| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
4,360.5 |
4,326.5 |
-34.0 |
-0.8% |
4,325.0 |
| High |
4,388.5 |
4,360.5 |
-28.0 |
-0.6% |
4,439.5 |
| Low |
4,227.5 |
4,229.0 |
1.5 |
0.0% |
4,199.5 |
| Close |
4,306.5 |
4,325.5 |
19.0 |
0.4% |
4,271.0 |
| Range |
161.0 |
131.5 |
-29.5 |
-18.3% |
240.0 |
| ATR |
208.6 |
203.1 |
-5.5 |
-2.6% |
0.0 |
| Volume |
393,969 |
279,729 |
-114,240 |
-29.0% |
721,200 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,699.5 |
4,644.0 |
4,398.0 |
|
| R3 |
4,568.0 |
4,512.5 |
4,361.5 |
|
| R2 |
4,436.5 |
4,436.5 |
4,349.5 |
|
| R1 |
4,381.0 |
4,381.0 |
4,337.5 |
4,343.0 |
| PP |
4,305.0 |
4,305.0 |
4,305.0 |
4,286.0 |
| S1 |
4,249.5 |
4,249.5 |
4,313.5 |
4,211.5 |
| S2 |
4,173.5 |
4,173.5 |
4,301.5 |
|
| S3 |
4,042.0 |
4,118.0 |
4,289.5 |
|
| S4 |
3,910.5 |
3,986.5 |
4,253.0 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,023.5 |
4,887.0 |
4,403.0 |
|
| R3 |
4,783.5 |
4,647.0 |
4,337.0 |
|
| R2 |
4,543.5 |
4,543.5 |
4,315.0 |
|
| R1 |
4,407.0 |
4,407.0 |
4,293.0 |
4,355.0 |
| PP |
4,303.5 |
4,303.5 |
4,303.5 |
4,277.5 |
| S1 |
4,167.0 |
4,167.0 |
4,249.0 |
4,115.0 |
| S2 |
4,063.5 |
4,063.5 |
4,227.0 |
|
| S3 |
3,823.5 |
3,927.0 |
4,205.0 |
|
| S4 |
3,583.5 |
3,687.0 |
4,139.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,425.0 |
4,199.5 |
225.5 |
5.2% |
148.5 |
3.4% |
56% |
False |
False |
261,847 |
| 10 |
4,439.5 |
4,003.5 |
436.0 |
10.1% |
151.0 |
3.5% |
74% |
False |
False |
201,121 |
| 20 |
4,439.5 |
3,703.0 |
736.5 |
17.0% |
188.5 |
4.4% |
85% |
False |
False |
175,717 |
| 40 |
4,688.0 |
3,652.5 |
1,035.5 |
23.9% |
213.5 |
4.9% |
65% |
False |
False |
175,223 |
| 60 |
5,185.0 |
3,652.5 |
1,532.5 |
35.4% |
250.0 |
5.8% |
44% |
False |
False |
186,639 |
| 80 |
5,690.0 |
3,652.5 |
2,037.5 |
47.1% |
225.0 |
5.2% |
33% |
False |
False |
160,816 |
| 100 |
5,690.0 |
3,652.5 |
2,037.5 |
47.1% |
197.0 |
4.6% |
33% |
False |
False |
128,733 |
| 120 |
5,690.0 |
3,652.5 |
2,037.5 |
47.1% |
177.0 |
4.1% |
33% |
False |
False |
107,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,919.5 |
|
2.618 |
4,705.0 |
|
1.618 |
4,573.5 |
|
1.000 |
4,492.0 |
|
0.618 |
4,442.0 |
|
HIGH |
4,360.5 |
|
0.618 |
4,310.5 |
|
0.500 |
4,295.0 |
|
0.382 |
4,279.0 |
|
LOW |
4,229.0 |
|
0.618 |
4,147.5 |
|
1.000 |
4,097.5 |
|
1.618 |
4,016.0 |
|
2.618 |
3,884.5 |
|
4.250 |
3,670.0 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,315.0 |
4,326.0 |
| PP |
4,305.0 |
4,326.0 |
| S1 |
4,295.0 |
4,326.0 |
|