| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
851.75 |
806.75 |
-45.00 |
-5.3% |
885.00 |
| High |
865.75 |
838.50 |
-27.25 |
-3.1% |
885.50 |
| Low |
797.50 |
800.50 |
3.00 |
0.4% |
812.75 |
| Close |
806.00 |
836.75 |
30.75 |
3.8% |
848.50 |
| Range |
68.25 |
38.00 |
-30.25 |
-44.3% |
72.75 |
| ATR |
34.40 |
34.66 |
0.26 |
0.7% |
0.00 |
| Volume |
2,818,199 |
2,841,680 |
23,481 |
0.8% |
12,112,172 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
939.25 |
926.00 |
857.75 |
|
| R3 |
901.25 |
888.00 |
847.25 |
|
| R2 |
863.25 |
863.25 |
843.75 |
|
| R1 |
850.00 |
850.00 |
840.25 |
856.50 |
| PP |
825.25 |
825.25 |
825.25 |
828.50 |
| S1 |
812.00 |
812.00 |
833.25 |
818.50 |
| S2 |
787.25 |
787.25 |
829.75 |
|
| S3 |
749.25 |
774.00 |
826.25 |
|
| S4 |
711.25 |
736.00 |
815.75 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,067.25 |
1,030.50 |
888.50 |
|
| R3 |
994.50 |
957.75 |
868.50 |
|
| R2 |
921.75 |
921.75 |
861.75 |
|
| R1 |
885.00 |
885.00 |
855.25 |
867.00 |
| PP |
849.00 |
849.00 |
849.00 |
840.00 |
| S1 |
812.25 |
812.25 |
841.75 |
794.25 |
| S2 |
776.25 |
776.25 |
835.25 |
|
| S3 |
703.50 |
739.50 |
828.50 |
|
| S4 |
630.75 |
666.75 |
808.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
875.00 |
797.50 |
77.50 |
9.3% |
43.25 |
5.2% |
51% |
False |
False |
2,812,952 |
| 10 |
931.75 |
797.50 |
134.25 |
16.0% |
34.00 |
4.1% |
29% |
False |
False |
2,342,099 |
| 20 |
942.75 |
797.50 |
145.25 |
17.4% |
27.75 |
3.3% |
27% |
False |
False |
1,644,732 |
| 40 |
942.75 |
737.25 |
205.50 |
24.6% |
37.00 |
4.4% |
48% |
False |
False |
1,200,530 |
| 60 |
1,006.50 |
737.25 |
269.25 |
32.2% |
44.00 |
5.3% |
37% |
False |
False |
801,894 |
| 80 |
1,222.75 |
737.25 |
485.50 |
58.0% |
52.25 |
6.2% |
20% |
False |
False |
603,126 |
| 100 |
1,303.75 |
737.25 |
566.50 |
67.7% |
48.75 |
5.8% |
18% |
False |
False |
482,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,000.00 |
|
2.618 |
938.00 |
|
1.618 |
900.00 |
|
1.000 |
876.50 |
|
0.618 |
862.00 |
|
HIGH |
838.50 |
|
0.618 |
824.00 |
|
0.500 |
819.50 |
|
0.382 |
815.00 |
|
LOW |
800.50 |
|
0.618 |
777.00 |
|
1.000 |
762.50 |
|
1.618 |
739.00 |
|
2.618 |
701.00 |
|
4.250 |
639.00 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
831.00 |
835.00 |
| PP |
825.25 |
833.25 |
| S1 |
819.50 |
831.50 |
|