| 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 |
4,595.0 |
4,788.5 |
193.5 |
4.2% |
4,663.0 |
| High |
4,778.0 |
4,810.0 |
32.0 |
0.7% |
4,878.5 |
| Low |
4,549.0 |
4,641.5 |
92.5 |
2.0% |
4,549.0 |
| Close |
4,696.5 |
4,688.0 |
-8.5 |
-0.2% |
4,696.5 |
| Range |
229.0 |
168.5 |
-60.5 |
-26.4% |
329.5 |
| ATR |
259.6 |
253.1 |
-6.5 |
-2.5% |
0.0 |
| Volume |
10,491 |
34,122 |
23,631 |
225.3% |
31,548 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,218.7 |
5,121.8 |
4,780.7 |
|
| R3 |
5,050.2 |
4,953.3 |
4,734.3 |
|
| R2 |
4,881.7 |
4,881.7 |
4,718.9 |
|
| R1 |
4,784.8 |
4,784.8 |
4,703.4 |
4,749.0 |
| PP |
4,713.2 |
4,713.2 |
4,713.2 |
4,695.3 |
| S1 |
4,616.3 |
4,616.3 |
4,672.6 |
4,580.5 |
| S2 |
4,544.7 |
4,544.7 |
4,657.1 |
|
| S3 |
4,376.2 |
4,447.8 |
4,641.7 |
|
| S4 |
4,207.7 |
4,279.3 |
4,595.3 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,696.5 |
5,526.0 |
4,877.7 |
|
| R3 |
5,367.0 |
5,196.5 |
4,787.1 |
|
| R2 |
5,037.5 |
5,037.5 |
4,756.9 |
|
| R1 |
4,867.0 |
4,867.0 |
4,726.7 |
4,952.3 |
| PP |
4,708.0 |
4,708.0 |
4,708.0 |
4,750.6 |
| S1 |
4,537.5 |
4,537.5 |
4,666.3 |
4,622.8 |
| S2 |
4,378.5 |
4,378.5 |
4,636.1 |
|
| S3 |
4,049.0 |
4,208.0 |
4,605.9 |
|
| S4 |
3,719.5 |
3,878.5 |
4,515.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,878.5 |
4,549.0 |
329.5 |
7.0% |
167.4 |
3.6% |
42% |
False |
False |
11,826 |
| 10 |
4,878.5 |
4,339.0 |
539.5 |
11.5% |
199.7 |
4.3% |
65% |
False |
False |
7,089 |
| 20 |
4,878.5 |
4,066.0 |
812.5 |
17.3% |
227.4 |
4.8% |
77% |
False |
False |
4,215 |
| 40 |
5,385.0 |
4,066.0 |
1,319.0 |
28.1% |
263.2 |
5.6% |
47% |
False |
False |
2,714 |
| 60 |
6,318.5 |
4,066.0 |
2,252.5 |
48.0% |
272.4 |
5.8% |
28% |
False |
False |
2,083 |
| 80 |
6,706.5 |
4,066.0 |
2,640.5 |
56.3% |
242.0 |
5.2% |
24% |
False |
False |
2,207 |
| 100 |
6,806.5 |
4,066.0 |
2,740.5 |
58.5% |
213.4 |
4.6% |
23% |
False |
False |
1,829 |
| 120 |
6,806.5 |
4,066.0 |
2,740.5 |
58.5% |
199.5 |
4.3% |
23% |
False |
False |
1,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,526.1 |
|
2.618 |
5,251.1 |
|
1.618 |
5,082.6 |
|
1.000 |
4,978.5 |
|
0.618 |
4,914.1 |
|
HIGH |
4,810.0 |
|
0.618 |
4,745.6 |
|
0.500 |
4,725.8 |
|
0.382 |
4,705.9 |
|
LOW |
4,641.5 |
|
0.618 |
4,537.4 |
|
1.000 |
4,473.0 |
|
1.618 |
4,368.9 |
|
2.618 |
4,200.4 |
|
4.250 |
3,925.4 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,725.8 |
4,699.5 |
| PP |
4,713.2 |
4,695.7 |
| S1 |
4,700.6 |
4,691.8 |
|