| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,126.0 |
2,188.0 |
62.0 |
2.9% |
2,427.0 |
| High |
2,195.0 |
2,190.0 |
-5.0 |
-0.2% |
2,440.0 |
| Low |
2,091.0 |
2,092.0 |
1.0 |
0.0% |
2,185.0 |
| Close |
2,131.0 |
2,110.0 |
-21.0 |
-1.0% |
2,236.0 |
| Range |
104.0 |
98.0 |
-6.0 |
-5.8% |
255.0 |
| ATR |
92.6 |
93.0 |
0.4 |
0.4% |
0.0 |
| Volume |
1,739 |
10,349 |
8,610 |
495.1% |
12,795 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.7 |
2,365.3 |
2,163.9 |
|
| R3 |
2,326.7 |
2,267.3 |
2,137.0 |
|
| R2 |
2,228.7 |
2,228.7 |
2,128.0 |
|
| R1 |
2,169.3 |
2,169.3 |
2,119.0 |
2,150.0 |
| PP |
2,130.7 |
2,130.7 |
2,130.7 |
2,121.0 |
| S1 |
2,071.3 |
2,071.3 |
2,101.0 |
2,052.0 |
| S2 |
2,032.7 |
2,032.7 |
2,092.0 |
|
| S3 |
1,934.7 |
1,973.3 |
2,083.1 |
|
| S4 |
1,836.7 |
1,875.3 |
2,056.1 |
|
|
| 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 |
2,285.0 |
2,091.0 |
194.0 |
9.2% |
101.0 |
4.8% |
10% |
False |
False |
3,626 |
| 10 |
2,493.0 |
2,091.0 |
402.0 |
19.1% |
93.7 |
4.4% |
5% |
False |
False |
3,094 |
| 20 |
2,562.0 |
2,091.0 |
471.0 |
22.3% |
76.0 |
3.6% |
4% |
False |
False |
2,419 |
| 40 |
2,562.0 |
2,090.0 |
472.0 |
22.4% |
87.5 |
4.1% |
4% |
False |
False |
6,554 |
| 60 |
2,725.0 |
2,090.0 |
635.0 |
30.1% |
97.0 |
4.6% |
3% |
False |
False |
4,970 |
| 80 |
3,140.0 |
2,090.0 |
1,050.0 |
49.8% |
99.4 |
4.7% |
2% |
False |
False |
4,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,606.5 |
|
2.618 |
2,446.6 |
|
1.618 |
2,348.6 |
|
1.000 |
2,288.0 |
|
0.618 |
2,250.6 |
|
HIGH |
2,190.0 |
|
0.618 |
2,152.6 |
|
0.500 |
2,141.0 |
|
0.382 |
2,129.4 |
|
LOW |
2,092.0 |
|
0.618 |
2,031.4 |
|
1.000 |
1,994.0 |
|
1.618 |
1,933.4 |
|
2.618 |
1,835.4 |
|
4.250 |
1,675.5 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,141.0 |
2,156.5 |
| PP |
2,130.7 |
2,141.0 |
| S1 |
2,120.3 |
2,125.5 |
|