| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
8,446.01 |
8,196.24 |
-249.77 |
-3.0% |
9,027.13 |
| High |
8,446.25 |
8,286.16 |
-160.09 |
-1.9% |
9,088.06 |
| Low |
8,140.72 |
7,995.13 |
-145.59 |
-1.8% |
8,576.96 |
| Close |
8,200.14 |
8,212.49 |
12.35 |
0.2% |
8,599.18 |
| Range |
305.53 |
291.03 |
-14.50 |
-4.7% |
511.10 |
| ATR |
245.89 |
249.12 |
3.22 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,037.68 |
8,916.12 |
8,372.56 |
|
| R3 |
8,746.65 |
8,625.09 |
8,292.52 |
|
| R2 |
8,455.62 |
8,455.62 |
8,265.85 |
|
| R1 |
8,334.06 |
8,334.06 |
8,239.17 |
8,394.84 |
| PP |
8,164.59 |
8,164.59 |
8,164.59 |
8,194.99 |
| S1 |
8,043.03 |
8,043.03 |
8,185.81 |
8,103.81 |
| S2 |
7,873.56 |
7,873.56 |
8,159.13 |
|
| S3 |
7,582.53 |
7,752.00 |
8,132.46 |
|
| S4 |
7,291.50 |
7,460.97 |
8,052.42 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,288.03 |
9,954.71 |
8,880.29 |
|
| R3 |
9,776.93 |
9,443.61 |
8,739.73 |
|
| R2 |
9,265.83 |
9,265.83 |
8,692.88 |
|
| R1 |
8,932.51 |
8,932.51 |
8,646.03 |
8,843.62 |
| PP |
8,754.73 |
8,754.73 |
8,754.73 |
8,710.29 |
| S1 |
8,421.41 |
8,421.41 |
8,552.33 |
8,332.52 |
| S2 |
8,243.63 |
8,243.63 |
8,505.48 |
|
| S3 |
7,732.53 |
7,910.31 |
8,458.63 |
|
| S4 |
7,221.43 |
7,399.21 |
8,318.08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,769.62 |
7,995.13 |
774.49 |
9.4% |
223.19 |
2.7% |
28% |
False |
True |
|
| 10 |
9,088.06 |
7,995.13 |
1,092.93 |
13.3% |
210.54 |
2.6% |
20% |
False |
True |
|
| 20 |
9,088.06 |
7,995.13 |
1,092.93 |
13.3% |
200.43 |
2.4% |
20% |
False |
True |
|
| 40 |
9,088.06 |
7,449.38 |
1,638.68 |
20.0% |
302.46 |
3.7% |
47% |
False |
False |
|
| 60 |
9,653.95 |
7,449.38 |
2,204.57 |
26.8% |
352.81 |
4.3% |
35% |
False |
False |
|
| 80 |
11,168.06 |
7,449.38 |
3,718.68 |
45.3% |
408.76 |
5.0% |
21% |
False |
False |
|
| 100 |
11,790.17 |
7,449.38 |
4,340.79 |
52.9% |
388.09 |
4.7% |
18% |
False |
False |
|
| 120 |
11,867.11 |
7,449.38 |
4,417.73 |
53.8% |
358.57 |
4.4% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,523.04 |
|
2.618 |
9,048.08 |
|
1.618 |
8,757.05 |
|
1.000 |
8,577.19 |
|
0.618 |
8,466.02 |
|
HIGH |
8,286.16 |
|
0.618 |
8,174.99 |
|
0.500 |
8,140.65 |
|
0.382 |
8,106.30 |
|
LOW |
7,995.13 |
|
0.618 |
7,815.27 |
|
1.000 |
7,704.10 |
|
1.618 |
7,524.24 |
|
2.618 |
7,233.21 |
|
4.250 |
6,758.25 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
8,188.54 |
8,258.61 |
| PP |
8,164.59 |
8,243.23 |
| S1 |
8,140.65 |
8,227.86 |
|