| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,204.0 |
2,126.0 |
-78.0 |
-3.5% |
2,427.0 |
| High |
2,222.0 |
2,195.0 |
-27.0 |
-1.2% |
2,440.0 |
| Low |
2,108.0 |
2,091.0 |
-17.0 |
-0.8% |
2,185.0 |
| Close |
2,146.0 |
2,131.0 |
-15.0 |
-0.7% |
2,236.0 |
| Range |
114.0 |
104.0 |
-10.0 |
-8.8% |
255.0 |
| ATR |
91.8 |
92.6 |
0.9 |
1.0% |
0.0 |
| Volume |
1,466 |
1,739 |
273 |
18.6% |
12,795 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,451.0 |
2,395.0 |
2,188.2 |
|
| R3 |
2,347.0 |
2,291.0 |
2,159.6 |
|
| R2 |
2,243.0 |
2,243.0 |
2,150.1 |
|
| R1 |
2,187.0 |
2,187.0 |
2,140.5 |
2,215.0 |
| PP |
2,139.0 |
2,139.0 |
2,139.0 |
2,153.0 |
| S1 |
2,083.0 |
2,083.0 |
2,121.5 |
2,111.0 |
| S2 |
2,035.0 |
2,035.0 |
2,111.9 |
|
| S3 |
1,931.0 |
1,979.0 |
2,102.4 |
|
| S4 |
1,827.0 |
1,875.0 |
2,073.8 |
|
|
| 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 |
2,285.0 |
2,091.0 |
194.0 |
9.1% |
96.2 |
4.5% |
21% |
False |
True |
2,521 |
| 10 |
2,493.0 |
2,091.0 |
402.0 |
18.9% |
89.4 |
4.2% |
10% |
False |
True |
2,270 |
| 20 |
2,562.0 |
2,091.0 |
471.0 |
22.1% |
74.8 |
3.5% |
8% |
False |
True |
4,267 |
| 40 |
2,562.0 |
2,090.0 |
472.0 |
22.1% |
88.3 |
4.1% |
9% |
False |
False |
6,403 |
| 60 |
2,725.0 |
2,090.0 |
635.0 |
29.8% |
97.0 |
4.6% |
6% |
False |
False |
4,898 |
| 80 |
3,201.0 |
2,090.0 |
1,111.0 |
52.1% |
99.3 |
4.7% |
4% |
False |
False |
3,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,637.0 |
|
2.618 |
2,467.3 |
|
1.618 |
2,363.3 |
|
1.000 |
2,299.0 |
|
0.618 |
2,259.3 |
|
HIGH |
2,195.0 |
|
0.618 |
2,155.3 |
|
0.500 |
2,143.0 |
|
0.382 |
2,130.7 |
|
LOW |
2,091.0 |
|
0.618 |
2,026.7 |
|
1.000 |
1,987.0 |
|
1.618 |
1,922.7 |
|
2.618 |
1,818.7 |
|
4.250 |
1,649.0 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,143.0 |
2,181.5 |
| PP |
2,139.0 |
2,164.7 |
| S1 |
2,135.0 |
2,147.8 |
|