| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,376.0 |
2,222.0 |
-154.0 |
-6.5% |
2,512.0 |
| High |
2,376.0 |
2,259.0 |
-117.0 |
-4.9% |
2,562.0 |
| Low |
2,222.0 |
2,185.0 |
-37.0 |
-1.7% |
2,412.0 |
| Close |
2,248.0 |
2,201.0 |
-47.0 |
-2.1% |
2,442.0 |
| Range |
154.0 |
74.0 |
-80.0 |
-51.9% |
150.0 |
| ATR |
90.5 |
89.3 |
-1.2 |
-1.3% |
0.0 |
| Volume |
2,053 |
4,822 |
2,769 |
134.9% |
6,331 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,437.0 |
2,393.0 |
2,241.7 |
|
| R3 |
2,363.0 |
2,319.0 |
2,221.4 |
|
| R2 |
2,289.0 |
2,289.0 |
2,214.6 |
|
| R1 |
2,245.0 |
2,245.0 |
2,207.8 |
2,230.0 |
| PP |
2,215.0 |
2,215.0 |
2,215.0 |
2,207.5 |
| S1 |
2,171.0 |
2,171.0 |
2,194.2 |
2,156.0 |
| S2 |
2,141.0 |
2,141.0 |
2,187.4 |
|
| S3 |
2,067.0 |
2,097.0 |
2,180.7 |
|
| S4 |
1,993.0 |
2,023.0 |
2,160.3 |
|
|
| 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 |
2,185.0 |
308.0 |
14.0% |
86.4 |
3.9% |
5% |
False |
True |
2,562 |
| 10 |
2,562.0 |
2,185.0 |
377.0 |
17.1% |
74.8 |
3.4% |
4% |
False |
True |
2,049 |
| 20 |
2,562.0 |
2,185.0 |
377.0 |
17.1% |
76.0 |
3.5% |
4% |
False |
True |
9,864 |
| 40 |
2,562.0 |
2,090.0 |
472.0 |
21.4% |
89.1 |
4.0% |
24% |
False |
False |
6,357 |
| 60 |
2,725.0 |
2,090.0 |
635.0 |
28.9% |
99.5 |
4.5% |
17% |
False |
False |
4,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,573.5 |
|
2.618 |
2,452.7 |
|
1.618 |
2,378.7 |
|
1.000 |
2,333.0 |
|
0.618 |
2,304.7 |
|
HIGH |
2,259.0 |
|
0.618 |
2,230.7 |
|
0.500 |
2,222.0 |
|
0.382 |
2,213.3 |
|
LOW |
2,185.0 |
|
0.618 |
2,139.3 |
|
1.000 |
2,111.0 |
|
1.618 |
2,065.3 |
|
2.618 |
1,991.3 |
|
4.250 |
1,870.5 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,222.0 |
2,286.5 |
| PP |
2,215.0 |
2,258.0 |
| S1 |
2,208.0 |
2,229.5 |
|