| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,256.0 |
2,204.0 |
-52.0 |
-2.3% |
2,427.0 |
| High |
2,272.0 |
2,222.0 |
-50.0 |
-2.2% |
2,440.0 |
| Low |
2,174.0 |
2,108.0 |
-66.0 |
-3.0% |
2,185.0 |
| Close |
2,200.0 |
2,146.0 |
-54.0 |
-2.5% |
2,236.0 |
| Range |
98.0 |
114.0 |
16.0 |
16.3% |
255.0 |
| ATR |
90.1 |
91.8 |
1.7 |
1.9% |
0.0 |
| Volume |
4,307 |
1,466 |
-2,841 |
-66.0% |
12,795 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.7 |
2,437.3 |
2,208.7 |
|
| R3 |
2,386.7 |
2,323.3 |
2,177.4 |
|
| R2 |
2,272.7 |
2,272.7 |
2,166.9 |
|
| R1 |
2,209.3 |
2,209.3 |
2,156.5 |
2,184.0 |
| PP |
2,158.7 |
2,158.7 |
2,158.7 |
2,146.0 |
| S1 |
2,095.3 |
2,095.3 |
2,135.6 |
2,070.0 |
| S2 |
2,044.7 |
2,044.7 |
2,125.1 |
|
| S3 |
1,930.7 |
1,981.3 |
2,114.7 |
|
| S4 |
1,816.7 |
1,867.3 |
2,083.3 |
|
|
| 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 |
2,376.0 |
2,108.0 |
268.0 |
12.5% |
106.2 |
4.9% |
14% |
False |
True |
2,584 |
| 10 |
2,522.0 |
2,108.0 |
414.0 |
19.3% |
84.9 |
4.0% |
9% |
False |
True |
2,208 |
| 20 |
2,562.0 |
2,108.0 |
454.0 |
21.2% |
73.7 |
3.4% |
8% |
False |
True |
7,005 |
| 40 |
2,562.0 |
2,090.0 |
472.0 |
22.0% |
89.7 |
4.2% |
12% |
False |
False |
6,436 |
| 60 |
2,725.0 |
2,090.0 |
635.0 |
29.6% |
98.4 |
4.6% |
9% |
False |
False |
4,892 |
| 80 |
3,201.0 |
2,090.0 |
1,111.0 |
51.8% |
98.6 |
4.6% |
5% |
False |
False |
3,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,706.5 |
|
2.618 |
2,520.5 |
|
1.618 |
2,406.5 |
|
1.000 |
2,336.0 |
|
0.618 |
2,292.5 |
|
HIGH |
2,222.0 |
|
0.618 |
2,178.5 |
|
0.500 |
2,165.0 |
|
0.382 |
2,151.5 |
|
LOW |
2,108.0 |
|
0.618 |
2,037.5 |
|
1.000 |
1,994.0 |
|
1.618 |
1,923.5 |
|
2.618 |
1,809.5 |
|
4.250 |
1,623.5 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,165.0 |
2,196.5 |
| PP |
2,158.7 |
2,179.7 |
| S1 |
2,152.3 |
2,162.8 |
|