| 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 |
4,738.5 |
4,844.0 |
105.5 |
2.2% |
4,687.0 |
| High |
4,901.5 |
4,847.0 |
-54.5 |
-1.1% |
4,909.0 |
| Low |
4,698.0 |
4,692.5 |
-5.5 |
-0.1% |
4,576.5 |
| Close |
4,771.5 |
4,760.5 |
-11.0 |
-0.2% |
4,724.5 |
| Range |
203.5 |
154.5 |
-49.0 |
-24.1% |
332.5 |
| ATR |
232.7 |
227.1 |
-5.6 |
-2.4% |
0.0 |
| Volume |
6,379 |
4,889 |
-1,490 |
-23.4% |
6,283 |
|
| Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,230.2 |
5,149.8 |
4,845.5 |
|
| R3 |
5,075.7 |
4,995.3 |
4,803.0 |
|
| R2 |
4,921.2 |
4,921.2 |
4,788.8 |
|
| R1 |
4,840.8 |
4,840.8 |
4,774.7 |
4,803.8 |
| PP |
4,766.7 |
4,766.7 |
4,766.7 |
4,748.1 |
| S1 |
4,686.3 |
4,686.3 |
4,746.3 |
4,649.3 |
| S2 |
4,612.2 |
4,612.2 |
4,732.2 |
|
| S3 |
4,457.7 |
4,531.8 |
4,718.0 |
|
| S4 |
4,303.2 |
4,377.3 |
4,675.5 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,734.2 |
5,561.8 |
4,907.4 |
|
| R3 |
5,401.7 |
5,229.3 |
4,815.9 |
|
| R2 |
5,069.2 |
5,069.2 |
4,785.5 |
|
| R1 |
4,896.8 |
4,896.8 |
4,755.0 |
4,983.0 |
| PP |
4,736.7 |
4,736.7 |
4,736.7 |
4,779.8 |
| S1 |
4,564.3 |
4,564.3 |
4,694.0 |
4,650.5 |
| S2 |
4,404.2 |
4,404.2 |
4,663.5 |
|
| S3 |
4,071.7 |
4,231.8 |
4,633.1 |
|
| S4 |
3,739.2 |
3,899.3 |
4,541.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,901.5 |
4,576.5 |
325.0 |
6.8% |
165.0 |
3.5% |
57% |
False |
False |
4,308 |
| 10 |
4,909.0 |
4,387.0 |
522.0 |
11.0% |
171.6 |
3.6% |
72% |
False |
False |
2,572 |
| 20 |
4,909.0 |
4,097.5 |
811.5 |
17.0% |
193.6 |
4.1% |
82% |
False |
False |
1,511 |
| 40 |
5,414.0 |
4,097.5 |
1,316.5 |
27.7% |
232.2 |
4.9% |
50% |
False |
False |
954 |
| 60 |
6,394.5 |
4,097.5 |
2,297.0 |
48.3% |
229.5 |
4.8% |
29% |
False |
False |
699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,503.6 |
|
2.618 |
5,251.5 |
|
1.618 |
5,097.0 |
|
1.000 |
5,001.5 |
|
0.618 |
4,942.5 |
|
HIGH |
4,847.0 |
|
0.618 |
4,788.0 |
|
0.500 |
4,769.8 |
|
0.382 |
4,751.5 |
|
LOW |
4,692.5 |
|
0.618 |
4,597.0 |
|
1.000 |
4,538.0 |
|
1.618 |
4,442.5 |
|
2.618 |
4,288.0 |
|
4.250 |
4,035.9 |
|
|
| Fisher Pivots for day following 17-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,769.8 |
4,788.3 |
| PP |
4,766.7 |
4,779.0 |
| S1 |
4,763.6 |
4,769.8 |
|