| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,240.50 |
1,250.25 |
9.75 |
0.8% |
1,251.75 |
| High |
1,252.75 |
1,256.25 |
3.50 |
0.3% |
1,287.00 |
| Low |
1,222.75 |
1,216.00 |
-6.75 |
-0.6% |
1,216.00 |
| Close |
1,249.50 |
1,221.50 |
-28.00 |
-2.2% |
1,221.50 |
| Range |
30.00 |
40.25 |
10.25 |
34.2% |
71.00 |
| ATR |
45.42 |
45.05 |
-0.37 |
-0.8% |
0.00 |
| Volume |
277,243 |
256,807 |
-20,436 |
-7.4% |
1,194,923 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,352.00 |
1,327.00 |
1,243.75 |
|
| R3 |
1,311.75 |
1,286.75 |
1,232.50 |
|
| R2 |
1,271.50 |
1,271.50 |
1,229.00 |
|
| R1 |
1,246.50 |
1,246.50 |
1,225.25 |
1,239.00 |
| PP |
1,231.25 |
1,231.25 |
1,231.25 |
1,227.50 |
| S1 |
1,206.25 |
1,206.25 |
1,217.75 |
1,198.50 |
| S2 |
1,191.00 |
1,191.00 |
1,214.00 |
|
| S3 |
1,150.75 |
1,166.00 |
1,210.50 |
|
| S4 |
1,110.50 |
1,125.75 |
1,199.25 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.50 |
1,409.00 |
1,260.50 |
|
| R3 |
1,383.50 |
1,338.00 |
1,241.00 |
|
| R2 |
1,312.50 |
1,312.50 |
1,234.50 |
|
| R1 |
1,267.00 |
1,267.00 |
1,228.00 |
1,254.25 |
| PP |
1,241.50 |
1,241.50 |
1,241.50 |
1,235.00 |
| S1 |
1,196.00 |
1,196.00 |
1,215.00 |
1,183.25 |
| S2 |
1,170.50 |
1,170.50 |
1,208.50 |
|
| S3 |
1,099.50 |
1,125.00 |
1,202.00 |
|
| S4 |
1,028.50 |
1,054.00 |
1,182.50 |
|
|
| 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 |
1,216.00 |
71.00 |
5.8% |
34.75 |
2.9% |
8% |
False |
True |
238,984 |
| 10 |
1,287.00 |
1,156.25 |
130.75 |
10.7% |
35.25 |
2.9% |
50% |
False |
False |
167,212 |
| 20 |
1,287.00 |
1,135.00 |
152.00 |
12.4% |
40.75 |
3.3% |
57% |
False |
False |
206,117 |
| 40 |
1,287.00 |
1,021.00 |
266.00 |
21.8% |
55.00 |
4.5% |
75% |
False |
False |
103,509 |
| 60 |
1,392.00 |
1,021.00 |
371.00 |
30.4% |
63.75 |
5.2% |
54% |
False |
False |
69,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,427.25 |
|
2.618 |
1,361.50 |
|
1.618 |
1,321.25 |
|
1.000 |
1,296.50 |
|
0.618 |
1,281.00 |
|
HIGH |
1,256.25 |
|
0.618 |
1,240.75 |
|
0.500 |
1,236.00 |
|
0.382 |
1,231.50 |
|
LOW |
1,216.00 |
|
0.618 |
1,191.25 |
|
1.000 |
1,175.75 |
|
1.618 |
1,151.00 |
|
2.618 |
1,110.75 |
|
4.250 |
1,045.00 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,236.00 |
1,244.50 |
| PP |
1,231.25 |
1,237.00 |
| S1 |
1,226.50 |
1,229.25 |
|