| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,173.0 |
2,197.0 |
24.0 |
1.1% |
2,256.0 |
| High |
2,191.0 |
2,290.0 |
99.0 |
4.5% |
2,272.0 |
| Low |
2,140.0 |
2,197.0 |
57.0 |
2.7% |
2,030.0 |
| Close |
2,175.0 |
2,273.0 |
98.0 |
4.5% |
2,093.0 |
| Range |
51.0 |
93.0 |
42.0 |
82.4% |
242.0 |
| ATR |
92.1 |
93.8 |
1.6 |
1.8% |
0.0 |
| Volume |
716 |
15,110 |
14,394 |
2,010.3% |
25,008 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,532.3 |
2,495.7 |
2,324.2 |
|
| R3 |
2,439.3 |
2,402.7 |
2,298.6 |
|
| R2 |
2,346.3 |
2,346.3 |
2,290.1 |
|
| R1 |
2,309.7 |
2,309.7 |
2,281.5 |
2,328.0 |
| PP |
2,253.3 |
2,253.3 |
2,253.3 |
2,262.5 |
| S1 |
2,216.7 |
2,216.7 |
2,264.5 |
2,235.0 |
| S2 |
2,160.3 |
2,160.3 |
2,256.0 |
|
| S3 |
2,067.3 |
2,123.7 |
2,247.4 |
|
| S4 |
1,974.3 |
2,030.7 |
2,221.9 |
|
|
| 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 |
2,290.0 |
2,030.0 |
260.0 |
11.4% |
92.0 |
4.0% |
93% |
True |
False |
7,039 |
| 10 |
2,290.0 |
2,030.0 |
260.0 |
11.4% |
94.1 |
4.1% |
93% |
True |
False |
4,780 |
| 20 |
2,562.0 |
2,030.0 |
532.0 |
23.4% |
82.7 |
3.6% |
46% |
False |
False |
3,219 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
23.4% |
83.8 |
3.7% |
46% |
False |
False |
6,982 |
| 60 |
2,725.0 |
2,030.0 |
695.0 |
30.6% |
95.7 |
4.2% |
35% |
False |
False |
5,316 |
| 80 |
3,077.0 |
2,030.0 |
1,047.0 |
46.1% |
98.7 |
4.3% |
23% |
False |
False |
4,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,685.3 |
|
2.618 |
2,533.5 |
|
1.618 |
2,440.5 |
|
1.000 |
2,383.0 |
|
0.618 |
2,347.5 |
|
HIGH |
2,290.0 |
|
0.618 |
2,254.5 |
|
0.500 |
2,243.5 |
|
0.382 |
2,232.5 |
|
LOW |
2,197.0 |
|
0.618 |
2,139.5 |
|
1.000 |
2,104.0 |
|
1.618 |
2,046.5 |
|
2.618 |
1,953.5 |
|
4.250 |
1,801.8 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,263.2 |
2,241.3 |
| PP |
2,253.3 |
2,209.7 |
| S1 |
2,243.5 |
2,178.0 |
|