| 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 |
2,376.0 |
2,445.0 |
69.0 |
2.9% |
2,366.0 |
| High |
2,482.0 |
2,448.0 |
-34.0 |
-1.4% |
2,474.0 |
| Low |
2,356.0 |
2,367.0 |
11.0 |
0.5% |
2,298.0 |
| Close |
2,410.0 |
2,395.0 |
-15.0 |
-0.6% |
2,377.0 |
| Range |
126.0 |
81.0 |
-45.0 |
-35.7% |
176.0 |
| ATR |
122.4 |
119.4 |
-3.0 |
-2.4% |
0.0 |
| Volume |
19,424 |
56,502 |
37,078 |
190.9% |
58,506 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.3 |
2,601.7 |
2,439.6 |
|
| R3 |
2,565.3 |
2,520.7 |
2,417.3 |
|
| R2 |
2,484.3 |
2,484.3 |
2,409.9 |
|
| R1 |
2,439.7 |
2,439.7 |
2,402.4 |
2,421.5 |
| PP |
2,403.3 |
2,403.3 |
2,403.3 |
2,394.3 |
| S1 |
2,358.7 |
2,358.7 |
2,387.6 |
2,340.5 |
| S2 |
2,322.3 |
2,322.3 |
2,380.2 |
|
| S3 |
2,241.3 |
2,277.7 |
2,372.7 |
|
| S4 |
2,160.3 |
2,196.7 |
2,350.5 |
|
|
| 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 |
2,482.0 |
2,298.0 |
184.0 |
7.7% |
100.6 |
4.2% |
53% |
False |
False |
26,249 |
| 10 |
2,482.0 |
2,201.0 |
281.0 |
11.7% |
95.9 |
4.0% |
69% |
False |
False |
15,394 |
| 20 |
2,482.0 |
2,090.0 |
392.0 |
16.4% |
101.8 |
4.3% |
78% |
False |
False |
8,540 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
26.5% |
108.1 |
4.5% |
48% |
False |
False |
5,213 |
| 60 |
3,201.0 |
2,090.0 |
1,111.0 |
46.4% |
107.5 |
4.5% |
27% |
False |
False |
3,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,792.3 |
|
2.618 |
2,660.1 |
|
1.618 |
2,579.1 |
|
1.000 |
2,529.0 |
|
0.618 |
2,498.1 |
|
HIGH |
2,448.0 |
|
0.618 |
2,417.1 |
|
0.500 |
2,407.5 |
|
0.382 |
2,397.9 |
|
LOW |
2,367.0 |
|
0.618 |
2,316.9 |
|
1.000 |
2,286.0 |
|
1.618 |
2,235.9 |
|
2.618 |
2,154.9 |
|
4.250 |
2,022.8 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,407.5 |
2,411.5 |
| PP |
2,403.3 |
2,406.0 |
| S1 |
2,399.2 |
2,400.5 |
|