| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
873.50 |
913.75 |
40.25 |
4.6% |
872.25 |
| High |
916.00 |
919.25 |
3.25 |
0.4% |
919.25 |
| Low |
869.50 |
887.50 |
18.00 |
2.1% |
829.00 |
| Close |
913.50 |
904.25 |
-9.25 |
-1.0% |
886.00 |
| Range |
46.50 |
31.75 |
-14.75 |
-31.7% |
90.25 |
| ATR |
50.65 |
49.30 |
-1.35 |
-2.7% |
0.00 |
| Volume |
846,057 |
770,136 |
-75,921 |
-9.0% |
12,779,217 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
999.00 |
983.25 |
921.75 |
|
| R3 |
967.25 |
951.50 |
913.00 |
|
| R2 |
935.50 |
935.50 |
910.00 |
|
| R1 |
919.75 |
919.75 |
907.25 |
911.75 |
| PP |
903.75 |
903.75 |
903.75 |
899.50 |
| S1 |
888.00 |
888.00 |
901.25 |
880.00 |
| S2 |
872.00 |
872.00 |
898.50 |
|
| S3 |
840.25 |
856.25 |
895.50 |
|
| S4 |
808.50 |
824.50 |
886.75 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,148.75 |
1,107.75 |
935.75 |
|
| R3 |
1,058.50 |
1,017.50 |
910.75 |
|
| R2 |
968.25 |
968.25 |
902.50 |
|
| R1 |
927.25 |
927.25 |
894.25 |
947.75 |
| PP |
878.00 |
878.00 |
878.00 |
888.50 |
| S1 |
837.00 |
837.00 |
877.75 |
857.50 |
| S2 |
787.75 |
787.75 |
869.50 |
|
| S3 |
697.50 |
746.75 |
861.25 |
|
| S4 |
607.25 |
656.50 |
836.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
919.25 |
829.00 |
90.25 |
10.0% |
42.00 |
4.6% |
83% |
True |
False |
1,423,679 |
| 10 |
919.25 |
817.00 |
102.25 |
11.3% |
42.50 |
4.7% |
85% |
True |
False |
2,178,172 |
| 20 |
919.25 |
739.00 |
180.25 |
19.9% |
50.00 |
5.5% |
92% |
True |
False |
2,635,474 |
| 40 |
1,008.50 |
739.00 |
269.50 |
29.8% |
54.75 |
6.1% |
61% |
False |
False |
2,821,566 |
| 60 |
1,224.75 |
739.00 |
485.75 |
53.7% |
61.00 |
6.8% |
34% |
False |
False |
3,090,244 |
| 80 |
1,305.25 |
739.00 |
566.25 |
62.6% |
55.75 |
6.2% |
29% |
False |
False |
2,719,386 |
| 100 |
1,315.25 |
739.00 |
576.25 |
63.7% |
49.25 |
5.4% |
29% |
False |
False |
2,176,315 |
| 120 |
1,315.25 |
739.00 |
576.25 |
63.7% |
45.50 |
5.0% |
29% |
False |
False |
1,814,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,054.25 |
|
2.618 |
1,002.25 |
|
1.618 |
970.50 |
|
1.000 |
951.00 |
|
0.618 |
938.75 |
|
HIGH |
919.25 |
|
0.618 |
907.00 |
|
0.500 |
903.50 |
|
0.382 |
899.75 |
|
LOW |
887.50 |
|
0.618 |
868.00 |
|
1.000 |
855.75 |
|
1.618 |
836.25 |
|
2.618 |
804.50 |
|
4.250 |
752.50 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
904.00 |
899.00 |
| PP |
903.75 |
893.50 |
| S1 |
903.50 |
888.25 |
|