| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
4,329.5 |
4,382.5 |
53.0 |
1.2% |
4,429.5 |
| High |
4,373.0 |
4,570.0 |
197.0 |
4.5% |
4,466.0 |
| Low |
4,271.5 |
4,380.0 |
108.5 |
2.5% |
4,075.0 |
| Close |
4,343.5 |
4,523.0 |
179.5 |
4.1% |
4,192.0 |
| Range |
101.5 |
190.0 |
88.5 |
87.2% |
391.0 |
| ATR |
184.1 |
187.1 |
3.0 |
1.6% |
0.0 |
| Volume |
153,889 |
166,754 |
12,865 |
8.4% |
598,657 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,061.0 |
4,982.0 |
4,627.5 |
|
| R3 |
4,871.0 |
4,792.0 |
4,575.3 |
|
| R2 |
4,681.0 |
4,681.0 |
4,557.8 |
|
| R1 |
4,602.0 |
4,602.0 |
4,540.4 |
4,641.5 |
| PP |
4,491.0 |
4,491.0 |
4,491.0 |
4,510.8 |
| S1 |
4,412.0 |
4,412.0 |
4,505.6 |
4,451.5 |
| S2 |
4,301.0 |
4,301.0 |
4,488.2 |
|
| S3 |
4,111.0 |
4,222.0 |
4,470.8 |
|
| S4 |
3,921.0 |
4,032.0 |
4,418.5 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,417.3 |
5,195.7 |
4,407.1 |
|
| R3 |
5,026.3 |
4,804.7 |
4,299.5 |
|
| R2 |
4,635.3 |
4,635.3 |
4,263.7 |
|
| R1 |
4,413.7 |
4,413.7 |
4,227.8 |
4,329.0 |
| PP |
4,244.3 |
4,244.3 |
4,244.3 |
4,202.0 |
| S1 |
4,022.7 |
4,022.7 |
4,156.2 |
3,938.0 |
| S2 |
3,853.3 |
3,853.3 |
4,120.3 |
|
| S3 |
3,462.3 |
3,631.7 |
4,084.5 |
|
| S4 |
3,071.3 |
3,240.7 |
3,977.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,570.0 |
4,075.0 |
495.0 |
10.9% |
177.2 |
3.9% |
91% |
True |
False |
178,017 |
| 10 |
4,695.0 |
4,075.0 |
620.0 |
13.7% |
196.3 |
4.3% |
72% |
False |
False |
168,063 |
| 20 |
5,138.5 |
4,075.0 |
1,063.5 |
23.5% |
162.2 |
3.6% |
42% |
False |
False |
135,847 |
| 40 |
5,138.5 |
4,075.0 |
1,063.5 |
23.5% |
174.1 |
3.8% |
42% |
False |
False |
81,013 |
| 60 |
5,385.0 |
4,066.0 |
1,319.0 |
29.2% |
208.3 |
4.6% |
35% |
False |
False |
54,462 |
| 80 |
5,989.0 |
4,066.0 |
1,923.0 |
42.5% |
240.7 |
5.3% |
24% |
False |
False |
41,083 |
| 100 |
6,675.5 |
4,066.0 |
2,609.5 |
57.7% |
227.6 |
5.0% |
18% |
False |
False |
33,403 |
| 120 |
6,806.5 |
4,066.0 |
2,740.5 |
60.6% |
206.8 |
4.6% |
17% |
False |
False |
27,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,377.5 |
|
2.618 |
5,067.4 |
|
1.618 |
4,877.4 |
|
1.000 |
4,760.0 |
|
0.618 |
4,687.4 |
|
HIGH |
4,570.0 |
|
0.618 |
4,497.4 |
|
0.500 |
4,475.0 |
|
0.382 |
4,452.6 |
|
LOW |
4,380.0 |
|
0.618 |
4,262.6 |
|
1.000 |
4,190.0 |
|
1.618 |
4,072.6 |
|
2.618 |
3,882.6 |
|
4.250 |
3,572.5 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,507.0 |
4,467.3 |
| PP |
4,491.0 |
4,411.5 |
| S1 |
4,475.0 |
4,355.8 |
|