| 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 |
4,281.0 |
4,256.0 |
-25.0 |
-0.6% |
4,312.0 |
| High |
4,338.5 |
4,312.0 |
-26.5 |
-0.6% |
4,399.0 |
| Low |
4,204.0 |
4,175.0 |
-29.0 |
-0.7% |
4,175.0 |
| Close |
4,305.0 |
4,254.5 |
-50.5 |
-1.2% |
4,254.5 |
| Range |
134.5 |
137.0 |
2.5 |
1.9% |
224.0 |
| ATR |
183.9 |
180.5 |
-3.3 |
-1.8% |
0.0 |
| Volume |
182,657 |
114,993 |
-67,664 |
-37.0% |
836,132 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,658.0 |
4,593.5 |
4,330.0 |
|
| R3 |
4,521.0 |
4,456.5 |
4,292.0 |
|
| R2 |
4,384.0 |
4,384.0 |
4,279.5 |
|
| R1 |
4,319.5 |
4,319.5 |
4,267.0 |
4,283.0 |
| PP |
4,247.0 |
4,247.0 |
4,247.0 |
4,229.0 |
| S1 |
4,182.5 |
4,182.5 |
4,242.0 |
4,146.0 |
| S2 |
4,110.0 |
4,110.0 |
4,229.5 |
|
| S3 |
3,973.0 |
4,045.5 |
4,217.0 |
|
| S4 |
3,836.0 |
3,908.5 |
4,179.0 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,948.0 |
4,825.5 |
4,377.5 |
|
| R3 |
4,724.0 |
4,601.5 |
4,316.0 |
|
| R2 |
4,500.0 |
4,500.0 |
4,295.5 |
|
| R1 |
4,377.5 |
4,377.5 |
4,275.0 |
4,327.0 |
| PP |
4,276.0 |
4,276.0 |
4,276.0 |
4,251.0 |
| S1 |
4,153.5 |
4,153.5 |
4,234.0 |
4,103.0 |
| S2 |
4,052.0 |
4,052.0 |
4,213.5 |
|
| S3 |
3,828.0 |
3,929.5 |
4,193.0 |
|
| S4 |
3,604.0 |
3,705.5 |
4,131.5 |
|
|
| 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 |
4,175.0 |
224.0 |
5.3% |
143.5 |
3.4% |
35% |
False |
True |
167,226 |
| 10 |
4,404.0 |
4,165.0 |
239.0 |
5.6% |
137.0 |
3.2% |
37% |
False |
False |
92,666 |
| 20 |
4,404.0 |
3,812.0 |
592.0 |
13.9% |
157.5 |
3.7% |
75% |
False |
False |
47,147 |
| 40 |
4,644.5 |
3,672.5 |
972.0 |
22.8% |
172.5 |
4.1% |
60% |
False |
False |
23,683 |
| 60 |
5,067.5 |
3,672.5 |
1,395.0 |
32.8% |
198.5 |
4.7% |
42% |
False |
False |
15,959 |
| 80 |
5,676.0 |
3,672.5 |
2,003.5 |
47.1% |
174.0 |
4.1% |
29% |
False |
False |
12,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,894.0 |
|
2.618 |
4,670.5 |
|
1.618 |
4,533.5 |
|
1.000 |
4,449.0 |
|
0.618 |
4,396.5 |
|
HIGH |
4,312.0 |
|
0.618 |
4,259.5 |
|
0.500 |
4,243.5 |
|
0.382 |
4,227.5 |
|
LOW |
4,175.0 |
|
0.618 |
4,090.5 |
|
1.000 |
4,038.0 |
|
1.618 |
3,953.5 |
|
2.618 |
3,816.5 |
|
4.250 |
3,593.0 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,251.0 |
4,269.5 |
| PP |
4,247.0 |
4,264.5 |
| S1 |
4,243.5 |
4,259.5 |
|