| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
3,712.0 |
3,777.0 |
65.0 |
1.8% |
3,627.0 |
| High |
3,760.0 |
3,786.0 |
26.0 |
0.7% |
4,002.0 |
| Low |
3,659.0 |
3,648.0 |
-11.0 |
-0.3% |
3,555.0 |
| Close |
3,677.0 |
3,680.0 |
3.0 |
0.1% |
3,677.0 |
| Range |
101.0 |
138.0 |
37.0 |
36.6% |
447.0 |
| ATR |
143.8 |
143.4 |
-0.4 |
-0.3% |
0.0 |
| Volume |
10,767 |
22,211 |
11,444 |
106.3% |
53,521 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,118.7 |
4,037.3 |
3,755.9 |
|
| R3 |
3,980.7 |
3,899.3 |
3,718.0 |
|
| R2 |
3,842.7 |
3,842.7 |
3,705.3 |
|
| R1 |
3,761.3 |
3,761.3 |
3,692.7 |
3,733.0 |
| PP |
3,704.7 |
3,704.7 |
3,704.7 |
3,690.5 |
| S1 |
3,623.3 |
3,623.3 |
3,667.4 |
3,595.0 |
| S2 |
3,566.7 |
3,566.7 |
3,654.7 |
|
| S3 |
3,428.7 |
3,485.3 |
3,642.1 |
|
| S4 |
3,290.7 |
3,347.3 |
3,604.1 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,085.7 |
4,828.3 |
3,922.9 |
|
| R3 |
4,638.7 |
4,381.3 |
3,799.9 |
|
| R2 |
4,191.7 |
4,191.7 |
3,759.0 |
|
| R1 |
3,934.3 |
3,934.3 |
3,718.0 |
4,063.0 |
| PP |
3,744.7 |
3,744.7 |
3,744.7 |
3,809.0 |
| S1 |
3,487.3 |
3,487.3 |
3,636.0 |
3,616.0 |
| S2 |
3,297.7 |
3,297.7 |
3,595.1 |
|
| S3 |
2,850.7 |
3,040.3 |
3,554.1 |
|
| S4 |
2,403.7 |
2,593.3 |
3,431.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,002.0 |
3,555.0 |
447.0 |
12.1% |
176.6 |
4.8% |
28% |
False |
False |
15,146 |
| 10 |
4,002.0 |
3,478.0 |
524.0 |
14.2% |
162.1 |
4.4% |
39% |
False |
False |
16,466 |
| 20 |
4,002.0 |
3,443.0 |
559.0 |
15.2% |
128.5 |
3.5% |
42% |
False |
False |
23,647 |
| 40 |
4,170.0 |
3,229.0 |
941.0 |
25.6% |
88.7 |
2.4% |
48% |
False |
False |
12,473 |
| 60 |
4,385.0 |
3,229.0 |
1,156.0 |
31.4% |
69.8 |
1.9% |
39% |
False |
False |
9,794 |
| 80 |
5,073.0 |
3,229.0 |
1,844.0 |
50.1% |
63.1 |
1.7% |
24% |
False |
False |
7,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,372.5 |
|
2.618 |
4,147.3 |
|
1.618 |
4,009.3 |
|
1.000 |
3,924.0 |
|
0.618 |
3,871.3 |
|
HIGH |
3,786.0 |
|
0.618 |
3,733.3 |
|
0.500 |
3,717.0 |
|
0.382 |
3,700.7 |
|
LOW |
3,648.0 |
|
0.618 |
3,562.7 |
|
1.000 |
3,510.0 |
|
1.618 |
3,424.7 |
|
2.618 |
3,286.7 |
|
4.250 |
3,061.5 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,717.0 |
3,717.0 |
| PP |
3,704.7 |
3,704.7 |
| S1 |
3,692.3 |
3,692.3 |
|