| 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 |
4,367.0 |
4,234.5 |
-132.5 |
-3.0% |
4,445.5 |
| High |
4,375.0 |
4,250.5 |
-124.5 |
-2.8% |
4,476.5 |
| Low |
4,211.5 |
4,097.0 |
-114.5 |
-2.7% |
4,097.0 |
| Close |
4,249.0 |
4,205.0 |
-44.0 |
-1.0% |
4,205.0 |
| Range |
163.5 |
153.5 |
-10.0 |
-6.1% |
379.5 |
| ATR |
177.0 |
175.3 |
-1.7 |
-0.9% |
0.0 |
| Volume |
227 |
882 |
655 |
288.5% |
3,499 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,644.7 |
4,578.3 |
4,289.4 |
|
| R3 |
4,491.2 |
4,424.8 |
4,247.2 |
|
| R2 |
4,337.7 |
4,337.7 |
4,233.1 |
|
| R1 |
4,271.3 |
4,271.3 |
4,219.1 |
4,227.8 |
| PP |
4,184.2 |
4,184.2 |
4,184.2 |
4,162.4 |
| S1 |
4,117.8 |
4,117.8 |
4,190.9 |
4,074.3 |
| S2 |
4,030.7 |
4,030.7 |
4,176.9 |
|
| S3 |
3,877.2 |
3,964.3 |
4,162.8 |
|
| S4 |
3,723.7 |
3,810.8 |
4,120.6 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,398.0 |
5,181.0 |
4,413.7 |
|
| R3 |
5,018.5 |
4,801.5 |
4,309.4 |
|
| R2 |
4,639.0 |
4,639.0 |
4,274.6 |
|
| R1 |
4,422.0 |
4,422.0 |
4,239.8 |
4,340.8 |
| PP |
4,259.5 |
4,259.5 |
4,259.5 |
4,218.9 |
| S1 |
4,042.5 |
4,042.5 |
4,170.2 |
3,961.3 |
| S2 |
3,880.0 |
3,880.0 |
4,135.4 |
|
| S3 |
3,500.5 |
3,663.0 |
4,100.6 |
|
| S4 |
3,121.0 |
3,283.5 |
3,996.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,476.5 |
4,097.0 |
379.5 |
9.0% |
186.1 |
4.4% |
28% |
False |
True |
699 |
| 10 |
4,815.0 |
4,097.0 |
718.0 |
17.1% |
172.3 |
4.1% |
15% |
False |
True |
614 |
| 20 |
5,151.0 |
4,097.0 |
1,054.0 |
25.1% |
142.3 |
3.4% |
10% |
False |
True |
560 |
| 40 |
5,151.0 |
4,097.0 |
1,054.0 |
25.1% |
161.5 |
3.8% |
10% |
False |
True |
1,290 |
| 60 |
5,414.0 |
4,097.0 |
1,317.0 |
31.3% |
197.7 |
4.7% |
8% |
False |
True |
1,014 |
| 80 |
6,099.5 |
4,097.0 |
2,002.5 |
47.6% |
208.5 |
5.0% |
5% |
False |
True |
807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,902.9 |
|
2.618 |
4,652.4 |
|
1.618 |
4,498.9 |
|
1.000 |
4,404.0 |
|
0.618 |
4,345.4 |
|
HIGH |
4,250.5 |
|
0.618 |
4,191.9 |
|
0.500 |
4,173.8 |
|
0.382 |
4,155.6 |
|
LOW |
4,097.0 |
|
0.618 |
4,002.1 |
|
1.000 |
3,943.5 |
|
1.618 |
3,848.6 |
|
2.618 |
3,695.1 |
|
4.250 |
3,444.6 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,194.6 |
4,240.8 |
| PP |
4,184.2 |
4,228.8 |
| S1 |
4,173.8 |
4,216.9 |
|