| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
3,682.0 |
3,762.0 |
80.0 |
2.2% |
3,627.0 |
| High |
3,753.0 |
3,811.0 |
58.0 |
1.5% |
4,002.0 |
| Low |
3,678.0 |
3,750.0 |
72.0 |
2.0% |
3,555.0 |
| Close |
3,715.0 |
3,775.0 |
60.0 |
1.6% |
3,677.0 |
| Range |
75.0 |
61.0 |
-14.0 |
-18.7% |
447.0 |
| ATR |
138.5 |
135.5 |
-3.0 |
-2.2% |
0.0 |
| Volume |
18,882 |
18,970 |
88 |
0.5% |
53,521 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,961.7 |
3,929.3 |
3,808.6 |
|
| R3 |
3,900.7 |
3,868.3 |
3,791.8 |
|
| R2 |
3,839.7 |
3,839.7 |
3,786.2 |
|
| R1 |
3,807.3 |
3,807.3 |
3,780.6 |
3,823.5 |
| PP |
3,778.7 |
3,778.7 |
3,778.7 |
3,786.8 |
| S1 |
3,746.3 |
3,746.3 |
3,769.4 |
3,762.5 |
| S2 |
3,717.7 |
3,717.7 |
3,763.8 |
|
| S3 |
3,656.7 |
3,685.3 |
3,758.2 |
|
| S4 |
3,595.7 |
3,624.3 |
3,741.5 |
|
|
| 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 |
3,811.0 |
3,648.0 |
163.0 |
4.3% |
93.4 |
2.5% |
78% |
True |
False |
17,351 |
| 10 |
4,002.0 |
3,478.0 |
524.0 |
13.9% |
152.8 |
4.0% |
57% |
False |
False |
15,467 |
| 20 |
4,002.0 |
3,443.0 |
559.0 |
14.8% |
127.4 |
3.4% |
59% |
False |
False |
25,533 |
| 40 |
4,125.0 |
3,229.0 |
896.0 |
23.7% |
91.4 |
2.4% |
61% |
False |
False |
13,418 |
| 60 |
4,385.0 |
3,229.0 |
1,156.0 |
30.6% |
71.2 |
1.9% |
47% |
False |
False |
10,423 |
| 80 |
5,073.0 |
3,229.0 |
1,844.0 |
48.8% |
64.8 |
1.7% |
30% |
False |
False |
7,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,070.3 |
|
2.618 |
3,970.7 |
|
1.618 |
3,909.7 |
|
1.000 |
3,872.0 |
|
0.618 |
3,848.7 |
|
HIGH |
3,811.0 |
|
0.618 |
3,787.7 |
|
0.500 |
3,780.5 |
|
0.382 |
3,773.3 |
|
LOW |
3,750.0 |
|
0.618 |
3,712.3 |
|
1.000 |
3,689.0 |
|
1.618 |
3,651.3 |
|
2.618 |
3,590.3 |
|
4.250 |
3,490.8 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,780.5 |
3,759.8 |
| PP |
3,778.7 |
3,744.7 |
| S1 |
3,776.8 |
3,729.5 |
|