| 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 |
2,433.0 |
2,493.0 |
60.0 |
2.5% |
2,399.0 |
| High |
2,534.0 |
2,498.0 |
-36.0 |
-1.4% |
2,528.0 |
| Low |
2,405.0 |
2,418.0 |
13.0 |
0.5% |
2,345.0 |
| Close |
2,459.0 |
2,447.0 |
-12.0 |
-0.5% |
2,426.0 |
| Range |
129.0 |
80.0 |
-49.0 |
-38.0% |
183.0 |
| ATR |
134.4 |
130.5 |
-3.9 |
-2.9% |
0.0 |
| Volume |
1,145,992 |
1,066,438 |
-79,554 |
-6.9% |
917,214 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,694.3 |
2,650.7 |
2,491.0 |
|
| R3 |
2,614.3 |
2,570.7 |
2,469.0 |
|
| R2 |
2,534.3 |
2,534.3 |
2,461.7 |
|
| R1 |
2,490.7 |
2,490.7 |
2,454.3 |
2,472.5 |
| PP |
2,454.3 |
2,454.3 |
2,454.3 |
2,445.3 |
| S1 |
2,410.7 |
2,410.7 |
2,439.7 |
2,392.5 |
| S2 |
2,374.3 |
2,374.3 |
2,432.3 |
|
| S3 |
2,294.3 |
2,330.7 |
2,425.0 |
|
| S4 |
2,214.3 |
2,250.7 |
2,403.0 |
|
|
| 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% |
103.2 |
4.2% |
54% |
False |
False |
764,265 |
| 10 |
2,534.0 |
2,235.0 |
299.0 |
12.2% |
104.6 |
4.3% |
71% |
False |
False |
416,320 |
| 20 |
2,534.0 |
2,115.0 |
419.0 |
17.1% |
116.7 |
4.8% |
79% |
False |
False |
212,079 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
27.2% |
130.2 |
5.3% |
50% |
False |
False |
109,816 |
| 60 |
3,268.0 |
2,115.0 |
1,153.0 |
47.1% |
147.5 |
6.0% |
29% |
False |
False |
74,149 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
55.6% |
133.8 |
5.5% |
24% |
False |
False |
61,432 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
57.2% |
114.7 |
4.7% |
24% |
False |
False |
49,353 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
57.2% |
105.4 |
4.3% |
24% |
False |
False |
41,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.0 |
|
2.618 |
2,707.4 |
|
1.618 |
2,627.4 |
|
1.000 |
2,578.0 |
|
0.618 |
2,547.4 |
|
HIGH |
2,498.0 |
|
0.618 |
2,467.4 |
|
0.500 |
2,458.0 |
|
0.382 |
2,448.6 |
|
LOW |
2,418.0 |
|
0.618 |
2,368.6 |
|
1.000 |
2,338.0 |
|
1.618 |
2,288.6 |
|
2.618 |
2,208.6 |
|
4.250 |
2,078.0 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,458.0 |
2,462.0 |
| PP |
2,454.3 |
2,457.0 |
| S1 |
2,450.7 |
2,452.0 |
|