| Trading Metrics calculated at close of trading on 30-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,393.0 |
2,419.0 |
26.0 |
1.1% |
2,444.0 |
| High |
2,419.0 |
2,454.0 |
35.0 |
1.4% |
2,444.0 |
| Low |
2,378.0 |
2,405.0 |
27.0 |
1.1% |
2,365.0 |
| Close |
2,391.0 |
2,450.0 |
59.0 |
2.5% |
2,394.0 |
| Range |
41.0 |
49.0 |
8.0 |
19.5% |
79.0 |
| ATR |
111.5 |
108.0 |
-3.5 |
-3.1% |
0.0 |
| Volume |
281,904 |
314,604 |
32,700 |
11.6% |
917,158 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,583.3 |
2,565.7 |
2,477.0 |
|
| R3 |
2,534.3 |
2,516.7 |
2,463.5 |
|
| R2 |
2,485.3 |
2,485.3 |
2,459.0 |
|
| R1 |
2,467.7 |
2,467.7 |
2,454.5 |
2,476.5 |
| PP |
2,436.3 |
2,436.3 |
2,436.3 |
2,440.8 |
| S1 |
2,418.7 |
2,418.7 |
2,445.5 |
2,427.5 |
| S2 |
2,387.3 |
2,387.3 |
2,441.0 |
|
| S3 |
2,338.3 |
2,369.7 |
2,436.5 |
|
| S4 |
2,289.3 |
2,320.7 |
2,423.1 |
|
|
| 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 |
4.8% |
62.6 |
2.6% |
73% |
False |
False |
517,028 |
| 10 |
2,534.0 |
2,345.0 |
189.0 |
7.7% |
83.6 |
3.4% |
56% |
False |
False |
732,242 |
| 20 |
2,534.0 |
2,235.0 |
299.0 |
12.2% |
96.8 |
3.9% |
72% |
False |
False |
395,748 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
27.2% |
117.5 |
4.8% |
50% |
False |
False |
201,779 |
| 60 |
3,179.0 |
2,115.0 |
1,064.0 |
43.4% |
139.9 |
5.7% |
31% |
False |
False |
135,759 |
| 80 |
3,379.0 |
2,115.0 |
1,264.0 |
51.6% |
133.8 |
5.5% |
27% |
False |
False |
107,615 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
57.1% |
116.0 |
4.7% |
24% |
False |
False |
86,409 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
57.1% |
106.0 |
4.3% |
24% |
False |
False |
72,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,662.3 |
|
2.618 |
2,582.3 |
|
1.618 |
2,533.3 |
|
1.000 |
2,503.0 |
|
0.618 |
2,484.3 |
|
HIGH |
2,454.0 |
|
0.618 |
2,435.3 |
|
0.500 |
2,429.5 |
|
0.382 |
2,423.7 |
|
LOW |
2,405.0 |
|
0.618 |
2,374.7 |
|
1.000 |
2,356.0 |
|
1.618 |
2,325.7 |
|
2.618 |
2,276.7 |
|
4.250 |
2,196.8 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,443.2 |
2,436.8 |
| PP |
2,436.3 |
2,423.7 |
| S1 |
2,429.5 |
2,410.5 |
|