| 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 |
4,256.0 |
4,230.0 |
-26.0 |
-0.6% |
4,312.0 |
| High |
4,312.0 |
4,287.5 |
-24.5 |
-0.6% |
4,399.0 |
| Low |
4,175.0 |
4,160.5 |
-14.5 |
-0.3% |
4,175.0 |
| Close |
4,254.5 |
4,235.0 |
-19.5 |
-0.5% |
4,254.5 |
| Range |
137.0 |
127.0 |
-10.0 |
-7.3% |
224.0 |
| ATR |
180.5 |
176.7 |
-3.8 |
-2.1% |
0.0 |
| Volume |
114,993 |
123,951 |
8,958 |
7.8% |
836,132 |
|
| Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,608.5 |
4,549.0 |
4,305.0 |
|
| R3 |
4,481.5 |
4,422.0 |
4,270.0 |
|
| R2 |
4,354.5 |
4,354.5 |
4,258.5 |
|
| R1 |
4,295.0 |
4,295.0 |
4,246.5 |
4,325.0 |
| PP |
4,227.5 |
4,227.5 |
4,227.5 |
4,242.5 |
| S1 |
4,168.0 |
4,168.0 |
4,223.5 |
4,198.0 |
| S2 |
4,100.5 |
4,100.5 |
4,211.5 |
|
| S3 |
3,973.5 |
4,041.0 |
4,200.0 |
|
| S4 |
3,846.5 |
3,914.0 |
4,165.0 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,948.0 |
4,825.5 |
4,377.5 |
|
| R3 |
4,724.0 |
4,601.5 |
4,316.0 |
|
| R2 |
4,500.0 |
4,500.0 |
4,295.5 |
|
| R1 |
4,377.5 |
4,377.5 |
4,275.0 |
4,327.0 |
| PP |
4,276.0 |
4,276.0 |
4,276.0 |
4,251.0 |
| S1 |
4,153.5 |
4,153.5 |
4,234.0 |
4,103.0 |
| S2 |
4,052.0 |
4,052.0 |
4,213.5 |
|
| S3 |
3,828.0 |
3,929.5 |
4,193.0 |
|
| S4 |
3,604.0 |
3,705.5 |
4,131.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,399.0 |
4,160.5 |
238.5 |
5.6% |
148.0 |
3.5% |
31% |
False |
True |
184,183 |
| 10 |
4,404.0 |
4,160.5 |
243.5 |
5.7% |
137.0 |
3.2% |
31% |
False |
True |
104,780 |
| 20 |
4,404.0 |
3,950.0 |
454.0 |
10.7% |
149.0 |
3.5% |
63% |
False |
False |
53,342 |
| 40 |
4,644.5 |
3,672.5 |
972.0 |
23.0% |
169.5 |
4.0% |
58% |
False |
False |
26,781 |
| 60 |
5,067.5 |
3,672.5 |
1,395.0 |
32.9% |
192.5 |
4.5% |
40% |
False |
False |
18,023 |
| 80 |
5,676.0 |
3,672.5 |
2,003.5 |
47.3% |
175.0 |
4.1% |
28% |
False |
False |
13,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,827.0 |
|
2.618 |
4,620.0 |
|
1.618 |
4,493.0 |
|
1.000 |
4,414.5 |
|
0.618 |
4,366.0 |
|
HIGH |
4,287.5 |
|
0.618 |
4,239.0 |
|
0.500 |
4,224.0 |
|
0.382 |
4,209.0 |
|
LOW |
4,160.5 |
|
0.618 |
4,082.0 |
|
1.000 |
4,033.5 |
|
1.618 |
3,955.0 |
|
2.618 |
3,828.0 |
|
4.250 |
3,621.0 |
|
|
| Fisher Pivots for day following 22-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,231.5 |
4,249.5 |
| PP |
4,227.5 |
4,244.5 |
| S1 |
4,224.0 |
4,240.0 |
|