| 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 |
3,503.0 |
3,576.0 |
73.0 |
2.1% |
3,568.0 |
| High |
3,542.0 |
3,652.0 |
110.0 |
3.1% |
3,653.0 |
| Low |
3,443.0 |
3,561.0 |
118.0 |
3.4% |
3,443.0 |
| Close |
3,499.0 |
3,582.0 |
83.0 |
2.4% |
3,499.0 |
| Range |
99.0 |
91.0 |
-8.0 |
-8.1% |
210.0 |
| ATR |
115.6 |
118.2 |
2.7 |
2.3% |
0.0 |
| Volume |
3,052 |
49,737 |
46,685 |
1,529.7% |
8,431 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,871.3 |
3,817.7 |
3,632.1 |
|
| R3 |
3,780.3 |
3,726.7 |
3,607.0 |
|
| R2 |
3,689.3 |
3,689.3 |
3,598.7 |
|
| R1 |
3,635.7 |
3,635.7 |
3,590.3 |
3,662.5 |
| PP |
3,598.3 |
3,598.3 |
3,598.3 |
3,611.8 |
| S1 |
3,544.7 |
3,544.7 |
3,573.7 |
3,571.5 |
| S2 |
3,507.3 |
3,507.3 |
3,565.3 |
|
| S3 |
3,416.3 |
3,453.7 |
3,557.0 |
|
| S4 |
3,325.3 |
3,362.7 |
3,532.0 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,161.7 |
4,040.3 |
3,614.5 |
|
| R3 |
3,951.7 |
3,830.3 |
3,556.8 |
|
| R2 |
3,741.7 |
3,741.7 |
3,537.5 |
|
| R1 |
3,620.3 |
3,620.3 |
3,518.3 |
3,576.0 |
| PP |
3,531.7 |
3,531.7 |
3,531.7 |
3,509.5 |
| S1 |
3,410.3 |
3,410.3 |
3,479.8 |
3,366.0 |
| S2 |
3,321.7 |
3,321.7 |
3,460.5 |
|
| S3 |
3,111.7 |
3,200.3 |
3,441.3 |
|
| S4 |
2,901.7 |
2,990.3 |
3,383.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,653.0 |
3,443.0 |
210.0 |
5.9% |
109.0 |
3.0% |
66% |
False |
False |
11,512 |
| 10 |
3,653.0 |
3,443.0 |
210.0 |
5.9% |
86.3 |
2.4% |
66% |
False |
False |
5,851 |
| 20 |
3,719.0 |
3,229.0 |
490.0 |
13.7% |
75.5 |
2.1% |
72% |
False |
False |
4,208 |
| 40 |
4,326.0 |
3,229.0 |
1,097.0 |
30.6% |
53.1 |
1.5% |
32% |
False |
False |
2,638 |
| 60 |
5,009.0 |
3,229.0 |
1,780.0 |
49.7% |
47.5 |
1.3% |
20% |
False |
False |
2,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,038.8 |
|
2.618 |
3,890.2 |
|
1.618 |
3,799.2 |
|
1.000 |
3,743.0 |
|
0.618 |
3,708.2 |
|
HIGH |
3,652.0 |
|
0.618 |
3,617.2 |
|
0.500 |
3,606.5 |
|
0.382 |
3,595.8 |
|
LOW |
3,561.0 |
|
0.618 |
3,504.8 |
|
1.000 |
3,470.0 |
|
1.618 |
3,413.8 |
|
2.618 |
3,322.8 |
|
4.250 |
3,174.3 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,606.5 |
3,570.5 |
| PP |
3,598.3 |
3,559.0 |
| S1 |
3,590.2 |
3,547.5 |
|