| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
913.50 |
907.00 |
-6.50 |
-0.7% |
871.25 |
| High |
918.25 |
911.50 |
-6.75 |
-0.7% |
918.75 |
| Low |
886.75 |
873.50 |
-13.25 |
-1.5% |
828.75 |
| Close |
903.00 |
892.50 |
-10.50 |
-1.2% |
885.50 |
| Range |
31.50 |
38.00 |
6.50 |
20.6% |
90.00 |
| ATR |
48.96 |
48.17 |
-0.78 |
-1.6% |
0.00 |
| Volume |
2,624,079 |
2,332,232 |
-291,847 |
-11.1% |
2,747,655 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,006.50 |
987.50 |
913.50 |
|
| R3 |
968.50 |
949.50 |
903.00 |
|
| R2 |
930.50 |
930.50 |
899.50 |
|
| R1 |
911.50 |
911.50 |
896.00 |
902.00 |
| PP |
892.50 |
892.50 |
892.50 |
887.75 |
| S1 |
873.50 |
873.50 |
889.00 |
864.00 |
| S2 |
854.50 |
854.50 |
885.50 |
|
| S3 |
816.50 |
835.50 |
882.00 |
|
| S4 |
778.50 |
797.50 |
871.50 |
|
|
| 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 |
10.0% |
42.00 |
4.7% |
71% |
False |
False |
2,426,844 |
| 10 |
918.75 |
816.25 |
102.50 |
11.5% |
41.75 |
4.7% |
74% |
False |
False |
1,287,697 |
| 20 |
918.75 |
737.25 |
181.50 |
20.3% |
48.50 |
5.4% |
86% |
False |
False |
652,265 |
| 40 |
1,006.50 |
737.25 |
269.25 |
30.2% |
53.00 |
5.9% |
58% |
False |
False |
328,449 |
| 60 |
1,227.25 |
737.25 |
490.00 |
54.9% |
60.50 |
6.8% |
32% |
False |
False |
221,138 |
| 80 |
1,303.75 |
737.25 |
566.50 |
63.5% |
53.75 |
6.0% |
27% |
False |
False |
165,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,073.00 |
|
2.618 |
1,011.00 |
|
1.618 |
973.00 |
|
1.000 |
949.50 |
|
0.618 |
935.00 |
|
HIGH |
911.50 |
|
0.618 |
897.00 |
|
0.500 |
892.50 |
|
0.382 |
888.00 |
|
LOW |
873.50 |
|
0.618 |
850.00 |
|
1.000 |
835.50 |
|
1.618 |
812.00 |
|
2.618 |
774.00 |
|
4.250 |
712.00 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
892.50 |
893.50 |
| PP |
892.50 |
893.00 |
| S1 |
892.50 |
892.75 |
|