| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,197.0 |
2,267.0 |
70.0 |
3.2% |
2,256.0 |
| High |
2,290.0 |
2,267.0 |
-23.0 |
-1.0% |
2,272.0 |
| Low |
2,197.0 |
2,185.0 |
-12.0 |
-0.5% |
2,030.0 |
| Close |
2,273.0 |
2,218.0 |
-55.0 |
-2.4% |
2,093.0 |
| Range |
93.0 |
82.0 |
-11.0 |
-11.8% |
242.0 |
| ATR |
93.8 |
93.4 |
-0.4 |
-0.4% |
0.0 |
| Volume |
15,110 |
5,231 |
-9,879 |
-65.4% |
25,008 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,469.3 |
2,425.7 |
2,263.1 |
|
| R3 |
2,387.3 |
2,343.7 |
2,240.6 |
|
| R2 |
2,305.3 |
2,305.3 |
2,233.0 |
|
| R1 |
2,261.7 |
2,261.7 |
2,225.5 |
2,242.5 |
| PP |
2,223.3 |
2,223.3 |
2,223.3 |
2,213.8 |
| S1 |
2,179.7 |
2,179.7 |
2,210.5 |
2,160.5 |
| S2 |
2,141.3 |
2,141.3 |
2,203.0 |
|
| S3 |
2,059.3 |
2,097.7 |
2,195.5 |
|
| S4 |
1,977.3 |
2,015.7 |
2,172.9 |
|
|
| 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 |
11.7% |
88.8 |
4.0% |
72% |
False |
False |
6,016 |
| 10 |
2,290.0 |
2,030.0 |
260.0 |
11.7% |
94.9 |
4.3% |
72% |
False |
False |
4,821 |
| 20 |
2,562.0 |
2,030.0 |
532.0 |
24.0% |
84.9 |
3.8% |
35% |
False |
False |
3,435 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
24.0% |
85.4 |
3.8% |
35% |
False |
False |
7,105 |
| 60 |
2,725.0 |
2,030.0 |
695.0 |
31.3% |
96.0 |
4.3% |
27% |
False |
False |
5,389 |
| 80 |
3,000.0 |
2,030.0 |
970.0 |
43.7% |
98.4 |
4.4% |
19% |
False |
False |
4,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,615.5 |
|
2.618 |
2,481.7 |
|
1.618 |
2,399.7 |
|
1.000 |
2,349.0 |
|
0.618 |
2,317.7 |
|
HIGH |
2,267.0 |
|
0.618 |
2,235.7 |
|
0.500 |
2,226.0 |
|
0.382 |
2,216.3 |
|
LOW |
2,185.0 |
|
0.618 |
2,134.3 |
|
1.000 |
2,103.0 |
|
1.618 |
2,052.3 |
|
2.618 |
1,970.3 |
|
4.250 |
1,836.5 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,226.0 |
2,217.0 |
| PP |
2,223.3 |
2,216.0 |
| S1 |
2,220.7 |
2,215.0 |
|