| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,112.0 |
2,066.0 |
-46.0 |
-2.2% |
2,256.0 |
| High |
2,126.0 |
2,188.0 |
62.0 |
2.9% |
2,272.0 |
| Low |
2,030.0 |
2,066.0 |
36.0 |
1.8% |
2,030.0 |
| Close |
2,093.0 |
2,169.0 |
76.0 |
3.6% |
2,093.0 |
| Range |
96.0 |
122.0 |
26.0 |
27.1% |
242.0 |
| ATR |
93.2 |
95.3 |
2.1 |
2.2% |
0.0 |
| Volume |
7,147 |
1,876 |
-5,271 |
-73.8% |
25,008 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,507.0 |
2,460.0 |
2,236.1 |
|
| R3 |
2,385.0 |
2,338.0 |
2,202.6 |
|
| R2 |
2,263.0 |
2,263.0 |
2,191.4 |
|
| R1 |
2,216.0 |
2,216.0 |
2,180.2 |
2,239.5 |
| PP |
2,141.0 |
2,141.0 |
2,141.0 |
2,152.8 |
| S1 |
2,094.0 |
2,094.0 |
2,157.8 |
2,117.5 |
| S2 |
2,019.0 |
2,019.0 |
2,146.6 |
|
| S3 |
1,897.0 |
1,972.0 |
2,135.5 |
|
| S4 |
1,775.0 |
1,850.0 |
2,101.9 |
|
|
| 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 |
2,222.0 |
2,030.0 |
192.0 |
8.9% |
106.8 |
4.9% |
72% |
False |
False |
4,515 |
| 10 |
2,388.0 |
2,030.0 |
358.0 |
16.5% |
100.4 |
4.6% |
39% |
False |
False |
3,784 |
| 20 |
2,562.0 |
2,030.0 |
532.0 |
24.5% |
79.9 |
3.7% |
26% |
False |
False |
2,464 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
24.5% |
85.5 |
3.9% |
26% |
False |
False |
6,707 |
| 60 |
2,725.0 |
2,030.0 |
695.0 |
32.0% |
96.0 |
4.4% |
20% |
False |
False |
5,101 |
| 80 |
3,077.0 |
2,030.0 |
1,047.0 |
48.3% |
98.3 |
4.5% |
13% |
False |
False |
4,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,706.5 |
|
2.618 |
2,507.4 |
|
1.618 |
2,385.4 |
|
1.000 |
2,310.0 |
|
0.618 |
2,263.4 |
|
HIGH |
2,188.0 |
|
0.618 |
2,141.4 |
|
0.500 |
2,127.0 |
|
0.382 |
2,112.6 |
|
LOW |
2,066.0 |
|
0.618 |
1,990.6 |
|
1.000 |
1,944.0 |
|
1.618 |
1,868.6 |
|
2.618 |
1,746.6 |
|
4.250 |
1,547.5 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,155.0 |
2,149.3 |
| PP |
2,141.0 |
2,129.7 |
| S1 |
2,127.0 |
2,110.0 |
|