| 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 |
2,493.0 |
2,482.0 |
-11.0 |
-0.4% |
2,399.0 |
| High |
2,498.0 |
2,482.0 |
-16.0 |
-0.6% |
2,528.0 |
| Low |
2,418.0 |
2,401.0 |
-17.0 |
-0.7% |
2,345.0 |
| Close |
2,447.0 |
2,462.0 |
15.0 |
0.6% |
2,426.0 |
| Range |
80.0 |
81.0 |
1.0 |
1.3% |
183.0 |
| ATR |
130.5 |
127.0 |
-3.5 |
-2.7% |
0.0 |
| Volume |
1,066,438 |
1,124,066 |
57,628 |
5.4% |
917,214 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,691.3 |
2,657.7 |
2,506.6 |
|
| R3 |
2,610.3 |
2,576.7 |
2,484.3 |
|
| R2 |
2,529.3 |
2,529.3 |
2,476.9 |
|
| R1 |
2,495.7 |
2,495.7 |
2,469.4 |
2,472.0 |
| PP |
2,448.3 |
2,448.3 |
2,448.3 |
2,436.5 |
| S1 |
2,414.7 |
2,414.7 |
2,454.6 |
2,391.0 |
| S2 |
2,367.3 |
2,367.3 |
2,447.2 |
|
| S3 |
2,286.3 |
2,333.7 |
2,439.7 |
|
| S4 |
2,205.3 |
2,252.7 |
2,417.5 |
|
|
| 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% |
104.6 |
4.2% |
62% |
False |
False |
947,456 |
| 10 |
2,534.0 |
2,235.0 |
299.0 |
12.1% |
98.3 |
4.0% |
76% |
False |
False |
527,451 |
| 20 |
2,534.0 |
2,115.0 |
419.0 |
17.0% |
112.2 |
4.6% |
83% |
False |
False |
267,947 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
27.1% |
128.7 |
5.2% |
52% |
False |
False |
137,753 |
| 60 |
3,231.0 |
2,115.0 |
1,116.0 |
45.3% |
147.1 |
6.0% |
31% |
False |
False |
92,813 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
55.3% |
133.6 |
5.4% |
25% |
False |
False |
75,459 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
56.9% |
115.1 |
4.7% |
25% |
False |
False |
60,581 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
56.9% |
105.4 |
4.3% |
25% |
False |
False |
50,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,826.3 |
|
2.618 |
2,694.1 |
|
1.618 |
2,613.1 |
|
1.000 |
2,563.0 |
|
0.618 |
2,532.1 |
|
HIGH |
2,482.0 |
|
0.618 |
2,451.1 |
|
0.500 |
2,441.5 |
|
0.382 |
2,431.9 |
|
LOW |
2,401.0 |
|
0.618 |
2,350.9 |
|
1.000 |
2,320.0 |
|
1.618 |
2,269.9 |
|
2.618 |
2,188.9 |
|
4.250 |
2,056.8 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,455.2 |
2,467.5 |
| PP |
2,448.3 |
2,465.7 |
| S1 |
2,441.5 |
2,463.8 |
|