| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
3,777.0 |
3,682.0 |
-95.0 |
-2.5% |
3,627.0 |
| High |
3,786.0 |
3,753.0 |
-33.0 |
-0.9% |
4,002.0 |
| Low |
3,648.0 |
3,678.0 |
30.0 |
0.8% |
3,555.0 |
| Close |
3,680.0 |
3,715.0 |
35.0 |
1.0% |
3,677.0 |
| Range |
138.0 |
75.0 |
-63.0 |
-45.7% |
447.0 |
| ATR |
143.4 |
138.5 |
-4.9 |
-3.4% |
0.0 |
| Volume |
22,211 |
18,882 |
-3,329 |
-15.0% |
53,521 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,940.3 |
3,902.7 |
3,756.3 |
|
| R3 |
3,865.3 |
3,827.7 |
3,735.6 |
|
| R2 |
3,790.3 |
3,790.3 |
3,728.8 |
|
| R1 |
3,752.7 |
3,752.7 |
3,721.9 |
3,771.5 |
| PP |
3,715.3 |
3,715.3 |
3,715.3 |
3,724.8 |
| S1 |
3,677.7 |
3,677.7 |
3,708.1 |
3,696.5 |
| S2 |
3,640.3 |
3,640.3 |
3,701.3 |
|
| S3 |
3,565.3 |
3,602.7 |
3,694.4 |
|
| S4 |
3,490.3 |
3,527.7 |
3,673.8 |
|
|
| 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 |
3,786.0 |
3,568.0 |
218.0 |
5.9% |
102.2 |
2.8% |
67% |
False |
False |
16,162 |
| 10 |
4,002.0 |
3,478.0 |
524.0 |
14.1% |
160.2 |
4.3% |
45% |
False |
False |
15,703 |
| 20 |
4,002.0 |
3,443.0 |
559.0 |
15.0% |
128.5 |
3.5% |
49% |
False |
False |
24,587 |
| 40 |
4,125.0 |
3,229.0 |
896.0 |
24.1% |
90.1 |
2.4% |
54% |
False |
False |
12,944 |
| 60 |
4,385.0 |
3,229.0 |
1,156.0 |
31.1% |
70.7 |
1.9% |
42% |
False |
False |
10,108 |
| 80 |
5,073.0 |
3,229.0 |
1,844.0 |
49.6% |
64.1 |
1.7% |
26% |
False |
False |
7,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,071.8 |
|
2.618 |
3,949.4 |
|
1.618 |
3,874.4 |
|
1.000 |
3,828.0 |
|
0.618 |
3,799.4 |
|
HIGH |
3,753.0 |
|
0.618 |
3,724.4 |
|
0.500 |
3,715.5 |
|
0.382 |
3,706.7 |
|
LOW |
3,678.0 |
|
0.618 |
3,631.7 |
|
1.000 |
3,603.0 |
|
1.618 |
3,556.7 |
|
2.618 |
3,481.7 |
|
4.250 |
3,359.3 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,715.5 |
3,717.0 |
| PP |
3,715.3 |
3,716.3 |
| S1 |
3,715.2 |
3,715.7 |
|