| 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 |
2,424.0 |
2,373.0 |
-51.0 |
-2.1% |
2,433.0 |
| High |
2,428.0 |
2,428.0 |
0.0 |
0.0% |
2,482.0 |
| Low |
2,353.0 |
2,358.0 |
5.0 |
0.2% |
2,341.0 |
| Close |
2,408.0 |
2,399.0 |
-9.0 |
-0.4% |
2,399.0 |
| Range |
75.0 |
70.0 |
-5.0 |
-6.7% |
141.0 |
| ATR |
116.3 |
113.0 |
-3.3 |
-2.8% |
0.0 |
| Volume |
47,307 |
7,676 |
-39,631 |
-83.8% |
147,111 |
|
| Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,605.0 |
2,572.0 |
2,437.5 |
|
| R3 |
2,535.0 |
2,502.0 |
2,418.3 |
|
| R2 |
2,465.0 |
2,465.0 |
2,411.8 |
|
| R1 |
2,432.0 |
2,432.0 |
2,405.4 |
2,448.5 |
| PP |
2,395.0 |
2,395.0 |
2,395.0 |
2,403.3 |
| S1 |
2,362.0 |
2,362.0 |
2,392.6 |
2,378.5 |
| S2 |
2,325.0 |
2,325.0 |
2,386.2 |
|
| S3 |
2,255.0 |
2,292.0 |
2,379.8 |
|
| S4 |
2,185.0 |
2,222.0 |
2,360.5 |
|
|
| Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.3 |
2,755.7 |
2,476.6 |
|
| R3 |
2,689.3 |
2,614.7 |
2,437.8 |
|
| R2 |
2,548.3 |
2,548.3 |
2,424.9 |
|
| R1 |
2,473.7 |
2,473.7 |
2,411.9 |
2,440.5 |
| PP |
2,407.3 |
2,407.3 |
2,407.3 |
2,390.8 |
| S1 |
2,332.7 |
2,332.7 |
2,386.1 |
2,299.5 |
| S2 |
2,266.3 |
2,266.3 |
2,373.2 |
|
| S3 |
2,125.3 |
2,191.7 |
2,360.2 |
|
| S4 |
1,984.3 |
2,050.7 |
2,321.5 |
|
|
| 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 |
2,341.0 |
141.0 |
5.9% |
88.8 |
3.7% |
41% |
False |
False |
29,422 |
| 10 |
2,482.0 |
2,298.0 |
184.0 |
7.7% |
88.8 |
3.7% |
55% |
False |
False |
20,561 |
| 20 |
2,482.0 |
2,167.0 |
315.0 |
13.1% |
96.7 |
4.0% |
74% |
False |
False |
11,013 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
26.5% |
105.4 |
4.4% |
49% |
False |
False |
6,435 |
| 60 |
3,103.0 |
2,090.0 |
1,013.0 |
42.2% |
107.9 |
4.5% |
31% |
False |
False |
4,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,725.5 |
|
2.618 |
2,611.3 |
|
1.618 |
2,541.3 |
|
1.000 |
2,498.0 |
|
0.618 |
2,471.3 |
|
HIGH |
2,428.0 |
|
0.618 |
2,401.3 |
|
0.500 |
2,393.0 |
|
0.382 |
2,384.7 |
|
LOW |
2,358.0 |
|
0.618 |
2,314.7 |
|
1.000 |
2,288.0 |
|
1.618 |
2,244.7 |
|
2.618 |
2,174.7 |
|
4.250 |
2,060.5 |
|
|
| Fisher Pivots for day following 19-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,397.0 |
2,400.5 |
| PP |
2,395.0 |
2,400.0 |
| S1 |
2,393.0 |
2,399.5 |
|