| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
3,362.0 |
3,420.0 |
58.0 |
1.7% |
3,557.0 |
| High |
3,413.0 |
3,480.0 |
67.0 |
2.0% |
3,575.0 |
| Low |
3,355.0 |
3,380.0 |
25.0 |
0.7% |
3,299.0 |
| Close |
3,376.0 |
3,468.0 |
92.0 |
2.7% |
3,311.0 |
| Range |
58.0 |
100.0 |
42.0 |
72.4% |
276.0 |
| ATR |
111.4 |
110.9 |
-0.5 |
-0.5% |
0.0 |
| Volume |
24,324 |
29,443 |
5,119 |
21.0% |
141,891 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,742.7 |
3,705.3 |
3,523.0 |
|
| R3 |
3,642.7 |
3,605.3 |
3,495.5 |
|
| R2 |
3,542.7 |
3,542.7 |
3,486.3 |
|
| R1 |
3,505.3 |
3,505.3 |
3,477.2 |
3,524.0 |
| PP |
3,442.7 |
3,442.7 |
3,442.7 |
3,452.0 |
| S1 |
3,405.3 |
3,405.3 |
3,458.8 |
3,424.0 |
| S2 |
3,342.7 |
3,342.7 |
3,449.7 |
|
| S3 |
3,242.7 |
3,305.3 |
3,440.5 |
|
| S4 |
3,142.7 |
3,205.3 |
3,413.0 |
|
|
| 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 |
3,480.0 |
3,299.0 |
181.0 |
5.2% |
78.6 |
2.3% |
93% |
True |
False |
29,304 |
| 10 |
3,680.0 |
3,299.0 |
381.0 |
11.0% |
73.1 |
2.1% |
44% |
False |
False |
26,317 |
| 20 |
3,811.0 |
3,299.0 |
512.0 |
14.8% |
78.5 |
2.3% |
33% |
False |
False |
21,850 |
| 40 |
4,002.0 |
3,299.0 |
703.0 |
20.3% |
99.7 |
2.9% |
24% |
False |
False |
21,215 |
| 60 |
4,326.0 |
3,229.0 |
1,097.0 |
31.6% |
80.6 |
2.3% |
22% |
False |
False |
14,913 |
| 80 |
4,708.0 |
3,229.0 |
1,479.0 |
42.6% |
68.4 |
2.0% |
16% |
False |
False |
12,036 |
| 100 |
5,119.0 |
3,229.0 |
1,890.0 |
54.5% |
61.8 |
1.8% |
13% |
False |
False |
9,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,905.0 |
|
2.618 |
3,741.8 |
|
1.618 |
3,641.8 |
|
1.000 |
3,580.0 |
|
0.618 |
3,541.8 |
|
HIGH |
3,480.0 |
|
0.618 |
3,441.8 |
|
0.500 |
3,430.0 |
|
0.382 |
3,418.2 |
|
LOW |
3,380.0 |
|
0.618 |
3,318.2 |
|
1.000 |
3,280.0 |
|
1.618 |
3,218.2 |
|
2.618 |
3,118.2 |
|
4.250 |
2,955.0 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,455.3 |
3,441.8 |
| PP |
3,442.7 |
3,415.7 |
| S1 |
3,430.0 |
3,389.5 |
|