| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,482.0 |
2,438.0 |
-44.0 |
-1.8% |
2,480.0 |
| High |
2,482.0 |
2,482.0 |
0.0 |
0.0% |
2,534.0 |
| Low |
2,401.0 |
2,405.0 |
4.0 |
0.2% |
2,390.0 |
| Close |
2,462.0 |
2,451.0 |
-11.0 |
-0.4% |
2,451.0 |
| Range |
81.0 |
77.0 |
-4.0 |
-4.9% |
144.0 |
| ATR |
127.0 |
123.4 |
-3.6 |
-2.8% |
0.0 |
| Volume |
1,124,066 |
1,071,477 |
-52,589 |
-4.7% |
5,423,357 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,677.0 |
2,641.0 |
2,493.4 |
|
| R3 |
2,600.0 |
2,564.0 |
2,472.2 |
|
| R2 |
2,523.0 |
2,523.0 |
2,465.1 |
|
| R1 |
2,487.0 |
2,487.0 |
2,458.1 |
2,505.0 |
| PP |
2,446.0 |
2,446.0 |
2,446.0 |
2,455.0 |
| S1 |
2,410.0 |
2,410.0 |
2,443.9 |
2,428.0 |
| S2 |
2,369.0 |
2,369.0 |
2,436.9 |
|
| S3 |
2,292.0 |
2,333.0 |
2,429.8 |
|
| S4 |
2,215.0 |
2,256.0 |
2,408.7 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,890.3 |
2,814.7 |
2,530.2 |
|
| R3 |
2,746.3 |
2,670.7 |
2,490.6 |
|
| R2 |
2,602.3 |
2,602.3 |
2,477.4 |
|
| R1 |
2,526.7 |
2,526.7 |
2,464.2 |
2,492.5 |
| PP |
2,458.3 |
2,458.3 |
2,458.3 |
2,441.3 |
| S1 |
2,382.7 |
2,382.7 |
2,437.8 |
2,348.5 |
| S2 |
2,314.3 |
2,314.3 |
2,424.6 |
|
| S3 |
2,170.3 |
2,238.7 |
2,411.4 |
|
| S4 |
2,026.3 |
2,094.7 |
2,371.8 |
|
|
| 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 |
2,390.0 |
144.0 |
5.9% |
93.2 |
3.8% |
42% |
False |
False |
1,084,671 |
| 10 |
2,534.0 |
2,345.0 |
189.0 |
7.7% |
93.5 |
3.8% |
56% |
False |
False |
634,057 |
| 20 |
2,534.0 |
2,212.0 |
322.0 |
13.1% |
108.0 |
4.4% |
74% |
False |
False |
321,103 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
27.2% |
125.8 |
5.1% |
50% |
False |
False |
164,428 |
| 60 |
3,179.0 |
2,115.0 |
1,064.0 |
43.4% |
147.5 |
6.0% |
32% |
False |
False |
110,625 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
55.5% |
134.4 |
5.5% |
25% |
False |
False |
88,845 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
57.1% |
115.4 |
4.7% |
24% |
False |
False |
71,294 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
57.1% |
105.4 |
4.3% |
24% |
False |
False |
59,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,809.3 |
|
2.618 |
2,683.6 |
|
1.618 |
2,606.6 |
|
1.000 |
2,559.0 |
|
0.618 |
2,529.6 |
|
HIGH |
2,482.0 |
|
0.618 |
2,452.6 |
|
0.500 |
2,443.5 |
|
0.382 |
2,434.4 |
|
LOW |
2,405.0 |
|
0.618 |
2,357.4 |
|
1.000 |
2,328.0 |
|
1.618 |
2,280.4 |
|
2.618 |
2,203.4 |
|
4.250 |
2,077.8 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,448.5 |
2,450.5 |
| PP |
2,446.0 |
2,450.0 |
| S1 |
2,443.5 |
2,449.5 |
|