| Trading Metrics calculated at close of trading on 19-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
19-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,249.0 |
2,256.0 |
7.0 |
0.3% |
2,427.0 |
| High |
2,285.0 |
2,272.0 |
-13.0 |
-0.6% |
2,440.0 |
| Low |
2,194.0 |
2,174.0 |
-20.0 |
-0.9% |
2,185.0 |
| Close |
2,236.0 |
2,200.0 |
-36.0 |
-1.6% |
2,236.0 |
| Range |
91.0 |
98.0 |
7.0 |
7.7% |
255.0 |
| ATR |
89.4 |
90.1 |
0.6 |
0.7% |
0.0 |
| Volume |
272 |
4,307 |
4,035 |
1,483.5% |
12,795 |
|
| Daily Pivots for day following 19-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,509.3 |
2,452.7 |
2,253.9 |
|
| R3 |
2,411.3 |
2,354.7 |
2,227.0 |
|
| R2 |
2,313.3 |
2,313.3 |
2,218.0 |
|
| R1 |
2,256.7 |
2,256.7 |
2,209.0 |
2,236.0 |
| PP |
2,215.3 |
2,215.3 |
2,215.3 |
2,205.0 |
| S1 |
2,158.7 |
2,158.7 |
2,191.0 |
2,138.0 |
| S2 |
2,117.3 |
2,117.3 |
2,182.0 |
|
| S3 |
2,019.3 |
2,060.7 |
2,173.1 |
|
| S4 |
1,921.3 |
1,962.7 |
2,146.1 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,052.0 |
2,899.0 |
2,376.3 |
|
| R3 |
2,797.0 |
2,644.0 |
2,306.1 |
|
| R2 |
2,542.0 |
2,542.0 |
2,282.8 |
|
| R1 |
2,389.0 |
2,389.0 |
2,259.4 |
2,338.0 |
| PP |
2,287.0 |
2,287.0 |
2,287.0 |
2,261.5 |
| S1 |
2,134.0 |
2,134.0 |
2,212.6 |
2,083.0 |
| S2 |
2,032.0 |
2,032.0 |
2,189.3 |
|
| S3 |
1,777.0 |
1,879.0 |
2,165.9 |
|
| S4 |
1,522.0 |
1,624.0 |
2,095.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,388.0 |
2,174.0 |
214.0 |
9.7% |
94.0 |
4.3% |
12% |
False |
True |
3,054 |
| 10 |
2,562.0 |
2,174.0 |
388.0 |
17.6% |
79.8 |
3.6% |
7% |
False |
True |
2,177 |
| 20 |
2,562.0 |
2,174.0 |
388.0 |
17.6% |
74.3 |
3.4% |
7% |
False |
True |
7,903 |
| 40 |
2,562.0 |
2,090.0 |
472.0 |
21.5% |
88.6 |
4.0% |
23% |
False |
False |
6,412 |
| 60 |
2,725.0 |
2,090.0 |
635.0 |
28.9% |
98.3 |
4.5% |
17% |
False |
False |
4,879 |
| 80 |
3,201.0 |
2,090.0 |
1,111.0 |
50.5% |
97.9 |
4.5% |
10% |
False |
False |
3,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,688.5 |
|
2.618 |
2,528.6 |
|
1.618 |
2,430.6 |
|
1.000 |
2,370.0 |
|
0.618 |
2,332.6 |
|
HIGH |
2,272.0 |
|
0.618 |
2,234.6 |
|
0.500 |
2,223.0 |
|
0.382 |
2,211.4 |
|
LOW |
2,174.0 |
|
0.618 |
2,113.4 |
|
1.000 |
2,076.0 |
|
1.618 |
2,015.4 |
|
2.618 |
1,917.4 |
|
4.250 |
1,757.5 |
|
|
| Fisher Pivots for day following 19-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,223.0 |
2,229.5 |
| PP |
2,215.3 |
2,219.7 |
| S1 |
2,207.7 |
2,209.8 |
|