| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,388.0 |
2,435.0 |
47.0 |
2.0% |
2,422.0 |
| High |
2,475.0 |
2,518.0 |
43.0 |
1.7% |
2,441.0 |
| Low |
2,377.0 |
2,406.0 |
29.0 |
1.2% |
2,223.0 |
| Close |
2,451.0 |
2,483.0 |
32.0 |
1.3% |
2,249.0 |
| Range |
98.0 |
112.0 |
14.0 |
14.3% |
218.0 |
| ATR |
158.2 |
154.9 |
-3.3 |
-2.1% |
0.0 |
| Volume |
1,371,858 |
1,464,688 |
92,830 |
6.8% |
7,799,435 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.0 |
2,756.0 |
2,544.6 |
|
| R3 |
2,693.0 |
2,644.0 |
2,513.8 |
|
| R2 |
2,581.0 |
2,581.0 |
2,503.5 |
|
| R1 |
2,532.0 |
2,532.0 |
2,493.3 |
2,556.5 |
| PP |
2,469.0 |
2,469.0 |
2,469.0 |
2,481.3 |
| S1 |
2,420.0 |
2,420.0 |
2,472.7 |
2,444.5 |
| S2 |
2,357.0 |
2,357.0 |
2,462.5 |
|
| S3 |
2,245.0 |
2,308.0 |
2,452.2 |
|
| S4 |
2,133.0 |
2,196.0 |
2,421.4 |
|
|
| 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 |
2,518.0 |
2,223.0 |
295.0 |
11.9% |
120.4 |
4.8% |
88% |
True |
False |
1,538,985 |
| 10 |
2,518.0 |
2,223.0 |
295.0 |
11.9% |
118.0 |
4.8% |
88% |
True |
False |
1,335,464 |
| 20 |
2,574.0 |
2,105.0 |
469.0 |
18.9% |
139.1 |
5.6% |
81% |
False |
False |
1,610,817 |
| 40 |
2,864.0 |
2,105.0 |
759.0 |
30.6% |
153.1 |
6.2% |
50% |
False |
False |
1,473,512 |
| 60 |
3,300.0 |
2,105.0 |
1,195.0 |
48.1% |
155.4 |
6.3% |
32% |
False |
False |
1,247,365 |
| 80 |
3,457.0 |
2,105.0 |
1,352.0 |
54.5% |
133.8 |
5.4% |
28% |
False |
False |
956,246 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
55.9% |
119.9 |
4.8% |
27% |
False |
False |
765,432 |
| 120 |
3,522.0 |
2,105.0 |
1,417.0 |
57.1% |
113.3 |
4.6% |
27% |
False |
False |
638,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,994.0 |
|
2.618 |
2,811.2 |
|
1.618 |
2,699.2 |
|
1.000 |
2,630.0 |
|
0.618 |
2,587.2 |
|
HIGH |
2,518.0 |
|
0.618 |
2,475.2 |
|
0.500 |
2,462.0 |
|
0.382 |
2,448.8 |
|
LOW |
2,406.0 |
|
0.618 |
2,336.8 |
|
1.000 |
2,294.0 |
|
1.618 |
2,224.8 |
|
2.618 |
2,112.8 |
|
4.250 |
1,930.0 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,476.0 |
2,445.5 |
| PP |
2,469.0 |
2,408.0 |
| S1 |
2,462.0 |
2,370.5 |
|