| 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 |
1,193.50 |
1,241.50 |
48.00 |
4.0% |
1,177.00 |
| High |
1,248.75 |
1,244.75 |
-4.00 |
-0.3% |
1,254.00 |
| Low |
1,189.25 |
1,205.25 |
16.00 |
1.3% |
1,135.00 |
| Close |
1,241.00 |
1,228.50 |
-12.50 |
-1.0% |
1,215.00 |
| Range |
59.50 |
39.50 |
-20.00 |
-33.6% |
119.00 |
| ATR |
67.08 |
65.11 |
-1.97 |
-2.9% |
0.00 |
| Volume |
309,117 |
342,050 |
32,933 |
10.7% |
304,293 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.75 |
1,326.00 |
1,250.25 |
|
| R3 |
1,305.25 |
1,286.50 |
1,239.25 |
|
| R2 |
1,265.75 |
1,265.75 |
1,235.75 |
|
| R1 |
1,247.00 |
1,247.00 |
1,232.00 |
1,236.50 |
| PP |
1,226.25 |
1,226.25 |
1,226.25 |
1,221.00 |
| S1 |
1,207.50 |
1,207.50 |
1,225.00 |
1,197.00 |
| S2 |
1,186.75 |
1,186.75 |
1,221.25 |
|
| S3 |
1,147.25 |
1,168.00 |
1,217.75 |
|
| S4 |
1,107.75 |
1,128.50 |
1,206.75 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.25 |
1,505.75 |
1,280.50 |
|
| R3 |
1,439.25 |
1,386.75 |
1,247.75 |
|
| R2 |
1,320.25 |
1,320.25 |
1,236.75 |
|
| R1 |
1,267.75 |
1,267.75 |
1,226.00 |
1,294.00 |
| PP |
1,201.25 |
1,201.25 |
1,201.25 |
1,214.50 |
| S1 |
1,148.75 |
1,148.75 |
1,204.00 |
1,175.00 |
| S2 |
1,082.25 |
1,082.25 |
1,193.25 |
|
| S3 |
963.25 |
1,029.75 |
1,182.25 |
|
| S4 |
844.25 |
910.75 |
1,149.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,248.75 |
1,135.00 |
113.75 |
9.3% |
58.50 |
4.8% |
82% |
False |
False |
263,489 |
| 10 |
1,254.00 |
1,097.00 |
157.00 |
12.8% |
59.25 |
4.8% |
84% |
False |
False |
133,197 |
| 20 |
1,254.00 |
1,021.00 |
233.00 |
19.0% |
63.75 |
5.2% |
89% |
False |
False |
66,729 |
| 40 |
1,392.00 |
1,021.00 |
371.00 |
30.2% |
69.50 |
5.7% |
56% |
False |
False |
33,435 |
| 60 |
1,719.75 |
1,021.00 |
698.75 |
56.9% |
78.50 |
6.4% |
30% |
False |
False |
22,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,412.50 |
|
2.618 |
1,348.25 |
|
1.618 |
1,308.75 |
|
1.000 |
1,284.25 |
|
0.618 |
1,269.25 |
|
HIGH |
1,244.75 |
|
0.618 |
1,229.75 |
|
0.500 |
1,225.00 |
|
0.382 |
1,220.25 |
|
LOW |
1,205.25 |
|
0.618 |
1,180.75 |
|
1.000 |
1,165.75 |
|
1.618 |
1,141.25 |
|
2.618 |
1,101.75 |
|
4.250 |
1,037.50 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,227.25 |
1,221.75 |
| PP |
1,226.25 |
1,215.25 |
| S1 |
1,225.00 |
1,208.50 |
|