| Trading Metrics calculated at close of trading on 24-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1,199.25 |
1,185.75 |
-13.50 |
-1.1% |
1,214.00 |
| High |
1,206.50 |
1,189.50 |
-17.00 |
-1.4% |
1,248.75 |
| Low |
1,176.25 |
1,178.75 |
2.50 |
0.2% |
1,168.25 |
| Close |
1,184.50 |
1,180.00 |
-4.50 |
-0.4% |
1,211.00 |
| Range |
30.25 |
10.75 |
-19.50 |
-64.5% |
80.50 |
| ATR |
58.42 |
55.02 |
-3.41 |
-5.8% |
0.00 |
| Volume |
186,232 |
134,786 |
-51,446 |
-27.6% |
1,606,856 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.00 |
1,208.25 |
1,186.00 |
|
| R3 |
1,204.25 |
1,197.50 |
1,183.00 |
|
| R2 |
1,193.50 |
1,193.50 |
1,182.00 |
|
| R1 |
1,186.75 |
1,186.75 |
1,181.00 |
1,184.75 |
| PP |
1,182.75 |
1,182.75 |
1,182.75 |
1,181.75 |
| S1 |
1,176.00 |
1,176.00 |
1,179.00 |
1,174.00 |
| S2 |
1,172.00 |
1,172.00 |
1,178.00 |
|
| S3 |
1,161.25 |
1,165.25 |
1,177.00 |
|
| S4 |
1,150.50 |
1,154.50 |
1,174.00 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,450.75 |
1,411.50 |
1,255.25 |
|
| R3 |
1,370.25 |
1,331.00 |
1,233.25 |
|
| R2 |
1,289.75 |
1,289.75 |
1,225.75 |
|
| R1 |
1,250.50 |
1,250.50 |
1,218.50 |
1,230.00 |
| PP |
1,209.25 |
1,209.25 |
1,209.25 |
1,199.00 |
| S1 |
1,170.00 |
1,170.00 |
1,203.50 |
1,149.50 |
| S2 |
1,128.75 |
1,128.75 |
1,196.25 |
|
| S3 |
1,048.25 |
1,089.50 |
1,188.75 |
|
| S4 |
967.75 |
1,009.00 |
1,166.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,237.75 |
1,169.50 |
68.25 |
5.8% |
33.50 |
2.8% |
15% |
False |
False |
226,554 |
| 10 |
1,248.75 |
1,135.00 |
113.75 |
9.6% |
46.00 |
3.9% |
40% |
False |
False |
245,022 |
| 20 |
1,254.00 |
1,093.00 |
161.00 |
13.6% |
52.75 |
4.5% |
54% |
False |
False |
123,302 |
| 40 |
1,392.00 |
1,021.00 |
371.00 |
31.4% |
60.75 |
5.1% |
43% |
False |
False |
61,735 |
| 60 |
1,606.00 |
1,021.00 |
585.00 |
49.6% |
75.75 |
6.4% |
27% |
False |
False |
41,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,235.25 |
|
2.618 |
1,217.75 |
|
1.618 |
1,207.00 |
|
1.000 |
1,200.25 |
|
0.618 |
1,196.25 |
|
HIGH |
1,189.50 |
|
0.618 |
1,185.50 |
|
0.500 |
1,184.00 |
|
0.382 |
1,182.75 |
|
LOW |
1,178.75 |
|
0.618 |
1,172.00 |
|
1.000 |
1,168.00 |
|
1.618 |
1,161.25 |
|
2.618 |
1,150.50 |
|
4.250 |
1,133.00 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,184.00 |
1,196.50 |
| PP |
1,182.75 |
1,191.00 |
| S1 |
1,181.50 |
1,185.50 |
|