| Trading Metrics calculated at close of trading on 17-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
872.50 |
913.50 |
41.00 |
4.7% |
871.25 |
| High |
915.00 |
918.25 |
3.25 |
0.4% |
918.75 |
| Low |
868.50 |
886.75 |
18.25 |
2.1% |
828.75 |
| Close |
912.75 |
903.00 |
-9.75 |
-1.1% |
885.50 |
| Range |
46.50 |
31.50 |
-15.00 |
-32.3% |
90.00 |
| ATR |
50.30 |
48.96 |
-1.34 |
-2.7% |
0.00 |
| Volume |
2,246,114 |
2,624,079 |
377,965 |
16.8% |
2,747,655 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
997.25 |
981.50 |
920.25 |
|
| R3 |
965.75 |
950.00 |
911.75 |
|
| R2 |
934.25 |
934.25 |
908.75 |
|
| R1 |
918.50 |
918.50 |
906.00 |
910.50 |
| PP |
902.75 |
902.75 |
902.75 |
898.75 |
| S1 |
887.00 |
887.00 |
900.00 |
879.00 |
| S2 |
871.25 |
871.25 |
897.25 |
|
| S3 |
839.75 |
855.50 |
894.25 |
|
| S4 |
808.25 |
824.00 |
885.75 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.75 |
1,106.50 |
935.00 |
|
| R3 |
1,057.75 |
1,016.50 |
910.25 |
|
| R2 |
967.75 |
967.75 |
902.00 |
|
| R1 |
926.50 |
926.50 |
893.75 |
947.00 |
| PP |
877.75 |
877.75 |
877.75 |
888.00 |
| S1 |
836.50 |
836.50 |
877.25 |
857.00 |
| S2 |
787.75 |
787.75 |
869.00 |
|
| S3 |
697.75 |
746.50 |
860.75 |
|
| S4 |
607.75 |
656.50 |
836.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
918.25 |
828.75 |
89.50 |
9.9% |
42.00 |
4.6% |
83% |
True |
False |
2,035,130 |
| 10 |
918.75 |
816.25 |
102.50 |
11.4% |
42.25 |
4.7% |
85% |
False |
False |
1,058,333 |
| 20 |
918.75 |
737.25 |
181.50 |
20.1% |
49.75 |
5.5% |
91% |
False |
False |
536,017 |
| 40 |
1,006.50 |
737.25 |
269.25 |
29.8% |
54.50 |
6.0% |
62% |
False |
False |
270,210 |
| 60 |
1,227.25 |
737.25 |
490.00 |
54.3% |
60.50 |
6.7% |
34% |
False |
False |
182,304 |
| 80 |
1,303.75 |
737.25 |
566.50 |
62.7% |
53.25 |
5.9% |
29% |
False |
False |
136,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,052.00 |
|
2.618 |
1,000.75 |
|
1.618 |
969.25 |
|
1.000 |
949.75 |
|
0.618 |
937.75 |
|
HIGH |
918.25 |
|
0.618 |
906.25 |
|
0.500 |
902.50 |
|
0.382 |
898.75 |
|
LOW |
886.75 |
|
0.618 |
867.25 |
|
1.000 |
855.25 |
|
1.618 |
835.75 |
|
2.618 |
804.25 |
|
4.250 |
753.00 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
902.75 |
897.75 |
| PP |
902.75 |
892.50 |
| S1 |
902.50 |
887.25 |
|