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
61.1% |
107.7 |
4.7% |
13% |
False |
False |
176,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,785.8 |
|
2.618 |
2,617.7 |
|
1.618 |
2,514.7 |
|
1.000 |
2,451.0 |
|
0.618 |
2,411.7 |
|
HIGH |
2,348.0 |
|
0.618 |
2,308.7 |
|
0.500 |
2,296.5 |
|
0.382 |
2,284.3 |
|
LOW |
2,245.0 |
|
0.618 |
2,181.3 |
|
1.000 |
2,142.0 |
|
1.618 |
2,078.3 |
|
2.618 |
1,975.3 |
|
4.250 |
1,807.3 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,296.5 |
2,336.0 |
| PP |
2,294.7 |
2,321.0 |
| S1 |
2,292.8 |
2,306.0 |
|