| Trading Metrics calculated at close of trading on 22-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,438.0 |
2,444.0 |
6.0 |
0.2% |
2,480.0 |
| High |
2,482.0 |
2,444.0 |
-38.0 |
-1.5% |
2,534.0 |
| Low |
2,405.0 |
2,365.0 |
-40.0 |
-1.7% |
2,390.0 |
| Close |
2,451.0 |
2,412.0 |
-39.0 |
-1.6% |
2,451.0 |
| Range |
77.0 |
79.0 |
2.0 |
2.6% |
144.0 |
| ATR |
123.4 |
120.8 |
-2.7 |
-2.2% |
0.0 |
| Volume |
1,071,477 |
517,397 |
-554,080 |
-51.7% |
5,423,357 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.0 |
2,607.0 |
2,455.5 |
|
| R3 |
2,565.0 |
2,528.0 |
2,433.7 |
|
| R2 |
2,486.0 |
2,486.0 |
2,426.5 |
|
| R1 |
2,449.0 |
2,449.0 |
2,419.2 |
2,428.0 |
| PP |
2,407.0 |
2,407.0 |
2,407.0 |
2,396.5 |
| S1 |
2,370.0 |
2,370.0 |
2,404.8 |
2,349.0 |
| S2 |
2,328.0 |
2,328.0 |
2,397.5 |
|
| S3 |
2,249.0 |
2,291.0 |
2,390.3 |
|
| S4 |
2,170.0 |
2,212.0 |
2,368.6 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.3 |
2,814.7 |
2,530.2 |
|
| R3 |
2,746.3 |
2,670.7 |
2,490.6 |
|
| R2 |
2,602.3 |
2,602.3 |
2,477.4 |
|
| R1 |
2,526.7 |
2,526.7 |
2,464.2 |
2,492.5 |
| PP |
2,458.3 |
2,458.3 |
2,458.3 |
2,441.3 |
| S1 |
2,382.7 |
2,382.7 |
2,437.8 |
2,348.5 |
| S2 |
2,314.3 |
2,314.3 |
2,424.6 |
|
| S3 |
2,170.3 |
2,238.7 |
2,411.4 |
|
| S4 |
2,026.3 |
2,094.7 |
2,371.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,534.0 |
2,365.0 |
169.0 |
7.0% |
89.2 |
3.7% |
28% |
False |
True |
985,074 |
| 10 |
2,534.0 |
2,345.0 |
189.0 |
7.8% |
92.2 |
3.8% |
35% |
False |
False |
681,184 |
| 20 |
2,534.0 |
2,235.0 |
299.0 |
12.4% |
102.6 |
4.3% |
59% |
False |
False |
346,615 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
27.6% |
124.3 |
5.2% |
45% |
False |
False |
177,256 |
| 60 |
3,179.0 |
2,115.0 |
1,064.0 |
44.1% |
143.9 |
6.0% |
28% |
False |
False |
119,226 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
56.4% |
134.9 |
5.6% |
22% |
False |
False |
95,301 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
58.0% |
115.9 |
4.8% |
21% |
False |
False |
76,466 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
58.0% |
105.5 |
4.4% |
21% |
False |
False |
63,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,779.8 |
|
2.618 |
2,650.8 |
|
1.618 |
2,571.8 |
|
1.000 |
2,523.0 |
|
0.618 |
2,492.8 |
|
HIGH |
2,444.0 |
|
0.618 |
2,413.8 |
|
0.500 |
2,404.5 |
|
0.382 |
2,395.2 |
|
LOW |
2,365.0 |
|
0.618 |
2,316.2 |
|
1.000 |
2,286.0 |
|
1.618 |
2,237.2 |
|
2.618 |
2,158.2 |
|
4.250 |
2,029.3 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,409.5 |
2,423.5 |
| PP |
2,407.0 |
2,419.7 |
| S1 |
2,404.5 |
2,415.8 |
|