| 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 |
8,823.94 |
8,606.50 |
-217.44 |
-2.5% |
8,628.81 |
| High |
8,883.36 |
8,787.23 |
-96.13 |
-1.1% |
8,961.26 |
| Low |
8,527.41 |
8,550.43 |
23.02 |
0.3% |
8,469.03 |
| Close |
8,604.99 |
8,579.11 |
-25.88 |
-0.3% |
8,579.11 |
| Range |
355.95 |
236.80 |
-119.15 |
-33.5% |
492.23 |
| ATR |
380.11 |
369.88 |
-10.24 |
-2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,349.32 |
9,201.02 |
8,709.35 |
|
| R3 |
9,112.52 |
8,964.22 |
8,644.23 |
|
| R2 |
8,875.72 |
8,875.72 |
8,622.52 |
|
| R1 |
8,727.42 |
8,727.42 |
8,600.82 |
8,683.17 |
| PP |
8,638.92 |
8,638.92 |
8,638.92 |
8,616.80 |
| S1 |
8,490.62 |
8,490.62 |
8,557.40 |
8,446.37 |
| S2 |
8,402.12 |
8,402.12 |
8,535.70 |
|
| S3 |
8,165.32 |
8,253.82 |
8,513.99 |
|
| S4 |
7,928.52 |
8,017.02 |
8,448.87 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,146.49 |
9,855.03 |
8,849.84 |
|
| R3 |
9,654.26 |
9,362.80 |
8,714.47 |
|
| R2 |
9,162.03 |
9,162.03 |
8,669.35 |
|
| R1 |
8,870.57 |
8,870.57 |
8,624.23 |
8,770.19 |
| PP |
8,669.80 |
8,669.80 |
8,669.80 |
8,619.61 |
| S1 |
8,378.34 |
8,378.34 |
8,533.99 |
8,277.96 |
| S2 |
8,177.57 |
8,177.57 |
8,488.87 |
|
| S3 |
7,685.34 |
7,886.11 |
8,443.75 |
|
| S4 |
7,193.11 |
7,393.88 |
8,308.38 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,961.26 |
8,469.03 |
492.23 |
5.7% |
275.27 |
3.2% |
22% |
False |
False |
|
| 10 |
9,026.41 |
8,347.81 |
678.60 |
7.9% |
291.20 |
3.4% |
34% |
False |
False |
|
| 20 |
9,026.41 |
7,449.38 |
1,577.03 |
18.4% |
364.76 |
4.3% |
72% |
False |
False |
|
| 40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.7% |
410.26 |
4.8% |
51% |
False |
False |
|
| 60 |
11,168.06 |
7,449.38 |
3,718.68 |
43.3% |
478.03 |
5.6% |
30% |
False |
False |
|
| 80 |
11,790.17 |
7,449.38 |
4,340.79 |
50.6% |
438.05 |
5.1% |
26% |
False |
False |
|
| 100 |
11,867.11 |
7,449.38 |
4,417.73 |
51.5% |
390.92 |
4.6% |
26% |
False |
False |
|
| 120 |
11,867.11 |
7,449.38 |
4,417.73 |
51.5% |
362.91 |
4.2% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,793.63 |
|
2.618 |
9,407.17 |
|
1.618 |
9,170.37 |
|
1.000 |
9,024.03 |
|
0.618 |
8,933.57 |
|
HIGH |
8,787.23 |
|
0.618 |
8,696.77 |
|
0.500 |
8,668.83 |
|
0.382 |
8,640.89 |
|
LOW |
8,550.43 |
|
0.618 |
8,404.09 |
|
1.000 |
8,313.63 |
|
1.618 |
8,167.29 |
|
2.618 |
7,930.49 |
|
4.250 |
7,544.03 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8,668.83 |
8,744.34 |
| PP |
8,638.92 |
8,689.26 |
| S1 |
8,609.02 |
8,634.19 |
|