| 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 |
4,755.0 |
4,737.5 |
-17.5 |
-0.4% |
4,810.0 |
| High |
4,838.0 |
4,739.5 |
-98.5 |
-2.0% |
4,901.5 |
| Low |
4,696.0 |
4,618.0 |
-78.0 |
-1.7% |
4,675.0 |
| Close |
4,770.5 |
4,700.0 |
-70.5 |
-1.5% |
4,770.5 |
| Range |
142.0 |
121.5 |
-20.5 |
-14.4% |
226.5 |
| ATR |
214.6 |
210.2 |
-4.4 |
-2.1% |
0.0 |
| Volume |
3,769 |
257 |
-3,512 |
-93.2% |
30,551 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,050.3 |
4,996.7 |
4,766.8 |
|
| R3 |
4,928.8 |
4,875.2 |
4,733.4 |
|
| R2 |
4,807.3 |
4,807.3 |
4,722.3 |
|
| R1 |
4,753.7 |
4,753.7 |
4,711.1 |
4,719.8 |
| PP |
4,685.8 |
4,685.8 |
4,685.8 |
4,668.9 |
| S1 |
4,632.2 |
4,632.2 |
4,688.9 |
4,598.3 |
| S2 |
4,564.3 |
4,564.3 |
4,677.7 |
|
| S3 |
4,442.8 |
4,510.7 |
4,666.6 |
|
| S4 |
4,321.3 |
4,389.2 |
4,633.2 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,461.8 |
5,342.7 |
4,895.1 |
|
| R3 |
5,235.3 |
5,116.2 |
4,832.8 |
|
| R2 |
5,008.8 |
5,008.8 |
4,812.0 |
|
| R1 |
4,889.7 |
4,889.7 |
4,791.3 |
4,836.0 |
| PP |
4,782.3 |
4,782.3 |
4,782.3 |
4,755.5 |
| S1 |
4,663.2 |
4,663.2 |
4,749.7 |
4,609.5 |
| S2 |
4,555.8 |
4,555.8 |
4,729.0 |
|
| S3 |
4,329.3 |
4,436.7 |
4,708.2 |
|
| S4 |
4,102.8 |
4,210.2 |
4,645.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,901.5 |
4,618.0 |
283.5 |
6.0% |
150.3 |
3.2% |
29% |
False |
True |
4,704 |
| 10 |
4,909.0 |
4,576.5 |
332.5 |
7.1% |
151.3 |
3.2% |
37% |
False |
False |
3,584 |
| 20 |
4,909.0 |
4,367.0 |
542.0 |
11.5% |
166.1 |
3.5% |
61% |
False |
False |
2,017 |
| 40 |
5,414.0 |
4,097.5 |
1,316.5 |
28.0% |
220.8 |
4.7% |
46% |
False |
False |
1,245 |
| 60 |
6,050.5 |
4,097.5 |
1,953.0 |
41.6% |
226.1 |
4.8% |
31% |
False |
False |
888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,255.9 |
|
2.618 |
5,057.6 |
|
1.618 |
4,936.1 |
|
1.000 |
4,861.0 |
|
0.618 |
4,814.6 |
|
HIGH |
4,739.5 |
|
0.618 |
4,693.1 |
|
0.500 |
4,678.8 |
|
0.382 |
4,664.4 |
|
LOW |
4,618.0 |
|
0.618 |
4,542.9 |
|
1.000 |
4,496.5 |
|
1.618 |
4,421.4 |
|
2.618 |
4,299.9 |
|
4.250 |
4,101.6 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,692.9 |
4,729.0 |
| PP |
4,685.8 |
4,719.3 |
| S1 |
4,678.8 |
4,709.7 |
|