| 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 |
2,326.0 |
2,433.0 |
107.0 |
4.6% |
2,366.0 |
| High |
2,429.0 |
2,433.0 |
4.0 |
0.2% |
2,474.0 |
| Low |
2,298.0 |
2,341.0 |
43.0 |
1.9% |
2,298.0 |
| Close |
2,377.0 |
2,370.0 |
-7.0 |
-0.3% |
2,377.0 |
| Range |
131.0 |
92.0 |
-39.0 |
-29.8% |
176.0 |
| ATR |
124.4 |
122.1 |
-2.3 |
-1.9% |
0.0 |
| Volume |
27,594 |
16,202 |
-11,392 |
-41.3% |
58,506 |
|
| Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.3 |
2,605.7 |
2,420.6 |
|
| R3 |
2,565.3 |
2,513.7 |
2,395.3 |
|
| R2 |
2,473.3 |
2,473.3 |
2,386.9 |
|
| R1 |
2,421.7 |
2,421.7 |
2,378.4 |
2,401.5 |
| PP |
2,381.3 |
2,381.3 |
2,381.3 |
2,371.3 |
| S1 |
2,329.7 |
2,329.7 |
2,361.6 |
2,309.5 |
| S2 |
2,289.3 |
2,289.3 |
2,353.1 |
|
| S3 |
2,197.3 |
2,237.7 |
2,344.7 |
|
| S4 |
2,105.3 |
2,145.7 |
2,319.4 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,911.0 |
2,820.0 |
2,473.8 |
|
| R3 |
2,735.0 |
2,644.0 |
2,425.4 |
|
| R2 |
2,559.0 |
2,559.0 |
2,409.3 |
|
| R1 |
2,468.0 |
2,468.0 |
2,393.1 |
2,513.5 |
| PP |
2,383.0 |
2,383.0 |
2,383.0 |
2,405.8 |
| S1 |
2,292.0 |
2,292.0 |
2,360.9 |
2,337.5 |
| S2 |
2,207.0 |
2,207.0 |
2,344.7 |
|
| S3 |
2,031.0 |
2,116.0 |
2,328.6 |
|
| S4 |
1,855.0 |
1,940.0 |
2,280.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,474.0 |
2,298.0 |
176.0 |
7.4% |
92.2 |
3.9% |
41% |
False |
False |
13,840 |
| 10 |
2,474.0 |
2,201.0 |
273.0 |
11.5% |
98.0 |
4.1% |
62% |
False |
False |
8,149 |
| 20 |
2,474.0 |
2,090.0 |
384.0 |
16.2% |
103.0 |
4.3% |
73% |
False |
False |
4,920 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
26.8% |
110.3 |
4.7% |
44% |
False |
False |
3,367 |
| 60 |
3,201.0 |
2,090.0 |
1,111.0 |
46.9% |
105.8 |
4.5% |
25% |
False |
False |
2,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,824.0 |
|
2.618 |
2,673.9 |
|
1.618 |
2,581.9 |
|
1.000 |
2,525.0 |
|
0.618 |
2,489.9 |
|
HIGH |
2,433.0 |
|
0.618 |
2,397.9 |
|
0.500 |
2,387.0 |
|
0.382 |
2,376.1 |
|
LOW |
2,341.0 |
|
0.618 |
2,284.1 |
|
1.000 |
2,249.0 |
|
1.618 |
2,192.1 |
|
2.618 |
2,100.1 |
|
4.250 |
1,950.0 |
|
|
| Fisher Pivots for day following 15-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.0 |
2,384.5 |
| PP |
2,381.3 |
2,379.7 |
| S1 |
2,375.7 |
2,374.8 |
|