| 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 |
3,600.0 |
3,545.0 |
-55.0 |
-1.5% |
3,576.0 |
| High |
3,626.0 |
3,779.0 |
153.0 |
4.2% |
3,652.0 |
| Low |
3,531.0 |
3,478.0 |
-53.0 |
-1.5% |
3,492.0 |
| Close |
3,556.0 |
3,650.0 |
94.0 |
2.6% |
3,599.0 |
| Range |
95.0 |
301.0 |
206.0 |
216.8% |
160.0 |
| ATR |
114.2 |
127.6 |
13.3 |
11.7% |
0.0 |
| Volume |
13,308 |
15,950 |
2,642 |
19.9% |
347,559 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,538.7 |
4,395.3 |
3,815.6 |
|
| R3 |
4,237.7 |
4,094.3 |
3,732.8 |
|
| R2 |
3,936.7 |
3,936.7 |
3,705.2 |
|
| R1 |
3,793.3 |
3,793.3 |
3,677.6 |
3,865.0 |
| PP |
3,635.7 |
3,635.7 |
3,635.7 |
3,671.5 |
| S1 |
3,492.3 |
3,492.3 |
3,622.4 |
3,564.0 |
| S2 |
3,334.7 |
3,334.7 |
3,594.8 |
|
| S3 |
3,033.7 |
3,191.3 |
3,567.2 |
|
| S4 |
2,732.7 |
2,890.3 |
3,484.5 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,061.0 |
3,990.0 |
3,687.0 |
|
| R3 |
3,901.0 |
3,830.0 |
3,643.0 |
|
| R2 |
3,741.0 |
3,741.0 |
3,628.3 |
|
| R1 |
3,670.0 |
3,670.0 |
3,613.7 |
3,705.5 |
| PP |
3,581.0 |
3,581.0 |
3,581.0 |
3,598.8 |
| S1 |
3,510.0 |
3,510.0 |
3,584.3 |
3,545.5 |
| S2 |
3,421.0 |
3,421.0 |
3,569.7 |
|
| S3 |
3,261.0 |
3,350.0 |
3,555.0 |
|
| S4 |
3,101.0 |
3,190.0 |
3,511.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,779.0 |
3,478.0 |
301.0 |
8.2% |
147.0 |
4.0% |
57% |
True |
True |
39,890 |
| 10 |
3,779.0 |
3,443.0 |
336.0 |
9.2% |
123.0 |
3.4% |
62% |
True |
False |
38,305 |
| 20 |
3,779.0 |
3,443.0 |
336.0 |
9.2% |
96.8 |
2.7% |
62% |
True |
False |
19,302 |
| 40 |
4,326.0 |
3,229.0 |
1,097.0 |
30.1% |
70.5 |
1.9% |
38% |
False |
False |
10,806 |
| 60 |
4,841.0 |
3,229.0 |
1,612.0 |
44.2% |
55.7 |
1.5% |
26% |
False |
False |
8,338 |
| 80 |
5,119.0 |
3,229.0 |
1,890.0 |
51.8% |
50.7 |
1.4% |
22% |
False |
False |
6,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,058.3 |
|
2.618 |
4,567.0 |
|
1.618 |
4,266.0 |
|
1.000 |
4,080.0 |
|
0.618 |
3,965.0 |
|
HIGH |
3,779.0 |
|
0.618 |
3,664.0 |
|
0.500 |
3,628.5 |
|
0.382 |
3,593.0 |
|
LOW |
3,478.0 |
|
0.618 |
3,292.0 |
|
1.000 |
3,177.0 |
|
1.618 |
2,991.0 |
|
2.618 |
2,690.0 |
|
4.250 |
2,198.8 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,642.8 |
3,642.8 |
| PP |
3,635.7 |
3,635.7 |
| S1 |
3,628.5 |
3,628.5 |
|