| 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 |
4,336.0 |
4,281.0 |
-55.0 |
-1.3% |
4,297.0 |
| High |
4,364.0 |
4,338.5 |
-25.5 |
-0.6% |
4,404.0 |
| Low |
4,203.0 |
4,204.0 |
1.0 |
0.0% |
4,165.0 |
| Close |
4,284.5 |
4,305.0 |
20.5 |
0.5% |
4,237.0 |
| Range |
161.0 |
134.5 |
-26.5 |
-16.5% |
239.0 |
| ATR |
187.6 |
183.9 |
-3.8 |
-2.0% |
0.0 |
| Volume |
291,875 |
182,657 |
-109,218 |
-37.4% |
90,529 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,686.0 |
4,630.0 |
4,379.0 |
|
| R3 |
4,551.5 |
4,495.5 |
4,342.0 |
|
| R2 |
4,417.0 |
4,417.0 |
4,329.5 |
|
| R1 |
4,361.0 |
4,361.0 |
4,317.5 |
4,389.0 |
| PP |
4,282.5 |
4,282.5 |
4,282.5 |
4,296.5 |
| S1 |
4,226.5 |
4,226.5 |
4,292.5 |
4,254.5 |
| S2 |
4,148.0 |
4,148.0 |
4,280.5 |
|
| S3 |
4,013.5 |
4,092.0 |
4,268.0 |
|
| S4 |
3,879.0 |
3,957.5 |
4,231.0 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,985.5 |
4,850.5 |
4,368.5 |
|
| R3 |
4,746.5 |
4,611.5 |
4,302.5 |
|
| R2 |
4,507.5 |
4,507.5 |
4,281.0 |
|
| R1 |
4,372.5 |
4,372.5 |
4,259.0 |
4,320.5 |
| PP |
4,268.5 |
4,268.5 |
4,268.5 |
4,243.0 |
| S1 |
4,133.5 |
4,133.5 |
4,215.0 |
4,081.5 |
| S2 |
4,029.5 |
4,029.5 |
4,193.0 |
|
| S3 |
3,790.5 |
3,894.5 |
4,171.5 |
|
| S4 |
3,551.5 |
3,655.5 |
4,105.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,399.0 |
4,165.0 |
234.0 |
5.4% |
146.0 |
3.4% |
60% |
False |
False |
156,814 |
| 10 |
4,404.0 |
3,988.0 |
416.0 |
9.7% |
142.5 |
3.3% |
76% |
False |
False |
81,447 |
| 20 |
4,404.0 |
3,699.5 |
704.5 |
16.4% |
162.5 |
3.8% |
86% |
False |
False |
41,432 |
| 40 |
4,644.5 |
3,672.5 |
972.0 |
22.6% |
174.0 |
4.0% |
65% |
False |
False |
20,812 |
| 60 |
5,181.0 |
3,672.5 |
1,508.5 |
35.0% |
197.5 |
4.6% |
42% |
False |
False |
14,053 |
| 80 |
5,690.0 |
3,672.5 |
2,017.5 |
46.9% |
172.5 |
4.0% |
31% |
False |
False |
10,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,910.0 |
|
2.618 |
4,690.5 |
|
1.618 |
4,556.0 |
|
1.000 |
4,473.0 |
|
0.618 |
4,421.5 |
|
HIGH |
4,338.5 |
|
0.618 |
4,287.0 |
|
0.500 |
4,271.0 |
|
0.382 |
4,255.5 |
|
LOW |
4,204.0 |
|
0.618 |
4,121.0 |
|
1.000 |
4,069.5 |
|
1.618 |
3,986.5 |
|
2.618 |
3,852.0 |
|
4.250 |
3,632.5 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,294.0 |
4,303.5 |
| PP |
4,282.5 |
4,302.5 |
| S1 |
4,271.0 |
4,301.0 |
|