| Trading Metrics calculated at close of trading on 18-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,445.0 |
2,424.0 |
-21.0 |
-0.9% |
2,366.0 |
| High |
2,448.0 |
2,428.0 |
-20.0 |
-0.8% |
2,474.0 |
| Low |
2,367.0 |
2,353.0 |
-14.0 |
-0.6% |
2,298.0 |
| Close |
2,395.0 |
2,408.0 |
13.0 |
0.5% |
2,377.0 |
| Range |
81.0 |
75.0 |
-6.0 |
-7.4% |
176.0 |
| ATR |
119.4 |
116.3 |
-3.2 |
-2.7% |
0.0 |
| Volume |
56,502 |
47,307 |
-9,195 |
-16.3% |
58,506 |
|
| Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.3 |
2,589.7 |
2,449.3 |
|
| R3 |
2,546.3 |
2,514.7 |
2,428.6 |
|
| R2 |
2,471.3 |
2,471.3 |
2,421.8 |
|
| R1 |
2,439.7 |
2,439.7 |
2,414.9 |
2,418.0 |
| PP |
2,396.3 |
2,396.3 |
2,396.3 |
2,385.5 |
| S1 |
2,364.7 |
2,364.7 |
2,401.1 |
2,343.0 |
| S2 |
2,321.3 |
2,321.3 |
2,394.3 |
|
| S3 |
2,246.3 |
2,289.7 |
2,387.4 |
|
| S4 |
2,171.3 |
2,214.7 |
2,366.8 |
|
|
| 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 |
7.6% |
101.0 |
4.2% |
60% |
False |
False |
33,405 |
| 10 |
2,482.0 |
2,201.0 |
281.0 |
11.7% |
91.9 |
3.8% |
74% |
False |
False |
20,006 |
| 20 |
2,482.0 |
2,090.0 |
392.0 |
16.3% |
99.1 |
4.1% |
81% |
False |
False |
10,689 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
26.4% |
107.5 |
4.5% |
50% |
False |
False |
6,246 |
| 60 |
3,140.0 |
2,090.0 |
1,050.0 |
43.6% |
107.3 |
4.5% |
30% |
False |
False |
4,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,746.8 |
|
2.618 |
2,624.4 |
|
1.618 |
2,549.4 |
|
1.000 |
2,503.0 |
|
0.618 |
2,474.4 |
|
HIGH |
2,428.0 |
|
0.618 |
2,399.4 |
|
0.500 |
2,390.5 |
|
0.382 |
2,381.7 |
|
LOW |
2,353.0 |
|
0.618 |
2,306.7 |
|
1.000 |
2,278.0 |
|
1.618 |
2,231.7 |
|
2.618 |
2,156.7 |
|
4.250 |
2,034.3 |
|
|
| Fisher Pivots for day following 18-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,402.2 |
2,417.5 |
| PP |
2,396.3 |
2,414.3 |
| S1 |
2,390.5 |
2,411.2 |
|