| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,251.75 |
1,263.75 |
12.00 |
1.0% |
1,188.00 |
| High |
1,275.00 |
1,287.00 |
12.00 |
0.9% |
1,268.25 |
| Low |
1,244.25 |
1,259.50 |
15.25 |
1.2% |
1,156.25 |
| Close |
1,265.00 |
1,271.00 |
6.00 |
0.5% |
1,253.00 |
| Range |
30.75 |
27.50 |
-3.25 |
-10.6% |
112.00 |
| ATR |
48.15 |
46.67 |
-1.47 |
-3.1% |
0.00 |
| Volume |
190,785 |
206,046 |
15,261 |
8.0% |
437,433 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.00 |
1,340.50 |
1,286.00 |
|
| R3 |
1,327.50 |
1,313.00 |
1,278.50 |
|
| R2 |
1,300.00 |
1,300.00 |
1,276.00 |
|
| R1 |
1,285.50 |
1,285.50 |
1,273.50 |
1,292.75 |
| PP |
1,272.50 |
1,272.50 |
1,272.50 |
1,276.00 |
| S1 |
1,258.00 |
1,258.00 |
1,268.50 |
1,265.25 |
| S2 |
1,245.00 |
1,245.00 |
1,266.00 |
|
| S3 |
1,217.50 |
1,230.50 |
1,263.50 |
|
| S4 |
1,190.00 |
1,203.00 |
1,256.00 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,561.75 |
1,519.50 |
1,314.50 |
|
| R3 |
1,449.75 |
1,407.50 |
1,283.75 |
|
| R2 |
1,337.75 |
1,337.75 |
1,273.50 |
|
| R1 |
1,295.50 |
1,295.50 |
1,263.25 |
1,316.50 |
| PP |
1,225.75 |
1,225.75 |
1,225.75 |
1,236.50 |
| S1 |
1,183.50 |
1,183.50 |
1,242.75 |
1,204.50 |
| S2 |
1,113.75 |
1,113.75 |
1,232.50 |
|
| S3 |
1,001.75 |
1,071.50 |
1,222.25 |
|
| S4 |
889.75 |
959.50 |
1,191.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,287.00 |
1,175.25 |
111.75 |
8.8% |
36.75 |
2.9% |
86% |
True |
False |
158,890 |
| 10 |
1,287.00 |
1,156.25 |
130.75 |
10.3% |
33.25 |
2.6% |
88% |
True |
False |
142,633 |
| 20 |
1,287.00 |
1,135.00 |
152.00 |
12.0% |
42.50 |
3.4% |
89% |
True |
False |
166,874 |
| 40 |
1,321.75 |
1,021.00 |
300.75 |
23.7% |
56.50 |
4.4% |
83% |
False |
False |
83,568 |
| 60 |
1,501.75 |
1,021.00 |
480.75 |
37.8% |
68.50 |
5.4% |
52% |
False |
False |
55,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,404.00 |
|
2.618 |
1,359.00 |
|
1.618 |
1,331.50 |
|
1.000 |
1,314.50 |
|
0.618 |
1,304.00 |
|
HIGH |
1,287.00 |
|
0.618 |
1,276.50 |
|
0.500 |
1,273.25 |
|
0.382 |
1,270.00 |
|
LOW |
1,259.50 |
|
0.618 |
1,242.50 |
|
1.000 |
1,232.00 |
|
1.618 |
1,215.00 |
|
2.618 |
1,187.50 |
|
4.250 |
1,142.50 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,273.25 |
1,262.50 |
| PP |
1,272.50 |
1,254.00 |
| S1 |
1,271.75 |
1,245.50 |
|