| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,480.0 |
2,433.0 |
-47.0 |
-1.9% |
2,399.0 |
| High |
2,489.0 |
2,534.0 |
45.0 |
1.8% |
2,528.0 |
| Low |
2,390.0 |
2,405.0 |
15.0 |
0.6% |
2,345.0 |
| Close |
2,419.0 |
2,459.0 |
40.0 |
1.7% |
2,426.0 |
| Range |
99.0 |
129.0 |
30.0 |
30.3% |
183.0 |
| ATR |
134.8 |
134.4 |
-0.4 |
-0.3% |
0.0 |
| Volume |
1,015,384 |
1,145,992 |
130,608 |
12.9% |
917,214 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.0 |
2,785.0 |
2,530.0 |
|
| R3 |
2,724.0 |
2,656.0 |
2,494.5 |
|
| R2 |
2,595.0 |
2,595.0 |
2,482.7 |
|
| R1 |
2,527.0 |
2,527.0 |
2,470.8 |
2,561.0 |
| PP |
2,466.0 |
2,466.0 |
2,466.0 |
2,483.0 |
| S1 |
2,398.0 |
2,398.0 |
2,447.2 |
2,432.0 |
| S2 |
2,337.0 |
2,337.0 |
2,435.4 |
|
| S3 |
2,208.0 |
2,269.0 |
2,423.5 |
|
| S4 |
2,079.0 |
2,140.0 |
2,388.1 |
|
|
| 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 |
2,534.0 |
2,345.0 |
189.0 |
7.7% |
98.8 |
4.0% |
60% |
True |
False |
580,410 |
| 10 |
2,534.0 |
2,235.0 |
299.0 |
12.2% |
107.6 |
4.4% |
75% |
True |
False |
311,278 |
| 20 |
2,534.0 |
2,115.0 |
419.0 |
17.0% |
120.4 |
4.9% |
82% |
True |
False |
158,967 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
27.1% |
133.4 |
5.4% |
52% |
False |
False |
83,202 |
| 60 |
3,268.0 |
2,115.0 |
1,153.0 |
46.9% |
147.0 |
6.0% |
30% |
False |
False |
56,420 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
55.3% |
133.4 |
5.4% |
25% |
False |
False |
48,128 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
56.9% |
114.2 |
4.6% |
25% |
False |
False |
38,693 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
56.9% |
105.2 |
4.3% |
25% |
False |
False |
32,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,082.3 |
|
2.618 |
2,871.7 |
|
1.618 |
2,742.7 |
|
1.000 |
2,663.0 |
|
0.618 |
2,613.7 |
|
HIGH |
2,534.0 |
|
0.618 |
2,484.7 |
|
0.500 |
2,469.5 |
|
0.382 |
2,454.3 |
|
LOW |
2,405.0 |
|
0.618 |
2,325.3 |
|
1.000 |
2,276.0 |
|
1.618 |
2,196.3 |
|
2.618 |
2,067.3 |
|
4.250 |
1,856.8 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,469.5 |
2,452.5 |
| PP |
2,466.0 |
2,446.0 |
| S1 |
2,462.5 |
2,439.5 |
|