| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
9,027.13 |
8,954.57 |
-72.56 |
-0.8% |
8,515.87 |
| High |
9,034.37 |
9,088.06 |
53.69 |
0.6% |
9,065.28 |
| Low |
8,892.36 |
8,940.95 |
48.59 |
0.5% |
8,364.06 |
| Close |
8,952.89 |
9,015.10 |
62.21 |
0.7% |
9,034.69 |
| Range |
142.01 |
147.11 |
5.10 |
3.6% |
701.22 |
| ATR |
276.30 |
267.08 |
-9.23 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,456.03 |
9,382.68 |
9,096.01 |
|
| R3 |
9,308.92 |
9,235.57 |
9,055.56 |
|
| R2 |
9,161.81 |
9,161.81 |
9,042.07 |
|
| R1 |
9,088.46 |
9,088.46 |
9,028.59 |
9,125.14 |
| PP |
9,014.70 |
9,014.70 |
9,014.70 |
9,033.04 |
| S1 |
8,941.35 |
8,941.35 |
9,001.61 |
8,978.03 |
| S2 |
8,867.59 |
8,867.59 |
8,988.13 |
|
| S3 |
8,720.48 |
8,794.24 |
8,974.64 |
|
| S4 |
8,573.37 |
8,647.13 |
8,934.19 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,925.00 |
10,681.07 |
9,420.36 |
|
| R3 |
10,223.78 |
9,979.85 |
9,227.53 |
|
| R2 |
9,522.56 |
9,522.56 |
9,163.25 |
|
| R1 |
9,278.63 |
9,278.63 |
9,098.97 |
9,400.60 |
| PP |
8,821.34 |
8,821.34 |
8,821.34 |
8,882.33 |
| S1 |
8,577.41 |
8,577.41 |
8,970.41 |
8,699.38 |
| S2 |
8,120.12 |
8,120.12 |
8,906.13 |
|
| S3 |
7,418.90 |
7,876.19 |
8,841.85 |
|
| S4 |
6,717.68 |
7,174.97 |
8,649.02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,088.06 |
8,487.51 |
600.55 |
6.7% |
191.82 |
2.1% |
88% |
True |
False |
|
| 10 |
9,088.06 |
8,364.06 |
724.00 |
8.0% |
172.09 |
1.9% |
90% |
True |
False |
|
| 20 |
9,088.06 |
8,347.81 |
740.25 |
8.2% |
231.64 |
2.6% |
90% |
True |
False |
|
| 40 |
9,159.58 |
7,449.38 |
1,710.20 |
19.0% |
341.66 |
3.8% |
92% |
False |
False |
|
| 60 |
9,794.37 |
7,449.38 |
2,344.99 |
26.0% |
415.36 |
4.6% |
67% |
False |
False |
|
| 80 |
11,483.05 |
7,449.38 |
4,033.67 |
44.7% |
426.94 |
4.7% |
39% |
False |
False |
|
| 100 |
11,790.17 |
7,449.38 |
4,340.79 |
48.2% |
386.20 |
4.3% |
36% |
False |
False |
|
| 120 |
11,867.11 |
7,449.38 |
4,417.73 |
49.0% |
356.63 |
4.0% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,713.28 |
|
2.618 |
9,473.19 |
|
1.618 |
9,326.08 |
|
1.000 |
9,235.17 |
|
0.618 |
9,178.97 |
|
HIGH |
9,088.06 |
|
0.618 |
9,031.86 |
|
0.500 |
9,014.51 |
|
0.382 |
8,997.15 |
|
LOW |
8,940.95 |
|
0.618 |
8,850.04 |
|
1.000 |
8,793.84 |
|
1.618 |
8,702.93 |
|
2.618 |
8,555.82 |
|
4.250 |
8,315.73 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
9,014.90 |
8,984.87 |
| PP |
9,014.70 |
8,954.65 |
| S1 |
9,014.51 |
8,924.42 |
|