| 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 |
3,545.0 |
3,527.0 |
-18.0 |
-0.5% |
3,576.0 |
| High |
3,779.0 |
3,603.0 |
-176.0 |
-4.7% |
3,652.0 |
| Low |
3,478.0 |
3,490.0 |
12.0 |
0.3% |
3,492.0 |
| Close |
3,650.0 |
3,583.0 |
-67.0 |
-1.8% |
3,599.0 |
| Range |
301.0 |
113.0 |
-188.0 |
-62.5% |
160.0 |
| ATR |
127.6 |
129.9 |
2.3 |
1.8% |
0.0 |
| Volume |
15,950 |
11,830 |
-4,120 |
-25.8% |
347,559 |
|
| Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,897.7 |
3,853.3 |
3,645.2 |
|
| R3 |
3,784.7 |
3,740.3 |
3,614.1 |
|
| R2 |
3,671.7 |
3,671.7 |
3,603.7 |
|
| R1 |
3,627.3 |
3,627.3 |
3,593.4 |
3,649.5 |
| PP |
3,558.7 |
3,558.7 |
3,558.7 |
3,569.8 |
| S1 |
3,514.3 |
3,514.3 |
3,572.6 |
3,536.5 |
| S2 |
3,445.7 |
3,445.7 |
3,562.3 |
|
| S3 |
3,332.7 |
3,401.3 |
3,551.9 |
|
| S4 |
3,219.7 |
3,288.3 |
3,520.9 |
|
|
| 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 |
8.4% |
147.6 |
4.1% |
35% |
False |
False |
17,786 |
| 10 |
3,779.0 |
3,443.0 |
336.0 |
9.4% |
123.6 |
3.4% |
42% |
False |
False |
39,335 |
| 20 |
3,779.0 |
3,443.0 |
336.0 |
9.4% |
100.4 |
2.8% |
42% |
False |
False |
19,893 |
| 40 |
4,326.0 |
3,229.0 |
1,097.0 |
30.6% |
70.4 |
2.0% |
32% |
False |
False |
11,100 |
| 60 |
4,769.0 |
3,229.0 |
1,540.0 |
43.0% |
57.6 |
1.6% |
23% |
False |
False |
8,535 |
| 80 |
5,119.0 |
3,229.0 |
1,890.0 |
52.7% |
52.1 |
1.5% |
19% |
False |
False |
6,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,083.3 |
|
2.618 |
3,898.8 |
|
1.618 |
3,785.8 |
|
1.000 |
3,716.0 |
|
0.618 |
3,672.8 |
|
HIGH |
3,603.0 |
|
0.618 |
3,559.8 |
|
0.500 |
3,546.5 |
|
0.382 |
3,533.2 |
|
LOW |
3,490.0 |
|
0.618 |
3,420.2 |
|
1.000 |
3,377.0 |
|
1.618 |
3,307.2 |
|
2.618 |
3,194.2 |
|
4.250 |
3,009.8 |
|
|
| Fisher Pivots for day following 24-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,570.8 |
3,628.5 |
| PP |
3,558.7 |
3,613.3 |
| S1 |
3,546.5 |
3,598.2 |
|