| 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 |
2,475.0 |
2,422.0 |
-53.0 |
-2.1% |
2,388.0 |
| High |
2,483.0 |
2,527.0 |
44.0 |
1.8% |
2,523.0 |
| Low |
2,384.0 |
2,399.0 |
15.0 |
0.6% |
2,339.0 |
| Close |
2,414.0 |
2,452.0 |
38.0 |
1.6% |
2,421.0 |
| Range |
99.0 |
128.0 |
29.0 |
29.3% |
184.0 |
| ATR |
140.1 |
139.3 |
-0.9 |
-0.6% |
0.0 |
| Volume |
1,868,647 |
2,111,934 |
243,287 |
13.0% |
6,993,406 |
|
| Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,843.3 |
2,775.7 |
2,522.4 |
|
| R3 |
2,715.3 |
2,647.7 |
2,487.2 |
|
| R2 |
2,587.3 |
2,587.3 |
2,475.5 |
|
| R1 |
2,519.7 |
2,519.7 |
2,463.7 |
2,553.5 |
| PP |
2,459.3 |
2,459.3 |
2,459.3 |
2,476.3 |
| S1 |
2,391.7 |
2,391.7 |
2,440.3 |
2,425.5 |
| S2 |
2,331.3 |
2,331.3 |
2,428.5 |
|
| S3 |
2,203.3 |
2,263.7 |
2,416.8 |
|
| S4 |
2,075.3 |
2,135.7 |
2,381.6 |
|
|
| 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 |
2,527.0 |
2,339.0 |
188.0 |
7.7% |
99.8 |
4.1% |
60% |
True |
False |
1,627,488 |
| 10 |
2,527.0 |
2,223.0 |
304.0 |
12.4% |
110.1 |
4.5% |
75% |
True |
False |
1,583,236 |
| 20 |
2,527.0 |
2,105.0 |
422.0 |
17.2% |
126.4 |
5.2% |
82% |
True |
False |
1,591,625 |
| 40 |
2,783.0 |
2,105.0 |
678.0 |
27.7% |
140.2 |
5.7% |
51% |
False |
False |
1,676,948 |
| 60 |
3,243.0 |
2,105.0 |
1,138.0 |
46.4% |
151.9 |
6.2% |
30% |
False |
False |
1,321,087 |
| 80 |
3,457.0 |
2,105.0 |
1,352.0 |
55.1% |
136.7 |
5.6% |
26% |
False |
False |
1,057,457 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
56.6% |
121.7 |
5.0% |
25% |
False |
False |
846,673 |
| 120 |
3,494.0 |
2,105.0 |
1,389.0 |
56.6% |
114.6 |
4.7% |
25% |
False |
False |
706,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,071.0 |
|
2.618 |
2,862.1 |
|
1.618 |
2,734.1 |
|
1.000 |
2,655.0 |
|
0.618 |
2,606.1 |
|
HIGH |
2,527.0 |
|
0.618 |
2,478.1 |
|
0.500 |
2,463.0 |
|
0.382 |
2,447.9 |
|
LOW |
2,399.0 |
|
0.618 |
2,319.9 |
|
1.000 |
2,271.0 |
|
1.618 |
2,191.9 |
|
2.618 |
2,063.9 |
|
4.250 |
1,855.0 |
|
|
| Fisher Pivots for day following 16-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,463.0 |
2,445.7 |
| PP |
2,459.3 |
2,439.3 |
| S1 |
2,455.7 |
2,433.0 |
|