| 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 |
3,560.0 |
3,590.0 |
30.0 |
0.8% |
3,568.0 |
| High |
3,572.0 |
3,635.0 |
63.0 |
1.8% |
3,653.0 |
| Low |
3,492.0 |
3,525.0 |
33.0 |
0.9% |
3,443.0 |
| Close |
3,540.0 |
3,581.0 |
41.0 |
1.2% |
3,499.0 |
| Range |
80.0 |
110.0 |
30.0 |
37.5% |
210.0 |
| ATR |
116.2 |
115.8 |
-0.4 |
-0.4% |
0.0 |
| Volume |
127,628 |
122,349 |
-5,279 |
-4.1% |
8,431 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,910.3 |
3,855.7 |
3,641.5 |
|
| R3 |
3,800.3 |
3,745.7 |
3,611.3 |
|
| R2 |
3,690.3 |
3,690.3 |
3,601.2 |
|
| R1 |
3,635.7 |
3,635.7 |
3,591.1 |
3,608.0 |
| PP |
3,580.3 |
3,580.3 |
3,580.3 |
3,566.5 |
| S1 |
3,525.7 |
3,525.7 |
3,570.9 |
3,498.0 |
| S2 |
3,470.3 |
3,470.3 |
3,560.8 |
|
| S3 |
3,360.3 |
3,415.7 |
3,550.8 |
|
| S4 |
3,250.3 |
3,305.7 |
3,520.5 |
|
|
| 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 |
3,652.0 |
3,443.0 |
209.0 |
5.8% |
99.6 |
2.8% |
66% |
False |
False |
60,884 |
| 10 |
3,653.0 |
3,443.0 |
210.0 |
5.9% |
94.9 |
2.7% |
66% |
False |
False |
30,828 |
| 20 |
3,719.0 |
3,229.0 |
490.0 |
13.7% |
77.1 |
2.2% |
72% |
False |
False |
16,693 |
| 40 |
4,326.0 |
3,229.0 |
1,097.0 |
30.6% |
56.7 |
1.6% |
32% |
False |
False |
8,884 |
| 60 |
4,996.0 |
3,229.0 |
1,767.0 |
49.3% |
49.8 |
1.4% |
20% |
False |
False |
7,057 |
| 80 |
5,188.0 |
3,229.0 |
1,959.0 |
54.7% |
43.0 |
1.2% |
18% |
False |
False |
5,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,102.5 |
|
2.618 |
3,923.0 |
|
1.618 |
3,813.0 |
|
1.000 |
3,745.0 |
|
0.618 |
3,703.0 |
|
HIGH |
3,635.0 |
|
0.618 |
3,593.0 |
|
0.500 |
3,580.0 |
|
0.382 |
3,567.0 |
|
LOW |
3,525.0 |
|
0.618 |
3,457.0 |
|
1.000 |
3,415.0 |
|
1.618 |
3,347.0 |
|
2.618 |
3,237.0 |
|
4.250 |
3,057.5 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,580.7 |
3,578.0 |
| PP |
3,580.3 |
3,575.0 |
| S1 |
3,580.0 |
3,572.0 |
|