| 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 |
1,188.00 |
1,176.25 |
-11.75 |
-1.0% |
1,211.50 |
| High |
1,198.00 |
1,208.00 |
10.00 |
0.8% |
1,223.50 |
| Low |
1,156.25 |
1,175.25 |
19.00 |
1.6% |
1,169.50 |
| Close |
1,175.50 |
1,206.00 |
30.50 |
2.6% |
1,188.50 |
| Range |
41.75 |
32.75 |
-9.00 |
-21.6% |
54.00 |
| ATR |
51.23 |
49.91 |
-1.32 |
-2.6% |
0.00 |
| Volume |
39,812 |
120,963 |
81,151 |
203.8% |
592,067 |
|
| Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.75 |
1,283.00 |
1,224.00 |
|
| R3 |
1,262.00 |
1,250.25 |
1,215.00 |
|
| R2 |
1,229.25 |
1,229.25 |
1,212.00 |
|
| R1 |
1,217.50 |
1,217.50 |
1,209.00 |
1,223.50 |
| PP |
1,196.50 |
1,196.50 |
1,196.50 |
1,199.25 |
| S1 |
1,184.75 |
1,184.75 |
1,203.00 |
1,190.50 |
| S2 |
1,163.75 |
1,163.75 |
1,200.00 |
|
| S3 |
1,131.00 |
1,152.00 |
1,197.00 |
|
| S4 |
1,098.25 |
1,119.25 |
1,188.00 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,355.75 |
1,326.25 |
1,218.25 |
|
| R3 |
1,301.75 |
1,272.25 |
1,203.25 |
|
| R2 |
1,247.75 |
1,247.75 |
1,198.50 |
|
| R1 |
1,218.25 |
1,218.25 |
1,193.50 |
1,206.00 |
| PP |
1,193.75 |
1,193.75 |
1,193.75 |
1,187.75 |
| S1 |
1,164.25 |
1,164.25 |
1,183.50 |
1,152.00 |
| S2 |
1,139.75 |
1,139.75 |
1,178.50 |
|
| S3 |
1,085.75 |
1,110.25 |
1,173.75 |
|
| S4 |
1,031.75 |
1,056.25 |
1,158.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.00 |
1,156.25 |
51.75 |
4.3% |
25.50 |
2.1% |
96% |
True |
False |
104,312 |
| 10 |
1,248.75 |
1,156.25 |
92.50 |
7.7% |
35.25 |
2.9% |
54% |
False |
False |
198,448 |
| 20 |
1,254.00 |
1,093.50 |
160.50 |
13.3% |
48.00 |
4.0% |
70% |
False |
False |
133,294 |
| 40 |
1,392.00 |
1,021.00 |
371.00 |
30.8% |
58.50 |
4.9% |
50% |
False |
False |
66,743 |
| 60 |
1,501.75 |
1,021.00 |
480.75 |
39.9% |
73.50 |
6.1% |
38% |
False |
False |
44,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,347.25 |
|
2.618 |
1,293.75 |
|
1.618 |
1,261.00 |
|
1.000 |
1,240.75 |
|
0.618 |
1,228.25 |
|
HIGH |
1,208.00 |
|
0.618 |
1,195.50 |
|
0.500 |
1,191.50 |
|
0.382 |
1,187.75 |
|
LOW |
1,175.25 |
|
0.618 |
1,155.00 |
|
1.000 |
1,142.50 |
|
1.618 |
1,122.25 |
|
2.618 |
1,089.50 |
|
4.250 |
1,036.00 |
|
|
| Fisher Pivots for day following 30-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,201.25 |
1,198.00 |
| PP |
1,196.50 |
1,190.00 |
| S1 |
1,191.50 |
1,182.00 |
|