| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
8,588 |
8,675 |
87 |
1.0% |
8,607 |
| High |
8,704 |
8,758 |
54 |
0.6% |
9,025 |
| Low |
8,232 |
8,466 |
234 |
2.8% |
8,232 |
| Close |
8,689 |
8,604 |
-85 |
-1.0% |
8,689 |
| Range |
472 |
292 |
-180 |
-38.1% |
793 |
| ATR |
458 |
446 |
-12 |
-2.6% |
0 |
| Volume |
115,498 |
106,727 |
-8,771 |
-7.6% |
1,250,081 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,485 |
9,337 |
8,765 |
|
| R3 |
9,193 |
9,045 |
8,684 |
|
| R2 |
8,901 |
8,901 |
8,658 |
|
| R1 |
8,753 |
8,753 |
8,631 |
8,681 |
| PP |
8,609 |
8,609 |
8,609 |
8,574 |
| S1 |
8,461 |
8,461 |
8,577 |
8,389 |
| S2 |
8,317 |
8,317 |
8,551 |
|
| S3 |
8,025 |
8,169 |
8,524 |
|
| S4 |
7,733 |
7,877 |
8,444 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,028 |
10,651 |
9,125 |
|
| R3 |
10,235 |
9,858 |
8,907 |
|
| R2 |
9,442 |
9,442 |
8,835 |
|
| R1 |
9,065 |
9,065 |
8,762 |
9,254 |
| PP |
8,649 |
8,649 |
8,649 |
8,743 |
| S1 |
8,272 |
8,272 |
8,616 |
8,461 |
| S2 |
7,856 |
7,856 |
8,544 |
|
| S3 |
7,063 |
7,479 |
8,471 |
|
| S4 |
6,270 |
6,686 |
8,253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,935 |
8,232 |
703 |
8.2% |
319 |
3.7% |
53% |
False |
False |
206,109 |
| 10 |
9,025 |
8,116 |
909 |
10.6% |
371 |
4.3% |
54% |
False |
False |
247,833 |
| 20 |
9,025 |
7,436 |
1,589 |
18.5% |
438 |
5.1% |
74% |
False |
False |
275,030 |
| 40 |
9,635 |
7,436 |
2,199 |
25.6% |
496 |
5.8% |
53% |
False |
False |
271,335 |
| 60 |
11,392 |
7,436 |
3,956 |
46.0% |
540 |
6.3% |
30% |
False |
False |
280,602 |
| 80 |
11,788 |
7,436 |
4,352 |
50.6% |
480 |
5.6% |
27% |
False |
False |
236,139 |
| 100 |
11,848 |
7,436 |
4,412 |
51.3% |
429 |
5.0% |
26% |
False |
False |
188,996 |
| 120 |
11,921 |
7,436 |
4,485 |
52.1% |
399 |
4.6% |
26% |
False |
False |
157,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,999 |
|
2.618 |
9,523 |
|
1.618 |
9,231 |
|
1.000 |
9,050 |
|
0.618 |
8,939 |
|
HIGH |
8,758 |
|
0.618 |
8,647 |
|
0.500 |
8,612 |
|
0.382 |
8,578 |
|
LOW |
8,466 |
|
0.618 |
8,286 |
|
1.000 |
8,174 |
|
1.618 |
7,994 |
|
2.618 |
7,702 |
|
4.250 |
7,225 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8,612 |
8,577 |
| PP |
8,609 |
8,549 |
| S1 |
8,607 |
8,522 |
|