| 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 |
2,398.0 |
2,480.0 |
82.0 |
3.4% |
2,399.0 |
| High |
2,479.0 |
2,489.0 |
10.0 |
0.4% |
2,528.0 |
| Low |
2,345.0 |
2,390.0 |
45.0 |
1.9% |
2,345.0 |
| Close |
2,426.0 |
2,419.0 |
-7.0 |
-0.3% |
2,426.0 |
| Range |
134.0 |
99.0 |
-35.0 |
-26.1% |
183.0 |
| ATR |
137.6 |
134.8 |
-2.8 |
-2.0% |
0.0 |
| Volume |
385,403 |
1,015,384 |
629,981 |
163.5% |
917,214 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.7 |
2,673.3 |
2,473.5 |
|
| R3 |
2,630.7 |
2,574.3 |
2,446.2 |
|
| R2 |
2,531.7 |
2,531.7 |
2,437.2 |
|
| R1 |
2,475.3 |
2,475.3 |
2,428.1 |
2,454.0 |
| PP |
2,432.7 |
2,432.7 |
2,432.7 |
2,422.0 |
| S1 |
2,376.3 |
2,376.3 |
2,409.9 |
2,355.0 |
| S2 |
2,333.7 |
2,333.7 |
2,400.9 |
|
| S3 |
2,234.7 |
2,277.3 |
2,391.8 |
|
| S4 |
2,135.7 |
2,178.3 |
2,364.6 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.0 |
2,887.0 |
2,526.7 |
|
| R3 |
2,799.0 |
2,704.0 |
2,476.3 |
|
| R2 |
2,616.0 |
2,616.0 |
2,459.6 |
|
| R1 |
2,521.0 |
2,521.0 |
2,442.8 |
2,568.5 |
| PP |
2,433.0 |
2,433.0 |
2,433.0 |
2,456.8 |
| S1 |
2,338.0 |
2,338.0 |
2,409.2 |
2,385.5 |
| S2 |
2,250.0 |
2,250.0 |
2,392.5 |
|
| S3 |
2,067.0 |
2,155.0 |
2,375.7 |
|
| S4 |
1,884.0 |
1,972.0 |
2,325.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,528.0 |
2,345.0 |
183.0 |
7.6% |
95.2 |
3.9% |
40% |
False |
False |
377,294 |
| 10 |
2,528.0 |
2,235.0 |
293.0 |
12.1% |
108.1 |
4.5% |
63% |
False |
False |
197,308 |
| 20 |
2,528.0 |
2,115.0 |
413.0 |
17.1% |
118.9 |
4.9% |
74% |
False |
False |
101,799 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
27.5% |
133.3 |
5.5% |
46% |
False |
False |
54,620 |
| 60 |
3,268.0 |
2,115.0 |
1,153.0 |
47.7% |
146.1 |
6.0% |
26% |
False |
False |
37,379 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
56.3% |
132.6 |
5.5% |
22% |
False |
False |
33,843 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
57.9% |
113.6 |
4.7% |
22% |
False |
False |
27,239 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
57.9% |
105.0 |
4.3% |
22% |
False |
False |
22,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,909.8 |
|
2.618 |
2,748.2 |
|
1.618 |
2,649.2 |
|
1.000 |
2,588.0 |
|
0.618 |
2,550.2 |
|
HIGH |
2,489.0 |
|
0.618 |
2,451.2 |
|
0.500 |
2,439.5 |
|
0.382 |
2,427.8 |
|
LOW |
2,390.0 |
|
0.618 |
2,328.8 |
|
1.000 |
2,291.0 |
|
1.618 |
2,229.8 |
|
2.618 |
2,130.8 |
|
4.250 |
1,969.3 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,439.5 |
2,434.0 |
| PP |
2,432.7 |
2,429.0 |
| S1 |
2,425.8 |
2,424.0 |
|