| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,427.0 |
2,381.0 |
-46.0 |
-1.9% |
2,512.0 |
| High |
2,440.0 |
2,388.0 |
-52.0 |
-2.1% |
2,562.0 |
| Low |
2,370.0 |
2,335.0 |
-35.0 |
-1.5% |
2,412.0 |
| Close |
2,404.0 |
2,355.0 |
-49.0 |
-2.0% |
2,442.0 |
| Range |
70.0 |
53.0 |
-17.0 |
-24.3% |
150.0 |
| ATR |
86.9 |
85.6 |
-1.3 |
-1.5% |
0.0 |
| Volume |
1,832 |
3,816 |
1,984 |
108.3% |
6,331 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,518.3 |
2,489.7 |
2,384.2 |
|
| R3 |
2,465.3 |
2,436.7 |
2,369.6 |
|
| R2 |
2,412.3 |
2,412.3 |
2,364.7 |
|
| R1 |
2,383.7 |
2,383.7 |
2,359.9 |
2,371.5 |
| PP |
2,359.3 |
2,359.3 |
2,359.3 |
2,353.3 |
| S1 |
2,330.7 |
2,330.7 |
2,350.1 |
2,318.5 |
| S2 |
2,306.3 |
2,306.3 |
2,345.3 |
|
| S3 |
2,253.3 |
2,277.7 |
2,340.4 |
|
| S4 |
2,200.3 |
2,224.7 |
2,325.9 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.0 |
2,832.0 |
2,524.5 |
|
| R3 |
2,772.0 |
2,682.0 |
2,483.3 |
|
| R2 |
2,622.0 |
2,622.0 |
2,469.5 |
|
| R1 |
2,532.0 |
2,532.0 |
2,455.8 |
2,502.0 |
| PP |
2,472.0 |
2,472.0 |
2,472.0 |
2,457.0 |
| S1 |
2,382.0 |
2,382.0 |
2,428.3 |
2,352.0 |
| S2 |
2,322.0 |
2,322.0 |
2,414.5 |
|
| S3 |
2,172.0 |
2,232.0 |
2,400.8 |
|
| S4 |
2,022.0 |
2,082.0 |
2,359.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,522.0 |
2,335.0 |
187.0 |
7.9% |
63.6 |
2.7% |
11% |
False |
True |
1,832 |
| 10 |
2,562.0 |
2,326.0 |
236.0 |
10.0% |
59.7 |
2.5% |
12% |
False |
False |
1,517 |
| 20 |
2,562.0 |
2,298.0 |
264.0 |
11.2% |
70.9 |
3.0% |
22% |
False |
False |
10,637 |
| 40 |
2,562.0 |
2,090.0 |
472.0 |
20.0% |
91.1 |
3.9% |
56% |
False |
False |
6,293 |
| 60 |
2,725.0 |
2,090.0 |
635.0 |
27.0% |
98.1 |
4.2% |
42% |
False |
False |
4,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,613.3 |
|
2.618 |
2,526.8 |
|
1.618 |
2,473.8 |
|
1.000 |
2,441.0 |
|
0.618 |
2,420.8 |
|
HIGH |
2,388.0 |
|
0.618 |
2,367.8 |
|
0.500 |
2,361.5 |
|
0.382 |
2,355.2 |
|
LOW |
2,335.0 |
|
0.618 |
2,302.2 |
|
1.000 |
2,282.0 |
|
1.618 |
2,249.2 |
|
2.618 |
2,196.2 |
|
4.250 |
2,109.8 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.5 |
2,414.0 |
| PP |
2,359.3 |
2,394.3 |
| S1 |
2,357.2 |
2,374.7 |
|