| Trading Metrics calculated at close of trading on 29-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
3,527.0 |
3,627.0 |
100.0 |
2.8% |
3,600.0 |
| High |
3,603.0 |
4,002.0 |
399.0 |
11.1% |
3,779.0 |
| Low |
3,490.0 |
3,555.0 |
65.0 |
1.9% |
3,478.0 |
| Close |
3,583.0 |
3,587.0 |
4.0 |
0.1% |
3,583.0 |
| Range |
113.0 |
447.0 |
334.0 |
295.6% |
301.0 |
| ATR |
129.9 |
152.5 |
22.7 |
17.4% |
0.0 |
| Volume |
11,830 |
13,803 |
1,973 |
16.7% |
41,088 |
|
| Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,055.7 |
4,768.3 |
3,832.9 |
|
| R3 |
4,608.7 |
4,321.3 |
3,709.9 |
|
| R2 |
4,161.7 |
4,161.7 |
3,669.0 |
|
| R1 |
3,874.3 |
3,874.3 |
3,628.0 |
3,794.5 |
| PP |
3,714.7 |
3,714.7 |
3,714.7 |
3,674.8 |
| S1 |
3,427.3 |
3,427.3 |
3,546.0 |
3,347.5 |
| S2 |
3,267.7 |
3,267.7 |
3,505.1 |
|
| S3 |
2,820.7 |
2,980.3 |
3,464.1 |
|
| S4 |
2,373.7 |
2,533.3 |
3,341.2 |
|
|
| Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,516.3 |
4,350.7 |
3,748.6 |
|
| R3 |
4,215.3 |
4,049.7 |
3,665.8 |
|
| R2 |
3,914.3 |
3,914.3 |
3,638.2 |
|
| R1 |
3,748.7 |
3,748.7 |
3,610.6 |
3,681.0 |
| PP |
3,613.3 |
3,613.3 |
3,613.3 |
3,579.5 |
| S1 |
3,447.7 |
3,447.7 |
3,555.4 |
3,380.0 |
| S2 |
3,312.3 |
3,312.3 |
3,527.8 |
|
| S3 |
3,011.3 |
3,146.7 |
3,500.2 |
|
| S4 |
2,710.3 |
2,845.7 |
3,417.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,002.0 |
3,478.0 |
524.0 |
14.6% |
218.2 |
6.1% |
21% |
True |
False |
15,244 |
| 10 |
4,002.0 |
3,443.0 |
559.0 |
15.6% |
156.5 |
4.4% |
26% |
True |
False |
40,550 |
| 20 |
4,002.0 |
3,443.0 |
559.0 |
15.6% |
121.0 |
3.4% |
26% |
True |
False |
20,579 |
| 40 |
4,326.0 |
3,229.0 |
1,097.0 |
30.6% |
81.6 |
2.3% |
33% |
False |
False |
11,445 |
| 60 |
4,708.0 |
3,229.0 |
1,479.0 |
41.2% |
65.0 |
1.8% |
24% |
False |
False |
8,765 |
| 80 |
5,119.0 |
3,229.0 |
1,890.0 |
52.7% |
57.7 |
1.6% |
19% |
False |
False |
6,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,901.8 |
|
2.618 |
5,172.2 |
|
1.618 |
4,725.2 |
|
1.000 |
4,449.0 |
|
0.618 |
4,278.2 |
|
HIGH |
4,002.0 |
|
0.618 |
3,831.2 |
|
0.500 |
3,778.5 |
|
0.382 |
3,725.8 |
|
LOW |
3,555.0 |
|
0.618 |
3,278.8 |
|
1.000 |
3,108.0 |
|
1.618 |
2,831.8 |
|
2.618 |
2,384.8 |
|
4.250 |
1,655.3 |
|
|
| Fisher Pivots for day following 29-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,778.5 |
3,740.0 |
| PP |
3,714.7 |
3,689.0 |
| S1 |
3,650.8 |
3,638.0 |
|