| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
3,420.0 |
3,522.0 |
102.0 |
3.0% |
3,557.0 |
| High |
3,480.0 |
3,530.0 |
50.0 |
1.4% |
3,575.0 |
| Low |
3,380.0 |
3,468.0 |
88.0 |
2.6% |
3,299.0 |
| Close |
3,468.0 |
3,516.0 |
48.0 |
1.4% |
3,311.0 |
| Range |
100.0 |
62.0 |
-38.0 |
-38.0% |
276.0 |
| ATR |
110.9 |
107.4 |
-3.5 |
-3.1% |
0.0 |
| Volume |
29,443 |
20,539 |
-8,904 |
-30.2% |
141,891 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,690.7 |
3,665.3 |
3,550.1 |
|
| R3 |
3,628.7 |
3,603.3 |
3,533.1 |
|
| R2 |
3,566.7 |
3,566.7 |
3,527.4 |
|
| R1 |
3,541.3 |
3,541.3 |
3,521.7 |
3,523.0 |
| PP |
3,504.7 |
3,504.7 |
3,504.7 |
3,495.5 |
| S1 |
3,479.3 |
3,479.3 |
3,510.3 |
3,461.0 |
| S2 |
3,442.7 |
3,442.7 |
3,504.6 |
|
| S3 |
3,380.7 |
3,417.3 |
3,499.0 |
|
| S4 |
3,318.7 |
3,355.3 |
3,481.9 |
|
|
| 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 |
3,530.0 |
3,299.0 |
231.0 |
6.6% |
78.4 |
2.2% |
94% |
True |
False |
27,696 |
| 10 |
3,575.0 |
3,299.0 |
276.0 |
7.8% |
72.5 |
2.1% |
79% |
False |
False |
26,559 |
| 20 |
3,811.0 |
3,299.0 |
512.0 |
14.6% |
76.4 |
2.2% |
42% |
False |
False |
22,226 |
| 40 |
4,002.0 |
3,299.0 |
703.0 |
20.0% |
98.4 |
2.8% |
31% |
False |
False |
21,725 |
| 60 |
4,326.0 |
3,229.0 |
1,097.0 |
31.2% |
81.6 |
2.3% |
26% |
False |
False |
15,058 |
| 80 |
4,676.0 |
3,229.0 |
1,447.0 |
41.2% |
68.9 |
2.0% |
20% |
False |
False |
12,293 |
| 100 |
5,119.0 |
3,229.0 |
1,890.0 |
53.8% |
62.5 |
1.8% |
15% |
False |
False |
9,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,793.5 |
|
2.618 |
3,692.3 |
|
1.618 |
3,630.3 |
|
1.000 |
3,592.0 |
|
0.618 |
3,568.3 |
|
HIGH |
3,530.0 |
|
0.618 |
3,506.3 |
|
0.500 |
3,499.0 |
|
0.382 |
3,491.7 |
|
LOW |
3,468.0 |
|
0.618 |
3,429.7 |
|
1.000 |
3,406.0 |
|
1.618 |
3,367.7 |
|
2.618 |
3,305.7 |
|
4.250 |
3,204.5 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,510.3 |
3,491.5 |
| PP |
3,504.7 |
3,467.0 |
| S1 |
3,499.0 |
3,442.5 |
|