| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,221.00 |
1,206.25 |
-14.75 |
-1.2% |
1,251.75 |
| High |
1,226.00 |
1,218.50 |
-7.50 |
-0.6% |
1,287.00 |
| Low |
1,186.25 |
1,185.00 |
-1.25 |
-0.1% |
1,216.00 |
| Close |
1,206.00 |
1,204.00 |
-2.00 |
-0.2% |
1,221.50 |
| Range |
39.75 |
33.50 |
-6.25 |
-15.7% |
71.00 |
| ATR |
44.67 |
43.87 |
-0.80 |
-1.8% |
0.00 |
| Volume |
245,200 |
224,799 |
-20,401 |
-8.3% |
1,194,923 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.00 |
1,287.00 |
1,222.50 |
|
| R3 |
1,269.50 |
1,253.50 |
1,213.25 |
|
| R2 |
1,236.00 |
1,236.00 |
1,210.25 |
|
| R1 |
1,220.00 |
1,220.00 |
1,207.00 |
1,211.25 |
| PP |
1,202.50 |
1,202.50 |
1,202.50 |
1,198.00 |
| S1 |
1,186.50 |
1,186.50 |
1,201.00 |
1,177.75 |
| S2 |
1,169.00 |
1,169.00 |
1,197.75 |
|
| S3 |
1,135.50 |
1,153.00 |
1,194.75 |
|
| S4 |
1,102.00 |
1,119.50 |
1,185.50 |
|
|
| 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 |
1,273.25 |
1,185.00 |
88.25 |
7.3% |
37.75 |
3.1% |
22% |
False |
True |
253,618 |
| 10 |
1,287.00 |
1,175.25 |
111.75 |
9.3% |
37.25 |
3.1% |
26% |
False |
False |
206,254 |
| 20 |
1,287.00 |
1,156.25 |
130.75 |
10.9% |
37.50 |
3.1% |
37% |
False |
False |
215,063 |
| 40 |
1,287.00 |
1,021.00 |
266.00 |
22.1% |
51.50 |
4.3% |
69% |
False |
False |
115,256 |
| 60 |
1,392.00 |
1,021.00 |
371.00 |
30.8% |
60.25 |
5.0% |
49% |
False |
False |
76,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,361.00 |
|
2.618 |
1,306.25 |
|
1.618 |
1,272.75 |
|
1.000 |
1,252.00 |
|
0.618 |
1,239.25 |
|
HIGH |
1,218.50 |
|
0.618 |
1,205.75 |
|
0.500 |
1,201.75 |
|
0.382 |
1,197.75 |
|
LOW |
1,185.00 |
|
0.618 |
1,164.25 |
|
1.000 |
1,151.50 |
|
1.618 |
1,130.75 |
|
2.618 |
1,097.25 |
|
4.250 |
1,042.50 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,203.25 |
1,220.50 |
| PP |
1,202.50 |
1,215.00 |
| S1 |
1,201.75 |
1,209.50 |
|