| Trading Metrics calculated at close of trading on 15-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,385.0 |
2,475.0 |
90.0 |
3.8% |
2,388.0 |
| High |
2,474.0 |
2,483.0 |
9.0 |
0.4% |
2,523.0 |
| Low |
2,339.0 |
2,384.0 |
45.0 |
1.9% |
2,339.0 |
| Close |
2,421.0 |
2,414.0 |
-7.0 |
-0.3% |
2,421.0 |
| Range |
135.0 |
99.0 |
-36.0 |
-26.7% |
184.0 |
| ATR |
143.3 |
140.1 |
-3.2 |
-2.2% |
0.0 |
| Volume |
1,880,727 |
1,868,647 |
-12,080 |
-0.6% |
6,993,406 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,724.0 |
2,668.0 |
2,468.5 |
|
| R3 |
2,625.0 |
2,569.0 |
2,441.2 |
|
| R2 |
2,526.0 |
2,526.0 |
2,432.2 |
|
| R1 |
2,470.0 |
2,470.0 |
2,423.1 |
2,448.5 |
| PP |
2,427.0 |
2,427.0 |
2,427.0 |
2,416.3 |
| S1 |
2,371.0 |
2,371.0 |
2,404.9 |
2,349.5 |
| S2 |
2,328.0 |
2,328.0 |
2,395.9 |
|
| S3 |
2,229.0 |
2,272.0 |
2,386.8 |
|
| S4 |
2,130.0 |
2,173.0 |
2,359.6 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,979.7 |
2,884.3 |
2,522.2 |
|
| R3 |
2,795.7 |
2,700.3 |
2,471.6 |
|
| R2 |
2,611.7 |
2,611.7 |
2,454.7 |
|
| R1 |
2,516.3 |
2,516.3 |
2,437.9 |
2,564.0 |
| PP |
2,427.7 |
2,427.7 |
2,427.7 |
2,451.5 |
| S1 |
2,332.3 |
2,332.3 |
2,404.1 |
2,380.0 |
| S2 |
2,243.7 |
2,243.7 |
2,387.3 |
|
| S3 |
2,059.7 |
2,148.3 |
2,370.4 |
|
| S4 |
1,875.7 |
1,964.3 |
2,319.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,523.0 |
2,339.0 |
184.0 |
7.6% |
96.6 |
4.0% |
41% |
False |
False |
1,498,039 |
| 10 |
2,523.0 |
2,223.0 |
300.0 |
12.4% |
111.2 |
4.6% |
64% |
False |
False |
1,527,161 |
| 20 |
2,523.0 |
2,105.0 |
418.0 |
17.3% |
125.6 |
5.2% |
74% |
False |
False |
1,577,665 |
| 40 |
2,783.0 |
2,105.0 |
678.0 |
28.1% |
139.5 |
5.8% |
46% |
False |
False |
1,624,150 |
| 60 |
3,243.0 |
2,105.0 |
1,138.0 |
47.1% |
151.1 |
6.3% |
27% |
False |
False |
1,314,165 |
| 80 |
3,457.0 |
2,105.0 |
1,352.0 |
56.0% |
135.9 |
5.6% |
23% |
False |
False |
1,031,145 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
57.5% |
121.1 |
5.0% |
22% |
False |
False |
825,555 |
| 120 |
3,494.0 |
2,105.0 |
1,389.0 |
57.5% |
114.0 |
4.7% |
22% |
False |
False |
688,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.8 |
|
2.618 |
2,742.2 |
|
1.618 |
2,643.2 |
|
1.000 |
2,582.0 |
|
0.618 |
2,544.2 |
|
HIGH |
2,483.0 |
|
0.618 |
2,445.2 |
|
0.500 |
2,433.5 |
|
0.382 |
2,421.8 |
|
LOW |
2,384.0 |
|
0.618 |
2,322.8 |
|
1.000 |
2,285.0 |
|
1.618 |
2,223.8 |
|
2.618 |
2,124.8 |
|
4.250 |
1,963.3 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,433.5 |
2,428.0 |
| PP |
2,427.0 |
2,423.3 |
| S1 |
2,420.5 |
2,418.7 |
|