| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,399.0 |
2,393.0 |
-6.0 |
-0.3% |
2,444.0 |
| High |
2,434.0 |
2,419.0 |
-15.0 |
-0.6% |
2,444.0 |
| Low |
2,367.0 |
2,378.0 |
11.0 |
0.5% |
2,365.0 |
| Close |
2,394.0 |
2,391.0 |
-3.0 |
-0.1% |
2,394.0 |
| Range |
67.0 |
41.0 |
-26.0 |
-38.8% |
79.0 |
| ATR |
116.9 |
111.5 |
-5.4 |
-4.6% |
0.0 |
| Volume |
399,761 |
281,904 |
-117,857 |
-29.5% |
917,158 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.0 |
2,496.0 |
2,413.6 |
|
| R3 |
2,478.0 |
2,455.0 |
2,402.3 |
|
| R2 |
2,437.0 |
2,437.0 |
2,398.5 |
|
| R1 |
2,414.0 |
2,414.0 |
2,394.8 |
2,405.0 |
| PP |
2,396.0 |
2,396.0 |
2,396.0 |
2,391.5 |
| S1 |
2,373.0 |
2,373.0 |
2,387.2 |
2,364.0 |
| S2 |
2,355.0 |
2,355.0 |
2,383.5 |
|
| S3 |
2,314.0 |
2,332.0 |
2,379.7 |
|
| S4 |
2,273.0 |
2,291.0 |
2,368.5 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.0 |
2,595.0 |
2,437.5 |
|
| R3 |
2,559.0 |
2,516.0 |
2,415.7 |
|
| R2 |
2,480.0 |
2,480.0 |
2,408.5 |
|
| R1 |
2,437.0 |
2,437.0 |
2,401.2 |
2,419.0 |
| PP |
2,401.0 |
2,401.0 |
2,401.0 |
2,392.0 |
| S1 |
2,358.0 |
2,358.0 |
2,386.8 |
2,340.0 |
| S2 |
2,322.0 |
2,322.0 |
2,379.5 |
|
| S3 |
2,243.0 |
2,279.0 |
2,372.3 |
|
| S4 |
2,164.0 |
2,200.0 |
2,350.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,482.0 |
2,365.0 |
117.0 |
4.9% |
69.0 |
2.9% |
22% |
False |
False |
678,921 |
| 10 |
2,534.0 |
2,345.0 |
189.0 |
7.9% |
86.1 |
3.6% |
24% |
False |
False |
721,593 |
| 20 |
2,534.0 |
2,235.0 |
299.0 |
12.5% |
95.8 |
4.0% |
52% |
False |
False |
380,135 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
27.9% |
118.9 |
5.0% |
41% |
False |
False |
194,137 |
| 60 |
3,179.0 |
2,115.0 |
1,064.0 |
44.5% |
141.2 |
5.9% |
26% |
False |
False |
130,523 |
| 80 |
3,428.0 |
2,115.0 |
1,313.0 |
54.9% |
134.9 |
5.6% |
21% |
False |
False |
103,778 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
58.6% |
116.0 |
4.8% |
20% |
False |
False |
83,279 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
58.6% |
105.8 |
4.4% |
20% |
False |
False |
69,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,593.3 |
|
2.618 |
2,526.3 |
|
1.618 |
2,485.3 |
|
1.000 |
2,460.0 |
|
0.618 |
2,444.3 |
|
HIGH |
2,419.0 |
|
0.618 |
2,403.3 |
|
0.500 |
2,398.5 |
|
0.382 |
2,393.7 |
|
LOW |
2,378.0 |
|
0.618 |
2,352.7 |
|
1.000 |
2,337.0 |
|
1.618 |
2,311.7 |
|
2.618 |
2,270.7 |
|
4.250 |
2,203.8 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,398.5 |
2,404.5 |
| PP |
2,396.0 |
2,400.0 |
| S1 |
2,393.5 |
2,395.5 |
|