| 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 |
4,581.0 |
4,774.0 |
193.0 |
4.2% |
4,631.0 |
| High |
4,759.5 |
4,799.0 |
39.5 |
0.8% |
4,855.5 |
| Low |
4,523.0 |
4,618.0 |
95.0 |
2.1% |
4,523.0 |
| Close |
4,675.0 |
4,667.0 |
-8.0 |
-0.2% |
4,675.0 |
| Range |
236.5 |
181.0 |
-55.5 |
-23.5% |
332.5 |
| ATR |
268.9 |
262.6 |
-6.3 |
-2.3% |
0.0 |
| Volume |
183,417 |
169,772 |
-13,645 |
-7.4% |
770,104 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,237.7 |
5,133.3 |
4,766.6 |
|
| R3 |
5,056.7 |
4,952.3 |
4,716.8 |
|
| R2 |
4,875.7 |
4,875.7 |
4,700.2 |
|
| R1 |
4,771.3 |
4,771.3 |
4,683.6 |
4,733.0 |
| PP |
4,694.7 |
4,694.7 |
4,694.7 |
4,675.5 |
| S1 |
4,590.3 |
4,590.3 |
4,650.4 |
4,552.0 |
| S2 |
4,513.7 |
4,513.7 |
4,633.8 |
|
| S3 |
4,332.7 |
4,409.3 |
4,617.2 |
|
| S4 |
4,151.7 |
4,228.3 |
4,567.5 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,682.0 |
5,511.0 |
4,857.9 |
|
| R3 |
5,349.5 |
5,178.5 |
4,766.4 |
|
| R2 |
5,017.0 |
5,017.0 |
4,736.0 |
|
| R1 |
4,846.0 |
4,846.0 |
4,705.5 |
4,931.5 |
| PP |
4,684.5 |
4,684.5 |
4,684.5 |
4,727.3 |
| S1 |
4,513.5 |
4,513.5 |
4,644.5 |
4,599.0 |
| S2 |
4,352.0 |
4,352.0 |
4,614.0 |
|
| S3 |
4,019.5 |
4,181.0 |
4,583.6 |
|
| S4 |
3,687.0 |
3,848.5 |
4,492.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,855.5 |
4,523.0 |
332.5 |
7.1% |
173.6 |
3.7% |
43% |
False |
False |
156,108 |
| 10 |
4,855.5 |
4,308.0 |
547.5 |
11.7% |
210.6 |
4.5% |
66% |
False |
False |
168,714 |
| 20 |
4,855.5 |
4,034.0 |
821.5 |
17.6% |
239.7 |
5.1% |
77% |
False |
False |
175,725 |
| 40 |
5,356.0 |
4,032.5 |
1,323.5 |
28.4% |
277.1 |
5.9% |
48% |
False |
False |
190,224 |
| 60 |
6,255.0 |
4,032.5 |
2,222.5 |
47.6% |
291.1 |
6.2% |
29% |
False |
False |
214,441 |
| 80 |
6,637.0 |
4,032.5 |
2,604.5 |
55.8% |
257.6 |
5.5% |
24% |
False |
False |
171,274 |
| 100 |
6,738.0 |
4,032.5 |
2,705.5 |
58.0% |
229.1 |
4.9% |
23% |
False |
False |
137,222 |
| 120 |
6,738.0 |
4,032.5 |
2,705.5 |
58.0% |
215.1 |
4.6% |
23% |
False |
False |
114,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,568.3 |
|
2.618 |
5,272.9 |
|
1.618 |
5,091.9 |
|
1.000 |
4,980.0 |
|
0.618 |
4,910.9 |
|
HIGH |
4,799.0 |
|
0.618 |
4,729.9 |
|
0.500 |
4,708.5 |
|
0.382 |
4,687.1 |
|
LOW |
4,618.0 |
|
0.618 |
4,506.1 |
|
1.000 |
4,437.0 |
|
1.618 |
4,325.1 |
|
2.618 |
4,144.1 |
|
4.250 |
3,848.8 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,708.5 |
4,675.0 |
| PP |
4,694.7 |
4,672.3 |
| S1 |
4,680.8 |
4,669.7 |
|