| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
3,602.0 |
3,638.0 |
36.0 |
1.0% |
3,777.0 |
| High |
3,646.0 |
3,680.0 |
34.0 |
0.9% |
3,811.0 |
| Low |
3,584.0 |
3,612.0 |
28.0 |
0.8% |
3,639.0 |
| Close |
3,623.0 |
3,663.0 |
40.0 |
1.1% |
3,699.0 |
| Range |
62.0 |
68.0 |
6.0 |
9.7% |
172.0 |
| ATR |
124.4 |
120.3 |
-4.0 |
-3.2% |
0.0 |
| Volume |
20,167 |
18,117 |
-2,050 |
-10.2% |
94,718 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,855.7 |
3,827.3 |
3,700.4 |
|
| R3 |
3,787.7 |
3,759.3 |
3,681.7 |
|
| R2 |
3,719.7 |
3,719.7 |
3,675.5 |
|
| R1 |
3,691.3 |
3,691.3 |
3,669.2 |
3,705.5 |
| PP |
3,651.7 |
3,651.7 |
3,651.7 |
3,658.8 |
| S1 |
3,623.3 |
3,623.3 |
3,656.8 |
3,637.5 |
| S2 |
3,583.7 |
3,583.7 |
3,650.5 |
|
| S3 |
3,515.7 |
3,555.3 |
3,644.3 |
|
| S4 |
3,447.7 |
3,487.3 |
3,625.6 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,232.3 |
4,137.7 |
3,793.6 |
|
| R3 |
4,060.3 |
3,965.7 |
3,746.3 |
|
| R2 |
3,888.3 |
3,888.3 |
3,730.5 |
|
| R1 |
3,793.7 |
3,793.7 |
3,714.8 |
3,755.0 |
| PP |
3,716.3 |
3,716.3 |
3,716.3 |
3,697.0 |
| S1 |
3,621.7 |
3,621.7 |
3,683.2 |
3,583.0 |
| S2 |
3,544.3 |
3,544.3 |
3,667.5 |
|
| S3 |
3,372.3 |
3,449.7 |
3,651.7 |
|
| S4 |
3,200.3 |
3,277.7 |
3,604.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,726.0 |
3,584.0 |
142.0 |
3.9% |
67.0 |
1.8% |
56% |
False |
False |
18,433 |
| 10 |
3,811.0 |
3,584.0 |
227.0 |
6.2% |
80.2 |
2.2% |
35% |
False |
False |
17,892 |
| 20 |
4,002.0 |
3,478.0 |
524.0 |
14.3% |
118.7 |
3.2% |
35% |
False |
False |
29,719 |
| 40 |
4,002.0 |
3,229.0 |
773.0 |
21.1% |
96.1 |
2.6% |
56% |
False |
False |
15,720 |
| 60 |
4,326.0 |
3,229.0 |
1,097.0 |
29.9% |
73.4 |
2.0% |
40% |
False |
False |
11,957 |
| 80 |
5,073.0 |
3,229.0 |
1,844.0 |
50.3% |
65.2 |
1.8% |
24% |
False |
False |
8,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,969.0 |
|
2.618 |
3,858.0 |
|
1.618 |
3,790.0 |
|
1.000 |
3,748.0 |
|
0.618 |
3,722.0 |
|
HIGH |
3,680.0 |
|
0.618 |
3,654.0 |
|
0.500 |
3,646.0 |
|
0.382 |
3,638.0 |
|
LOW |
3,612.0 |
|
0.618 |
3,570.0 |
|
1.000 |
3,544.0 |
|
1.618 |
3,502.0 |
|
2.618 |
3,434.0 |
|
4.250 |
3,323.0 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,657.3 |
3,653.0 |
| PP |
3,651.7 |
3,643.0 |
| S1 |
3,646.0 |
3,633.0 |
|