| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
1,148.25 |
1,181.75 |
33.50 |
2.9% |
1,221.00 |
| High |
1,185.00 |
1,202.25 |
17.25 |
1.5% |
1,226.00 |
| Low |
1,140.00 |
1,146.00 |
6.00 |
0.5% |
1,138.50 |
| Close |
1,181.50 |
1,172.25 |
-9.25 |
-0.8% |
1,197.00 |
| Range |
45.00 |
56.25 |
11.25 |
25.0% |
87.50 |
| ATR |
47.69 |
48.30 |
0.61 |
1.3% |
0.00 |
| Volume |
326,088 |
299,364 |
-26,724 |
-8.2% |
1,429,331 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,342.25 |
1,313.50 |
1,203.25 |
|
| R3 |
1,286.00 |
1,257.25 |
1,187.75 |
|
| R2 |
1,229.75 |
1,229.75 |
1,182.50 |
|
| R1 |
1,201.00 |
1,201.00 |
1,177.50 |
1,187.25 |
| PP |
1,173.50 |
1,173.50 |
1,173.50 |
1,166.50 |
| S1 |
1,144.75 |
1,144.75 |
1,167.00 |
1,131.00 |
| S2 |
1,117.25 |
1,117.25 |
1,162.00 |
|
| S3 |
1,061.00 |
1,088.50 |
1,156.75 |
|
| S4 |
1,004.75 |
1,032.25 |
1,141.25 |
|
|
| 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 |
1,222.25 |
1,132.00 |
90.25 |
7.7% |
56.00 |
4.8% |
45% |
False |
False |
321,995 |
| 10 |
1,256.25 |
1,132.00 |
124.25 |
10.6% |
48.00 |
4.1% |
32% |
False |
False |
289,924 |
| 20 |
1,287.00 |
1,132.00 |
155.00 |
13.2% |
40.25 |
3.4% |
26% |
False |
False |
217,916 |
| 40 |
1,287.00 |
1,075.75 |
211.25 |
18.0% |
49.00 |
4.2% |
46% |
False |
False |
162,597 |
| 60 |
1,392.00 |
1,021.00 |
371.00 |
31.6% |
57.00 |
4.9% |
41% |
False |
False |
108,451 |
| 80 |
1,660.00 |
1,021.00 |
639.00 |
54.5% |
69.00 |
5.9% |
24% |
False |
False |
81,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.25 |
|
2.618 |
1,349.50 |
|
1.618 |
1,293.25 |
|
1.000 |
1,258.50 |
|
0.618 |
1,237.00 |
|
HIGH |
1,202.25 |
|
0.618 |
1,180.75 |
|
0.500 |
1,174.00 |
|
0.382 |
1,167.50 |
|
LOW |
1,146.00 |
|
0.618 |
1,111.25 |
|
1.000 |
1,089.75 |
|
1.618 |
1,055.00 |
|
2.618 |
998.75 |
|
4.250 |
907.00 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,174.00 |
1,177.00 |
| PP |
1,173.50 |
1,175.50 |
| S1 |
1,173.00 |
1,174.00 |
|