| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,330.0 |
2,388.0 |
58.0 |
2.5% |
2,422.0 |
| High |
2,356.0 |
2,475.0 |
119.0 |
5.1% |
2,441.0 |
| Low |
2,223.0 |
2,377.0 |
154.0 |
6.9% |
2,223.0 |
| Close |
2,249.0 |
2,451.0 |
202.0 |
9.0% |
2,249.0 |
| Range |
133.0 |
98.0 |
-35.0 |
-26.3% |
218.0 |
| ATR |
153.0 |
158.2 |
5.2 |
3.4% |
0.0 |
| Volume |
1,679,361 |
1,371,858 |
-307,503 |
-18.3% |
7,799,435 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,728.3 |
2,687.7 |
2,504.9 |
|
| R3 |
2,630.3 |
2,589.7 |
2,478.0 |
|
| R2 |
2,532.3 |
2,532.3 |
2,469.0 |
|
| R1 |
2,491.7 |
2,491.7 |
2,460.0 |
2,512.0 |
| PP |
2,434.3 |
2,434.3 |
2,434.3 |
2,444.5 |
| S1 |
2,393.7 |
2,393.7 |
2,442.0 |
2,414.0 |
| S2 |
2,336.3 |
2,336.3 |
2,433.0 |
|
| S3 |
2,238.3 |
2,295.7 |
2,424.1 |
|
| S4 |
2,140.3 |
2,197.7 |
2,397.1 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.3 |
2,821.7 |
2,368.9 |
|
| R3 |
2,740.3 |
2,603.7 |
2,309.0 |
|
| R2 |
2,522.3 |
2,522.3 |
2,289.0 |
|
| R1 |
2,385.7 |
2,385.7 |
2,269.0 |
2,345.0 |
| PP |
2,304.3 |
2,304.3 |
2,304.3 |
2,284.0 |
| S1 |
2,167.7 |
2,167.7 |
2,229.0 |
2,127.0 |
| S2 |
2,086.3 |
2,086.3 |
2,209.0 |
|
| S3 |
1,868.3 |
1,949.7 |
2,189.1 |
|
| S4 |
1,650.3 |
1,731.7 |
2,129.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,475.0 |
2,223.0 |
252.0 |
10.3% |
125.8 |
5.1% |
90% |
True |
False |
1,556,284 |
| 10 |
2,475.0 |
2,223.0 |
252.0 |
10.3% |
119.5 |
4.9% |
90% |
True |
False |
1,374,346 |
| 20 |
2,586.0 |
2,105.0 |
481.0 |
19.6% |
139.5 |
5.7% |
72% |
False |
False |
1,608,612 |
| 40 |
2,864.0 |
2,105.0 |
759.0 |
31.0% |
157.1 |
6.4% |
46% |
False |
False |
1,436,895 |
| 60 |
3,300.0 |
2,105.0 |
1,195.0 |
48.8% |
155.1 |
6.3% |
29% |
False |
False |
1,222,954 |
| 80 |
3,457.0 |
2,105.0 |
1,352.0 |
55.2% |
133.3 |
5.4% |
26% |
False |
False |
937,943 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
56.7% |
119.5 |
4.9% |
25% |
False |
False |
750,809 |
| 120 |
3,522.0 |
2,105.0 |
1,417.0 |
57.8% |
112.7 |
4.6% |
24% |
False |
False |
626,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.5 |
|
2.618 |
2,731.6 |
|
1.618 |
2,633.6 |
|
1.000 |
2,573.0 |
|
0.618 |
2,535.6 |
|
HIGH |
2,475.0 |
|
0.618 |
2,437.6 |
|
0.500 |
2,426.0 |
|
0.382 |
2,414.4 |
|
LOW |
2,377.0 |
|
0.618 |
2,316.4 |
|
1.000 |
2,279.0 |
|
1.618 |
2,218.4 |
|
2.618 |
2,120.4 |
|
4.250 |
1,960.5 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,442.7 |
2,417.0 |
| PP |
2,434.3 |
2,383.0 |
| S1 |
2,426.0 |
2,349.0 |
|