| 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 |
4,759.5 |
4,729.0 |
-30.5 |
-0.6% |
4,788.5 |
| High |
4,812.5 |
4,812.5 |
0.0 |
0.0% |
4,873.5 |
| Low |
4,682.5 |
4,668.0 |
-14.5 |
-0.3% |
4,641.5 |
| Close |
4,782.0 |
4,743.0 |
-39.0 |
-0.8% |
4,743.0 |
| Range |
130.0 |
144.5 |
14.5 |
11.2% |
232.0 |
| ATR |
235.8 |
229.3 |
-6.5 |
-2.8% |
0.0 |
| Volume |
55,903 |
152,651 |
96,748 |
173.1% |
337,791 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,174.7 |
5,103.3 |
4,822.5 |
|
| R3 |
5,030.2 |
4,958.8 |
4,782.7 |
|
| R2 |
4,885.7 |
4,885.7 |
4,769.5 |
|
| R1 |
4,814.3 |
4,814.3 |
4,756.2 |
4,850.0 |
| PP |
4,741.2 |
4,741.2 |
4,741.2 |
4,759.0 |
| S1 |
4,669.8 |
4,669.8 |
4,729.8 |
4,705.5 |
| S2 |
4,596.7 |
4,596.7 |
4,716.5 |
|
| S3 |
4,452.2 |
4,525.3 |
4,703.3 |
|
| S4 |
4,307.7 |
4,380.8 |
4,663.5 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,448.7 |
5,327.8 |
4,870.6 |
|
| R3 |
5,216.7 |
5,095.8 |
4,806.8 |
|
| R2 |
4,984.7 |
4,984.7 |
4,785.5 |
|
| R1 |
4,863.8 |
4,863.8 |
4,764.3 |
4,808.3 |
| PP |
4,752.7 |
4,752.7 |
4,752.7 |
4,724.9 |
| S1 |
4,631.8 |
4,631.8 |
4,721.7 |
4,576.3 |
| S2 |
4,520.7 |
4,520.7 |
4,700.5 |
|
| S3 |
4,288.7 |
4,399.8 |
4,679.2 |
|
| S4 |
4,056.7 |
4,167.8 |
4,615.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,873.5 |
4,641.5 |
232.0 |
4.9% |
163.6 |
3.4% |
44% |
False |
False |
67,558 |
| 10 |
4,878.5 |
4,549.0 |
329.5 |
6.9% |
164.7 |
3.5% |
59% |
False |
False |
36,933 |
| 20 |
4,878.5 |
4,195.0 |
683.5 |
14.4% |
206.9 |
4.4% |
80% |
False |
False |
19,060 |
| 40 |
5,385.0 |
4,066.0 |
1,319.0 |
27.8% |
249.1 |
5.3% |
51% |
False |
False |
10,226 |
| 60 |
6,165.0 |
4,066.0 |
2,099.0 |
44.3% |
275.8 |
5.8% |
32% |
False |
False |
7,087 |
| 80 |
6,706.5 |
4,066.0 |
2,640.5 |
55.7% |
244.3 |
5.1% |
26% |
False |
False |
5,978 |
| 100 |
6,806.5 |
4,066.0 |
2,740.5 |
57.8% |
215.5 |
4.5% |
25% |
False |
False |
4,851 |
| 120 |
6,806.5 |
4,066.0 |
2,740.5 |
57.8% |
200.8 |
4.2% |
25% |
False |
False |
4,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,426.6 |
|
2.618 |
5,190.8 |
|
1.618 |
5,046.3 |
|
1.000 |
4,957.0 |
|
0.618 |
4,901.8 |
|
HIGH |
4,812.5 |
|
0.618 |
4,757.3 |
|
0.500 |
4,740.3 |
|
0.382 |
4,723.2 |
|
LOW |
4,668.0 |
|
0.618 |
4,578.7 |
|
1.000 |
4,523.5 |
|
1.618 |
4,434.2 |
|
2.618 |
4,289.7 |
|
4.250 |
4,053.9 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,742.1 |
4,750.5 |
| PP |
4,741.2 |
4,748.0 |
| S1 |
4,740.3 |
4,745.5 |
|