| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,250.25 |
1,221.00 |
-29.25 |
-2.3% |
1,251.75 |
| High |
1,256.25 |
1,226.00 |
-30.25 |
-2.4% |
1,287.00 |
| Low |
1,216.00 |
1,186.25 |
-29.75 |
-2.4% |
1,216.00 |
| Close |
1,221.50 |
1,206.00 |
-15.50 |
-1.3% |
1,221.50 |
| Range |
40.25 |
39.75 |
-0.50 |
-1.2% |
71.00 |
| ATR |
45.05 |
44.67 |
-0.38 |
-0.8% |
0.00 |
| Volume |
256,807 |
245,200 |
-11,607 |
-4.5% |
1,194,923 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.25 |
1,305.50 |
1,227.75 |
|
| R3 |
1,285.50 |
1,265.75 |
1,217.00 |
|
| R2 |
1,245.75 |
1,245.75 |
1,213.25 |
|
| R1 |
1,226.00 |
1,226.00 |
1,209.75 |
1,216.00 |
| PP |
1,206.00 |
1,206.00 |
1,206.00 |
1,201.00 |
| S1 |
1,186.25 |
1,186.25 |
1,202.25 |
1,176.25 |
| S2 |
1,166.25 |
1,166.25 |
1,198.75 |
|
| S3 |
1,126.50 |
1,146.50 |
1,195.00 |
|
| S4 |
1,086.75 |
1,106.75 |
1,184.25 |
|
|
| 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 |
1,186.25 |
100.75 |
8.4% |
36.75 |
3.0% |
20% |
False |
True |
249,867 |
| 10 |
1,287.00 |
1,156.25 |
130.75 |
10.8% |
38.00 |
3.2% |
38% |
False |
False |
187,755 |
| 20 |
1,287.00 |
1,135.00 |
152.00 |
12.6% |
40.00 |
3.3% |
47% |
False |
False |
217,173 |
| 40 |
1,287.00 |
1,021.00 |
266.00 |
22.1% |
54.00 |
4.5% |
70% |
False |
False |
109,638 |
| 60 |
1,392.00 |
1,021.00 |
371.00 |
30.8% |
61.75 |
5.1% |
50% |
False |
False |
73,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,395.00 |
|
2.618 |
1,330.00 |
|
1.618 |
1,290.25 |
|
1.000 |
1,265.75 |
|
0.618 |
1,250.50 |
|
HIGH |
1,226.00 |
|
0.618 |
1,210.75 |
|
0.500 |
1,206.00 |
|
0.382 |
1,201.50 |
|
LOW |
1,186.25 |
|
0.618 |
1,161.75 |
|
1.000 |
1,146.50 |
|
1.618 |
1,122.00 |
|
2.618 |
1,082.25 |
|
4.250 |
1,017.25 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.00 |
1,221.25 |
| PP |
1,206.00 |
1,216.25 |
| S1 |
1,206.00 |
1,211.00 |
|