| Trading Metrics calculated at close of trading on 23-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
4,710.0 |
4,640.0 |
-70.0 |
-1.5% |
4,788.5 |
| High |
4,723.5 |
4,742.5 |
19.0 |
0.4% |
4,873.5 |
| Low |
4,584.0 |
4,624.0 |
40.0 |
0.9% |
4,641.5 |
| Close |
4,674.5 |
4,666.0 |
-8.5 |
-0.2% |
4,743.0 |
| Range |
139.5 |
118.5 |
-21.0 |
-15.1% |
232.0 |
| ATR |
224.3 |
216.7 |
-7.6 |
-3.4% |
0.0 |
| Volume |
80,940 |
65,411 |
-15,529 |
-19.2% |
337,791 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,033.0 |
4,968.0 |
4,731.2 |
|
| R3 |
4,914.5 |
4,849.5 |
4,698.6 |
|
| R2 |
4,796.0 |
4,796.0 |
4,687.7 |
|
| R1 |
4,731.0 |
4,731.0 |
4,676.9 |
4,763.5 |
| PP |
4,677.5 |
4,677.5 |
4,677.5 |
4,693.8 |
| S1 |
4,612.5 |
4,612.5 |
4,655.1 |
4,645.0 |
| S2 |
4,559.0 |
4,559.0 |
4,644.3 |
|
| S3 |
4,440.5 |
4,494.0 |
4,633.4 |
|
| S4 |
4,322.0 |
4,375.5 |
4,600.8 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,448.7 |
5,327.8 |
4,870.6 |
|
| R3 |
5,216.7 |
5,095.8 |
4,806.8 |
|
| R2 |
4,984.7 |
4,984.7 |
4,785.5 |
|
| R1 |
4,863.8 |
4,863.8 |
4,764.3 |
4,808.3 |
| PP |
4,752.7 |
4,752.7 |
4,752.7 |
4,724.9 |
| S1 |
4,631.8 |
4,631.8 |
4,721.7 |
4,576.3 |
| S2 |
4,520.7 |
4,520.7 |
4,700.5 |
|
| S3 |
4,288.7 |
4,399.8 |
4,679.2 |
|
| S4 |
4,056.7 |
4,167.8 |
4,615.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,836.0 |
4,584.0 |
252.0 |
5.4% |
140.7 |
3.0% |
33% |
False |
False |
82,389 |
| 10 |
4,873.5 |
4,549.0 |
324.5 |
7.0% |
151.9 |
3.3% |
36% |
False |
False |
50,452 |
| 20 |
4,878.5 |
4,339.0 |
539.5 |
11.6% |
186.1 |
4.0% |
61% |
False |
False |
26,179 |
| 40 |
5,385.0 |
4,066.0 |
1,319.0 |
28.3% |
231.3 |
5.0% |
45% |
False |
False |
13,770 |
| 60 |
5,989.0 |
4,066.0 |
1,923.0 |
41.2% |
266.8 |
5.7% |
31% |
False |
False |
9,495 |
| 80 |
6,675.5 |
4,066.0 |
2,609.5 |
55.9% |
244.0 |
5.2% |
23% |
False |
False |
7,792 |
| 100 |
6,806.5 |
4,066.0 |
2,740.5 |
58.7% |
215.8 |
4.6% |
22% |
False |
False |
6,311 |
| 120 |
6,806.5 |
4,066.0 |
2,740.5 |
58.7% |
200.6 |
4.3% |
22% |
False |
False |
5,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,246.1 |
|
2.618 |
5,052.7 |
|
1.618 |
4,934.2 |
|
1.000 |
4,861.0 |
|
0.618 |
4,815.7 |
|
HIGH |
4,742.5 |
|
0.618 |
4,697.2 |
|
0.500 |
4,683.3 |
|
0.382 |
4,669.3 |
|
LOW |
4,624.0 |
|
0.618 |
4,550.8 |
|
1.000 |
4,505.5 |
|
1.618 |
4,432.3 |
|
2.618 |
4,313.8 |
|
4.250 |
4,120.4 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,683.3 |
4,698.3 |
| PP |
4,677.5 |
4,687.5 |
| S1 |
4,671.8 |
4,676.8 |
|