| 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 |
4,729.0 |
4,710.0 |
-19.0 |
-0.4% |
4,788.5 |
| High |
4,812.5 |
4,723.5 |
-89.0 |
-1.8% |
4,873.5 |
| Low |
4,668.0 |
4,584.0 |
-84.0 |
-1.8% |
4,641.5 |
| Close |
4,743.0 |
4,674.5 |
-68.5 |
-1.4% |
4,743.0 |
| Range |
144.5 |
139.5 |
-5.0 |
-3.5% |
232.0 |
| ATR |
229.3 |
224.3 |
-5.0 |
-2.2% |
0.0 |
| Volume |
152,651 |
80,940 |
-71,711 |
-47.0% |
337,791 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,079.2 |
5,016.3 |
4,751.2 |
|
| R3 |
4,939.7 |
4,876.8 |
4,712.9 |
|
| R2 |
4,800.2 |
4,800.2 |
4,700.1 |
|
| R1 |
4,737.3 |
4,737.3 |
4,687.3 |
4,699.0 |
| PP |
4,660.7 |
4,660.7 |
4,660.7 |
4,641.5 |
| S1 |
4,597.8 |
4,597.8 |
4,661.7 |
4,559.5 |
| S2 |
4,521.2 |
4,521.2 |
4,648.9 |
|
| S3 |
4,381.7 |
4,458.3 |
4,636.1 |
|
| S4 |
4,242.2 |
4,318.8 |
4,597.8 |
|
|
| 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 |
4,873.5 |
4,584.0 |
289.5 |
6.2% |
157.8 |
3.4% |
31% |
False |
True |
76,921 |
| 10 |
4,878.5 |
4,549.0 |
329.5 |
7.0% |
162.6 |
3.5% |
38% |
False |
False |
44,374 |
| 20 |
4,878.5 |
4,339.0 |
539.5 |
11.5% |
190.7 |
4.1% |
62% |
False |
False |
22,979 |
| 40 |
5,385.0 |
4,066.0 |
1,319.0 |
28.2% |
243.0 |
5.2% |
46% |
False |
False |
12,223 |
| 60 |
6,011.5 |
4,066.0 |
1,945.5 |
41.6% |
269.2 |
5.8% |
31% |
False |
False |
8,419 |
| 80 |
6,706.5 |
4,066.0 |
2,640.5 |
56.5% |
244.7 |
5.2% |
23% |
False |
False |
6,986 |
| 100 |
6,806.5 |
4,066.0 |
2,740.5 |
58.6% |
216.3 |
4.6% |
22% |
False |
False |
5,658 |
| 120 |
6,806.5 |
4,066.0 |
2,740.5 |
58.6% |
200.9 |
4.3% |
22% |
False |
False |
4,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,316.4 |
|
2.618 |
5,088.7 |
|
1.618 |
4,949.2 |
|
1.000 |
4,863.0 |
|
0.618 |
4,809.7 |
|
HIGH |
4,723.5 |
|
0.618 |
4,670.2 |
|
0.500 |
4,653.8 |
|
0.382 |
4,637.3 |
|
LOW |
4,584.0 |
|
0.618 |
4,497.8 |
|
1.000 |
4,444.5 |
|
1.618 |
4,358.3 |
|
2.618 |
4,218.8 |
|
4.250 |
3,991.1 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,667.6 |
4,698.3 |
| PP |
4,660.7 |
4,690.3 |
| S1 |
4,653.8 |
4,682.4 |
|