| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,204.00 |
1,165.25 |
-38.75 |
-3.2% |
1,251.75 |
| High |
1,210.75 |
1,191.00 |
-19.75 |
-1.6% |
1,287.00 |
| Low |
1,155.25 |
1,138.50 |
-16.75 |
-1.4% |
1,216.00 |
| Close |
1,165.50 |
1,177.25 |
11.75 |
1.0% |
1,221.50 |
| Range |
55.50 |
52.50 |
-3.00 |
-5.4% |
71.00 |
| ATR |
44.70 |
45.26 |
0.56 |
1.2% |
0.00 |
| Volume |
285,219 |
289,537 |
4,318 |
1.5% |
1,194,923 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.50 |
1,304.25 |
1,206.00 |
|
| R3 |
1,274.00 |
1,251.75 |
1,191.75 |
|
| R2 |
1,221.50 |
1,221.50 |
1,187.00 |
|
| R1 |
1,199.25 |
1,199.25 |
1,182.00 |
1,210.50 |
| PP |
1,169.00 |
1,169.00 |
1,169.00 |
1,174.50 |
| S1 |
1,146.75 |
1,146.75 |
1,172.50 |
1,158.00 |
| S2 |
1,116.50 |
1,116.50 |
1,167.50 |
|
| S3 |
1,064.00 |
1,094.25 |
1,162.75 |
|
| S4 |
1,011.50 |
1,041.75 |
1,148.50 |
|
|
| 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 |
1,256.25 |
1,138.50 |
117.75 |
10.0% |
44.25 |
3.8% |
33% |
False |
True |
260,312 |
| 10 |
1,287.00 |
1,138.50 |
148.50 |
12.6% |
42.00 |
3.6% |
26% |
False |
True |
236,505 |
| 20 |
1,287.00 |
1,138.50 |
148.50 |
12.6% |
37.00 |
3.1% |
26% |
False |
True |
209,585 |
| 40 |
1,287.00 |
1,021.00 |
266.00 |
22.6% |
51.00 |
4.3% |
59% |
False |
False |
129,608 |
| 60 |
1,392.00 |
1,021.00 |
371.00 |
31.5% |
59.25 |
5.0% |
42% |
False |
False |
86,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,414.00 |
|
2.618 |
1,328.50 |
|
1.618 |
1,276.00 |
|
1.000 |
1,243.50 |
|
0.618 |
1,223.50 |
|
HIGH |
1,191.00 |
|
0.618 |
1,171.00 |
|
0.500 |
1,164.75 |
|
0.382 |
1,158.50 |
|
LOW |
1,138.50 |
|
0.618 |
1,106.00 |
|
1.000 |
1,086.00 |
|
1.618 |
1,053.50 |
|
2.618 |
1,001.00 |
|
4.250 |
915.50 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,173.00 |
1,178.50 |
| PP |
1,169.00 |
1,178.00 |
| S1 |
1,164.75 |
1,177.75 |
|