| Trading Metrics calculated at close of trading on 19-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
3,541.0 |
3,548.0 |
7.0 |
0.2% |
3,576.0 |
| High |
3,594.0 |
3,633.0 |
39.0 |
1.1% |
3,652.0 |
| Low |
3,500.0 |
3,498.0 |
-2.0 |
-0.1% |
3,492.0 |
| Close |
3,571.0 |
3,599.0 |
28.0 |
0.8% |
3,599.0 |
| Range |
94.0 |
135.0 |
41.0 |
43.6% |
160.0 |
| ATR |
114.2 |
115.7 |
1.5 |
1.3% |
0.0 |
| Volume |
26,516 |
21,329 |
-5,187 |
-19.6% |
347,559 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,981.7 |
3,925.3 |
3,673.3 |
|
| R3 |
3,846.7 |
3,790.3 |
3,636.1 |
|
| R2 |
3,711.7 |
3,711.7 |
3,623.8 |
|
| R1 |
3,655.3 |
3,655.3 |
3,611.4 |
3,683.5 |
| PP |
3,576.7 |
3,576.7 |
3,576.7 |
3,590.8 |
| S1 |
3,520.3 |
3,520.3 |
3,586.6 |
3,548.5 |
| S2 |
3,441.7 |
3,441.7 |
3,574.3 |
|
| S3 |
3,306.7 |
3,385.3 |
3,561.9 |
|
| S4 |
3,171.7 |
3,250.3 |
3,524.8 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,061.0 |
3,990.0 |
3,687.0 |
|
| R3 |
3,901.0 |
3,830.0 |
3,643.0 |
|
| R2 |
3,741.0 |
3,741.0 |
3,628.3 |
|
| R1 |
3,670.0 |
3,670.0 |
3,613.7 |
3,705.5 |
| PP |
3,581.0 |
3,581.0 |
3,581.0 |
3,598.8 |
| S1 |
3,510.0 |
3,510.0 |
3,584.3 |
3,545.5 |
| S2 |
3,421.0 |
3,421.0 |
3,569.7 |
|
| S3 |
3,261.0 |
3,350.0 |
3,555.0 |
|
| S4 |
3,101.0 |
3,190.0 |
3,511.0 |
|
|
| 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 |
3,492.0 |
160.0 |
4.4% |
102.0 |
2.8% |
67% |
False |
False |
69,511 |
| 10 |
3,653.0 |
3,443.0 |
210.0 |
5.8% |
101.9 |
2.8% |
74% |
False |
False |
35,599 |
| 20 |
3,719.0 |
3,365.0 |
354.0 |
9.8% |
79.3 |
2.2% |
66% |
False |
False |
18,219 |
| 40 |
4,326.0 |
3,229.0 |
1,097.0 |
30.5% |
60.6 |
1.7% |
34% |
False |
False |
10,079 |
| 60 |
4,964.0 |
3,229.0 |
1,735.0 |
48.2% |
52.5 |
1.5% |
21% |
False |
False |
7,853 |
| 80 |
5,185.0 |
3,229.0 |
1,956.0 |
54.3% |
45.9 |
1.3% |
19% |
False |
False |
5,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,206.8 |
|
2.618 |
3,986.4 |
|
1.618 |
3,851.4 |
|
1.000 |
3,768.0 |
|
0.618 |
3,716.4 |
|
HIGH |
3,633.0 |
|
0.618 |
3,581.4 |
|
0.500 |
3,565.5 |
|
0.382 |
3,549.6 |
|
LOW |
3,498.0 |
|
0.618 |
3,414.6 |
|
1.000 |
3,363.0 |
|
1.618 |
3,279.6 |
|
2.618 |
3,144.6 |
|
4.250 |
2,924.3 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,587.8 |
3,588.2 |
| PP |
3,576.7 |
3,577.3 |
| S1 |
3,565.5 |
3,566.5 |
|