| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
2,267.0 |
2,202.0 |
-65.0 |
-2.9% |
2,066.0 |
| High |
2,267.0 |
2,227.0 |
-40.0 |
-1.8% |
2,290.0 |
| Low |
2,185.0 |
2,165.0 |
-20.0 |
-0.9% |
2,066.0 |
| Close |
2,218.0 |
2,176.0 |
-42.0 |
-1.9% |
2,176.0 |
| Range |
82.0 |
62.0 |
-20.0 |
-24.4% |
224.0 |
| ATR |
93.4 |
91.1 |
-2.2 |
-2.4% |
0.0 |
| Volume |
5,231 |
1,707 |
-3,524 |
-67.4% |
24,640 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,375.3 |
2,337.7 |
2,210.1 |
|
| R3 |
2,313.3 |
2,275.7 |
2,193.1 |
|
| R2 |
2,251.3 |
2,251.3 |
2,187.4 |
|
| R1 |
2,213.7 |
2,213.7 |
2,181.7 |
2,201.5 |
| PP |
2,189.3 |
2,189.3 |
2,189.3 |
2,183.3 |
| S1 |
2,151.7 |
2,151.7 |
2,170.3 |
2,139.5 |
| S2 |
2,127.3 |
2,127.3 |
2,164.6 |
|
| S3 |
2,065.3 |
2,089.7 |
2,159.0 |
|
| S4 |
2,003.3 |
2,027.7 |
2,141.9 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.3 |
2,736.7 |
2,299.2 |
|
| R3 |
2,625.3 |
2,512.7 |
2,237.6 |
|
| R2 |
2,401.3 |
2,401.3 |
2,217.1 |
|
| R1 |
2,288.7 |
2,288.7 |
2,196.5 |
2,345.0 |
| PP |
2,177.3 |
2,177.3 |
2,177.3 |
2,205.5 |
| S1 |
2,064.7 |
2,064.7 |
2,155.5 |
2,121.0 |
| S2 |
1,953.3 |
1,953.3 |
2,134.9 |
|
| S3 |
1,729.3 |
1,840.7 |
2,114.4 |
|
| S4 |
1,505.3 |
1,616.7 |
2,052.8 |
|
|
| 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 |
2,066.0 |
224.0 |
10.3% |
82.0 |
3.8% |
49% |
False |
False |
4,928 |
| 10 |
2,290.0 |
2,030.0 |
260.0 |
11.9% |
92.0 |
4.2% |
56% |
False |
False |
4,964 |
| 20 |
2,562.0 |
2,030.0 |
532.0 |
24.4% |
83.0 |
3.8% |
27% |
False |
False |
3,438 |
| 40 |
2,562.0 |
2,030.0 |
532.0 |
24.4% |
85.6 |
3.9% |
27% |
False |
False |
7,139 |
| 60 |
2,725.0 |
2,030.0 |
695.0 |
31.9% |
94.8 |
4.4% |
21% |
False |
False |
5,373 |
| 80 |
2,936.0 |
2,030.0 |
906.0 |
41.6% |
98.8 |
4.5% |
16% |
False |
False |
4,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,490.5 |
|
2.618 |
2,389.3 |
|
1.618 |
2,327.3 |
|
1.000 |
2,289.0 |
|
0.618 |
2,265.3 |
|
HIGH |
2,227.0 |
|
0.618 |
2,203.3 |
|
0.500 |
2,196.0 |
|
0.382 |
2,188.7 |
|
LOW |
2,165.0 |
|
0.618 |
2,126.7 |
|
1.000 |
2,103.0 |
|
1.618 |
2,064.7 |
|
2.618 |
2,002.7 |
|
4.250 |
1,901.5 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,196.0 |
2,227.5 |
| PP |
2,189.3 |
2,210.3 |
| S1 |
2,182.7 |
2,193.2 |
|