| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,188.0 |
2,112.0 |
-76.0 |
-3.5% |
2,256.0 |
| High |
2,190.0 |
2,126.0 |
-64.0 |
-2.9% |
2,272.0 |
| Low |
2,092.0 |
2,030.0 |
-62.0 |
-3.0% |
2,030.0 |
| Close |
2,110.0 |
2,093.0 |
-17.0 |
-0.8% |
2,093.0 |
| Range |
98.0 |
96.0 |
-2.0 |
-2.0% |
242.0 |
| ATR |
93.0 |
93.2 |
0.2 |
0.2% |
0.0 |
| Volume |
10,349 |
7,147 |
-3,202 |
-30.9% |
25,008 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.0 |
2,328.0 |
2,145.8 |
|
| R3 |
2,275.0 |
2,232.0 |
2,119.4 |
|
| R2 |
2,179.0 |
2,179.0 |
2,110.6 |
|
| R1 |
2,136.0 |
2,136.0 |
2,101.8 |
2,109.5 |
| PP |
2,083.0 |
2,083.0 |
2,083.0 |
2,069.8 |
| S1 |
2,040.0 |
2,040.0 |
2,084.2 |
2,013.5 |
| S2 |
1,987.0 |
1,987.0 |
2,075.4 |
|
| S3 |
1,891.0 |
1,944.0 |
2,066.6 |
|
| S4 |
1,795.0 |
1,848.0 |
2,040.2 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.7 |
2,717.3 |
2,226.1 |
|
| R3 |
2,615.7 |
2,475.3 |
2,159.6 |
|
| R2 |
2,373.7 |
2,373.7 |
2,137.4 |
|
| R1 |
2,233.3 |
2,233.3 |
2,115.2 |
2,182.5 |
| PP |
2,131.7 |
2,131.7 |
2,131.7 |
2,106.3 |
| S1 |
1,991.3 |
1,991.3 |
2,070.8 |
1,940.5 |
| S2 |
1,889.7 |
1,889.7 |
2,048.6 |
|
| S3 |
1,647.7 |
1,749.3 |
2,026.5 |
|
| S4 |
1,405.7 |
1,507.3 |
1,959.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,272.0 |
2,030.0 |
242.0 |
11.6% |
102.0 |
4.9% |
26% |
False |
True |
5,001 |
| 10 |
2,440.0 |
2,030.0 |
410.0 |
19.6% |
95.2 |
4.5% |
15% |
False |
True |
3,780 |
| 20 |
2,562.0 |
2,030.0 |
532.0 |
25.4% |
77.3 |
3.7% |
12% |
False |
True |
2,393 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
25.4% |
87.0 |
4.2% |
12% |
False |
True |
6,703 |
| 60 |
2,725.0 |
2,030.0 |
695.0 |
33.2% |
96.0 |
4.6% |
9% |
False |
True |
5,088 |
| 80 |
3,103.0 |
2,030.0 |
1,073.0 |
51.3% |
100.3 |
4.8% |
6% |
False |
True |
4,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,534.0 |
|
2.618 |
2,377.3 |
|
1.618 |
2,281.3 |
|
1.000 |
2,222.0 |
|
0.618 |
2,185.3 |
|
HIGH |
2,126.0 |
|
0.618 |
2,089.3 |
|
0.500 |
2,078.0 |
|
0.382 |
2,066.7 |
|
LOW |
2,030.0 |
|
0.618 |
1,970.7 |
|
1.000 |
1,934.0 |
|
1.618 |
1,874.7 |
|
2.618 |
1,778.7 |
|
4.250 |
1,622.0 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,088.0 |
2,112.5 |
| PP |
2,083.0 |
2,106.0 |
| S1 |
2,078.0 |
2,099.5 |
|