| 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 |
2,381.0 |
2,376.0 |
-5.0 |
-0.2% |
2,512.0 |
| High |
2,388.0 |
2,376.0 |
-12.0 |
-0.5% |
2,562.0 |
| Low |
2,335.0 |
2,222.0 |
-113.0 |
-4.8% |
2,412.0 |
| Close |
2,355.0 |
2,248.0 |
-107.0 |
-4.5% |
2,442.0 |
| Range |
53.0 |
154.0 |
101.0 |
190.6% |
150.0 |
| ATR |
85.6 |
90.5 |
4.9 |
5.7% |
0.0 |
| Volume |
3,816 |
2,053 |
-1,763 |
-46.2% |
6,331 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,744.0 |
2,650.0 |
2,332.7 |
|
| R3 |
2,590.0 |
2,496.0 |
2,290.4 |
|
| R2 |
2,436.0 |
2,436.0 |
2,276.2 |
|
| R1 |
2,342.0 |
2,342.0 |
2,262.1 |
2,312.0 |
| PP |
2,282.0 |
2,282.0 |
2,282.0 |
2,267.0 |
| S1 |
2,188.0 |
2,188.0 |
2,233.9 |
2,158.0 |
| S2 |
2,128.0 |
2,128.0 |
2,219.8 |
|
| S3 |
1,974.0 |
2,034.0 |
2,205.7 |
|
| S4 |
1,820.0 |
1,880.0 |
2,163.3 |
|
|
| 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 |
2,493.0 |
2,222.0 |
271.0 |
12.1% |
82.6 |
3.7% |
10% |
False |
True |
2,019 |
| 10 |
2,562.0 |
2,222.0 |
340.0 |
15.1% |
71.3 |
3.2% |
8% |
False |
True |
1,658 |
| 20 |
2,562.0 |
2,222.0 |
340.0 |
15.1% |
75.9 |
3.4% |
8% |
False |
True |
10,199 |
| 40 |
2,562.0 |
2,090.0 |
472.0 |
21.0% |
91.6 |
4.1% |
33% |
False |
False |
6,292 |
| 60 |
2,725.0 |
2,090.0 |
635.0 |
28.2% |
99.9 |
4.4% |
25% |
False |
False |
4,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,030.5 |
|
2.618 |
2,779.2 |
|
1.618 |
2,625.2 |
|
1.000 |
2,530.0 |
|
0.618 |
2,471.2 |
|
HIGH |
2,376.0 |
|
0.618 |
2,317.2 |
|
0.500 |
2,299.0 |
|
0.382 |
2,280.8 |
|
LOW |
2,222.0 |
|
0.618 |
2,126.8 |
|
1.000 |
2,068.0 |
|
1.618 |
1,972.8 |
|
2.618 |
1,818.8 |
|
4.250 |
1,567.5 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,299.0 |
2,331.0 |
| PP |
2,282.0 |
2,303.3 |
| S1 |
2,265.0 |
2,275.7 |
|