| 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 |
2,444.0 |
2,399.0 |
-45.0 |
-1.8% |
2,480.0 |
| High |
2,444.0 |
2,434.0 |
-10.0 |
-0.4% |
2,534.0 |
| Low |
2,365.0 |
2,367.0 |
2.0 |
0.1% |
2,390.0 |
| Close |
2,412.0 |
2,394.0 |
-18.0 |
-0.7% |
2,451.0 |
| Range |
79.0 |
67.0 |
-12.0 |
-15.2% |
144.0 |
| ATR |
120.8 |
116.9 |
-3.8 |
-3.2% |
0.0 |
| Volume |
517,397 |
399,761 |
-117,636 |
-22.7% |
5,423,357 |
|
| Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,599.3 |
2,563.7 |
2,430.9 |
|
| R3 |
2,532.3 |
2,496.7 |
2,412.4 |
|
| R2 |
2,465.3 |
2,465.3 |
2,406.3 |
|
| R1 |
2,429.7 |
2,429.7 |
2,400.1 |
2,414.0 |
| PP |
2,398.3 |
2,398.3 |
2,398.3 |
2,390.5 |
| S1 |
2,362.7 |
2,362.7 |
2,387.9 |
2,347.0 |
| S2 |
2,331.3 |
2,331.3 |
2,381.7 |
|
| S3 |
2,264.3 |
2,295.7 |
2,375.6 |
|
| S4 |
2,197.3 |
2,228.7 |
2,357.2 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.3 |
2,814.7 |
2,530.2 |
|
| R3 |
2,746.3 |
2,670.7 |
2,490.6 |
|
| R2 |
2,602.3 |
2,602.3 |
2,477.4 |
|
| R1 |
2,526.7 |
2,526.7 |
2,464.2 |
2,492.5 |
| PP |
2,458.3 |
2,458.3 |
2,458.3 |
2,441.3 |
| S1 |
2,382.7 |
2,382.7 |
2,437.8 |
2,348.5 |
| S2 |
2,314.3 |
2,314.3 |
2,424.6 |
|
| S3 |
2,170.3 |
2,238.7 |
2,411.4 |
|
| S4 |
2,026.3 |
2,094.7 |
2,371.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,498.0 |
2,365.0 |
133.0 |
5.6% |
76.8 |
3.2% |
22% |
False |
False |
835,827 |
| 10 |
2,534.0 |
2,345.0 |
189.0 |
7.9% |
87.8 |
3.7% |
26% |
False |
False |
708,119 |
| 20 |
2,534.0 |
2,235.0 |
299.0 |
12.5% |
100.0 |
4.2% |
53% |
False |
False |
366,270 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
27.8% |
121.0 |
5.1% |
42% |
False |
False |
187,205 |
| 60 |
3,179.0 |
2,115.0 |
1,064.0 |
44.4% |
142.0 |
5.9% |
26% |
False |
False |
125,845 |
| 80 |
3,450.0 |
2,115.0 |
1,335.0 |
55.8% |
134.9 |
5.6% |
21% |
False |
False |
100,274 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
58.5% |
116.0 |
4.8% |
20% |
False |
False |
80,461 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
58.5% |
105.6 |
4.4% |
20% |
False |
False |
67,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,718.8 |
|
2.618 |
2,609.4 |
|
1.618 |
2,542.4 |
|
1.000 |
2,501.0 |
|
0.618 |
2,475.4 |
|
HIGH |
2,434.0 |
|
0.618 |
2,408.4 |
|
0.500 |
2,400.5 |
|
0.382 |
2,392.6 |
|
LOW |
2,367.0 |
|
0.618 |
2,325.6 |
|
1.000 |
2,300.0 |
|
1.618 |
2,258.6 |
|
2.618 |
2,191.6 |
|
4.250 |
2,082.3 |
|
|
| Fisher Pivots for day following 23-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,400.5 |
2,423.5 |
| PP |
2,398.3 |
2,413.7 |
| S1 |
2,396.2 |
2,403.8 |
|