| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
3,408.0 |
3,362.0 |
-46.0 |
-1.3% |
3,557.0 |
| High |
3,418.0 |
3,413.0 |
-5.0 |
-0.1% |
3,575.0 |
| Low |
3,299.0 |
3,355.0 |
56.0 |
1.7% |
3,299.0 |
| Close |
3,311.0 |
3,376.0 |
65.0 |
2.0% |
3,311.0 |
| Range |
119.0 |
58.0 |
-61.0 |
-51.3% |
276.0 |
| ATR |
112.2 |
111.4 |
-0.7 |
-0.6% |
0.0 |
| Volume |
35,685 |
24,324 |
-11,361 |
-31.8% |
141,891 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,555.3 |
3,523.7 |
3,407.9 |
|
| R3 |
3,497.3 |
3,465.7 |
3,392.0 |
|
| R2 |
3,439.3 |
3,439.3 |
3,386.6 |
|
| R1 |
3,407.7 |
3,407.7 |
3,381.3 |
3,423.5 |
| PP |
3,381.3 |
3,381.3 |
3,381.3 |
3,389.3 |
| S1 |
3,349.7 |
3,349.7 |
3,370.7 |
3,365.5 |
| S2 |
3,323.3 |
3,323.3 |
3,365.4 |
|
| S3 |
3,265.3 |
3,291.7 |
3,360.1 |
|
| S4 |
3,207.3 |
3,233.7 |
3,344.1 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,223.0 |
4,043.0 |
3,462.8 |
|
| R3 |
3,947.0 |
3,767.0 |
3,386.9 |
|
| R2 |
3,671.0 |
3,671.0 |
3,361.6 |
|
| R1 |
3,491.0 |
3,491.0 |
3,336.3 |
3,443.0 |
| PP |
3,395.0 |
3,395.0 |
3,395.0 |
3,371.0 |
| S1 |
3,215.0 |
3,215.0 |
3,285.7 |
3,167.0 |
| S2 |
3,119.0 |
3,119.0 |
3,260.4 |
|
| S3 |
2,843.0 |
2,939.0 |
3,235.1 |
|
| S4 |
2,567.0 |
2,663.0 |
3,159.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,506.0 |
3,299.0 |
207.0 |
6.1% |
78.2 |
2.3% |
37% |
False |
False |
29,408 |
| 10 |
3,680.0 |
3,299.0 |
381.0 |
11.3% |
69.3 |
2.1% |
20% |
False |
False |
25,390 |
| 20 |
4,002.0 |
3,299.0 |
703.0 |
20.8% |
95.9 |
2.8% |
11% |
False |
False |
21,068 |
| 40 |
4,002.0 |
3,299.0 |
703.0 |
20.8% |
98.1 |
2.9% |
11% |
False |
False |
20,480 |
| 60 |
4,326.0 |
3,229.0 |
1,097.0 |
32.5% |
78.9 |
2.3% |
13% |
False |
False |
14,423 |
| 80 |
4,769.0 |
3,229.0 |
1,540.0 |
45.6% |
67.1 |
2.0% |
10% |
False |
False |
11,668 |
| 100 |
5,119.0 |
3,229.0 |
1,890.0 |
56.0% |
60.8 |
1.8% |
8% |
False |
False |
9,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,659.5 |
|
2.618 |
3,564.8 |
|
1.618 |
3,506.8 |
|
1.000 |
3,471.0 |
|
0.618 |
3,448.8 |
|
HIGH |
3,413.0 |
|
0.618 |
3,390.8 |
|
0.500 |
3,384.0 |
|
0.382 |
3,377.2 |
|
LOW |
3,355.0 |
|
0.618 |
3,319.2 |
|
1.000 |
3,297.0 |
|
1.618 |
3,261.2 |
|
2.618 |
3,203.2 |
|
4.250 |
3,108.5 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,384.0 |
3,380.5 |
| PP |
3,381.3 |
3,379.0 |
| S1 |
3,378.7 |
3,377.5 |
|