| Trading Metrics calculated at close of trading on 16-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,433.0 |
2,376.0 |
-57.0 |
-2.3% |
2,366.0 |
| High |
2,433.0 |
2,482.0 |
49.0 |
2.0% |
2,474.0 |
| Low |
2,341.0 |
2,356.0 |
15.0 |
0.6% |
2,298.0 |
| Close |
2,370.0 |
2,410.0 |
40.0 |
1.7% |
2,377.0 |
| Range |
92.0 |
126.0 |
34.0 |
37.0% |
176.0 |
| ATR |
122.1 |
122.4 |
0.3 |
0.2% |
0.0 |
| Volume |
16,202 |
19,424 |
3,222 |
19.9% |
58,506 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.0 |
2,728.0 |
2,479.3 |
|
| R3 |
2,668.0 |
2,602.0 |
2,444.7 |
|
| R2 |
2,542.0 |
2,542.0 |
2,433.1 |
|
| R1 |
2,476.0 |
2,476.0 |
2,421.6 |
2,509.0 |
| PP |
2,416.0 |
2,416.0 |
2,416.0 |
2,432.5 |
| S1 |
2,350.0 |
2,350.0 |
2,398.5 |
2,383.0 |
| S2 |
2,290.0 |
2,290.0 |
2,386.9 |
|
| S3 |
2,164.0 |
2,224.0 |
2,375.4 |
|
| S4 |
2,038.0 |
2,098.0 |
2,340.7 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,911.0 |
2,820.0 |
2,473.8 |
|
| R3 |
2,735.0 |
2,644.0 |
2,425.4 |
|
| R2 |
2,559.0 |
2,559.0 |
2,409.3 |
|
| R1 |
2,468.0 |
2,468.0 |
2,393.1 |
2,513.5 |
| PP |
2,383.0 |
2,383.0 |
2,383.0 |
2,405.8 |
| S1 |
2,292.0 |
2,292.0 |
2,360.9 |
2,337.5 |
| S2 |
2,207.0 |
2,207.0 |
2,344.7 |
|
| S3 |
2,031.0 |
2,116.0 |
2,328.6 |
|
| S4 |
1,855.0 |
1,940.0 |
2,280.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,482.0 |
2,298.0 |
184.0 |
7.6% |
95.0 |
3.9% |
61% |
True |
False |
17,112 |
| 10 |
2,482.0 |
2,201.0 |
281.0 |
11.7% |
97.8 |
4.1% |
74% |
True |
False |
9,953 |
| 20 |
2,482.0 |
2,090.0 |
392.0 |
16.3% |
105.8 |
4.4% |
82% |
True |
False |
5,868 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
26.3% |
110.8 |
4.6% |
50% |
False |
False |
3,835 |
| 60 |
3,201.0 |
2,090.0 |
1,111.0 |
46.1% |
106.9 |
4.4% |
29% |
False |
False |
2,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,017.5 |
|
2.618 |
2,811.9 |
|
1.618 |
2,685.9 |
|
1.000 |
2,608.0 |
|
0.618 |
2,559.9 |
|
HIGH |
2,482.0 |
|
0.618 |
2,433.9 |
|
0.500 |
2,419.0 |
|
0.382 |
2,404.1 |
|
LOW |
2,356.0 |
|
0.618 |
2,278.1 |
|
1.000 |
2,230.0 |
|
1.618 |
2,152.1 |
|
2.618 |
2,026.1 |
|
4.250 |
1,820.5 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,419.0 |
2,403.3 |
| PP |
2,416.0 |
2,396.7 |
| S1 |
2,413.0 |
2,390.0 |
|