| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,165.25 |
1,181.00 |
15.75 |
1.4% |
1,221.00 |
| High |
1,191.00 |
1,201.00 |
10.00 |
0.8% |
1,226.00 |
| Low |
1,138.50 |
1,164.50 |
26.00 |
2.3% |
1,138.50 |
| Close |
1,177.25 |
1,197.00 |
19.75 |
1.7% |
1,197.00 |
| Range |
52.50 |
36.50 |
-16.00 |
-30.5% |
87.50 |
| ATR |
45.26 |
44.63 |
-0.63 |
-1.4% |
0.00 |
| Volume |
289,537 |
384,576 |
95,039 |
32.8% |
1,429,331 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,297.00 |
1,283.50 |
1,217.00 |
|
| R3 |
1,260.50 |
1,247.00 |
1,207.00 |
|
| R2 |
1,224.00 |
1,224.00 |
1,203.75 |
|
| R1 |
1,210.50 |
1,210.50 |
1,200.25 |
1,217.25 |
| PP |
1,187.50 |
1,187.50 |
1,187.50 |
1,191.00 |
| S1 |
1,174.00 |
1,174.00 |
1,193.75 |
1,180.75 |
| S2 |
1,151.00 |
1,151.00 |
1,190.25 |
|
| S3 |
1,114.50 |
1,137.50 |
1,187.00 |
|
| S4 |
1,078.00 |
1,101.00 |
1,177.00 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,449.75 |
1,410.75 |
1,245.00 |
|
| R3 |
1,362.25 |
1,323.25 |
1,221.00 |
|
| R2 |
1,274.75 |
1,274.75 |
1,213.00 |
|
| R1 |
1,235.75 |
1,235.75 |
1,205.00 |
1,211.50 |
| PP |
1,187.25 |
1,187.25 |
1,187.25 |
1,175.00 |
| S1 |
1,148.25 |
1,148.25 |
1,189.00 |
1,124.00 |
| S2 |
1,099.75 |
1,099.75 |
1,181.00 |
|
| S3 |
1,012.25 |
1,060.75 |
1,173.00 |
|
| S4 |
924.75 |
973.25 |
1,149.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,226.00 |
1,138.50 |
87.50 |
7.3% |
43.50 |
3.6% |
67% |
False |
False |
285,866 |
| 10 |
1,287.00 |
1,138.50 |
148.50 |
12.4% |
39.25 |
3.3% |
39% |
False |
False |
262,425 |
| 20 |
1,287.00 |
1,138.50 |
148.50 |
12.4% |
37.00 |
3.1% |
39% |
False |
False |
211,711 |
| 40 |
1,287.00 |
1,021.00 |
266.00 |
22.2% |
50.25 |
4.2% |
66% |
False |
False |
139,220 |
| 60 |
1,392.00 |
1,021.00 |
371.00 |
31.0% |
58.50 |
4.9% |
47% |
False |
False |
92,860 |
| 80 |
1,719.75 |
1,021.00 |
698.75 |
58.4% |
68.00 |
5.7% |
25% |
False |
False |
69,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.00 |
|
2.618 |
1,296.50 |
|
1.618 |
1,260.00 |
|
1.000 |
1,237.50 |
|
0.618 |
1,223.50 |
|
HIGH |
1,201.00 |
|
0.618 |
1,187.00 |
|
0.500 |
1,182.75 |
|
0.382 |
1,178.50 |
|
LOW |
1,164.50 |
|
0.618 |
1,142.00 |
|
1.000 |
1,128.00 |
|
1.618 |
1,105.50 |
|
2.618 |
1,069.00 |
|
4.250 |
1,009.50 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.25 |
1,189.50 |
| PP |
1,187.50 |
1,182.00 |
| S1 |
1,182.75 |
1,174.50 |
|