| 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 |
4,670.0 |
4,760.0 |
90.0 |
1.9% |
4,710.0 |
| High |
4,754.0 |
4,834.5 |
80.5 |
1.7% |
4,742.5 |
| Low |
4,659.0 |
4,758.0 |
99.0 |
2.1% |
4,584.0 |
| Close |
4,715.5 |
4,834.5 |
119.0 |
2.5% |
4,666.0 |
| Range |
95.0 |
76.5 |
-18.5 |
-19.5% |
158.5 |
| ATR |
208.0 |
201.7 |
-6.4 |
-3.1% |
0.0 |
| Volume |
50,972 |
29,660 |
-21,312 |
-41.8% |
146,351 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,038.5 |
5,013.0 |
4,876.6 |
|
| R3 |
4,962.0 |
4,936.5 |
4,855.5 |
|
| R2 |
4,885.5 |
4,885.5 |
4,848.5 |
|
| R1 |
4,860.0 |
4,860.0 |
4,841.5 |
4,872.8 |
| PP |
4,809.0 |
4,809.0 |
4,809.0 |
4,815.4 |
| S1 |
4,783.5 |
4,783.5 |
4,827.5 |
4,796.3 |
| S2 |
4,732.5 |
4,732.5 |
4,820.5 |
|
| S3 |
4,656.0 |
4,707.0 |
4,813.5 |
|
| S4 |
4,579.5 |
4,630.5 |
4,792.4 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,139.7 |
5,061.3 |
4,753.2 |
|
| R3 |
4,981.2 |
4,902.8 |
4,709.6 |
|
| R2 |
4,822.7 |
4,822.7 |
4,695.1 |
|
| R1 |
4,744.3 |
4,744.3 |
4,680.5 |
4,704.3 |
| PP |
4,664.2 |
4,664.2 |
4,664.2 |
4,644.1 |
| S1 |
4,585.8 |
4,585.8 |
4,651.5 |
4,545.8 |
| S2 |
4,505.7 |
4,505.7 |
4,636.9 |
|
| S3 |
4,347.2 |
4,427.3 |
4,622.4 |
|
| S4 |
4,188.7 |
4,268.8 |
4,578.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,834.5 |
4,584.0 |
250.5 |
5.2% |
114.8 |
2.4% |
100% |
True |
False |
75,926 |
| 10 |
4,873.5 |
4,549.0 |
324.5 |
6.7% |
147.7 |
3.1% |
88% |
False |
False |
57,526 |
| 20 |
4,878.5 |
4,339.0 |
539.5 |
11.2% |
178.5 |
3.7% |
92% |
False |
False |
30,132 |
| 40 |
5,385.0 |
4,066.0 |
1,319.0 |
27.3% |
224.3 |
4.6% |
58% |
False |
False |
15,736 |
| 60 |
5,951.0 |
4,066.0 |
1,885.0 |
39.0% |
263.5 |
5.4% |
41% |
False |
False |
10,819 |
| 80 |
6,499.0 |
4,066.0 |
2,433.0 |
50.3% |
242.1 |
5.0% |
32% |
False |
False |
8,757 |
| 100 |
6,806.5 |
4,066.0 |
2,740.5 |
56.7% |
215.6 |
4.5% |
28% |
False |
False |
7,114 |
| 120 |
6,806.5 |
4,066.0 |
2,740.5 |
56.7% |
200.4 |
4.1% |
28% |
False |
False |
5,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,159.6 |
|
2.618 |
5,034.8 |
|
1.618 |
4,958.3 |
|
1.000 |
4,911.0 |
|
0.618 |
4,881.8 |
|
HIGH |
4,834.5 |
|
0.618 |
4,805.3 |
|
0.500 |
4,796.3 |
|
0.382 |
4,787.2 |
|
LOW |
4,758.0 |
|
0.618 |
4,710.7 |
|
1.000 |
4,681.5 |
|
1.618 |
4,634.2 |
|
2.618 |
4,557.7 |
|
4.250 |
4,432.9 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,821.8 |
4,799.4 |
| PP |
4,809.0 |
4,764.3 |
| S1 |
4,796.3 |
4,729.3 |
|