| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,435.0 |
2,494.0 |
59.0 |
2.4% |
2,422.0 |
| High |
2,518.0 |
2,523.0 |
5.0 |
0.2% |
2,441.0 |
| Low |
2,406.0 |
2,461.0 |
55.0 |
2.3% |
2,223.0 |
| Close |
2,483.0 |
2,496.0 |
13.0 |
0.5% |
2,249.0 |
| Range |
112.0 |
62.0 |
-50.0 |
-44.6% |
218.0 |
| ATR |
154.9 |
148.2 |
-6.6 |
-4.3% |
0.0 |
| Volume |
1,464,688 |
1,160,666 |
-304,022 |
-20.8% |
7,799,435 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,679.3 |
2,649.7 |
2,530.1 |
|
| R3 |
2,617.3 |
2,587.7 |
2,513.1 |
|
| R2 |
2,555.3 |
2,555.3 |
2,507.4 |
|
| R1 |
2,525.7 |
2,525.7 |
2,501.7 |
2,540.5 |
| PP |
2,493.3 |
2,493.3 |
2,493.3 |
2,500.8 |
| S1 |
2,463.7 |
2,463.7 |
2,490.3 |
2,478.5 |
| S2 |
2,431.3 |
2,431.3 |
2,484.6 |
|
| S3 |
2,369.3 |
2,401.7 |
2,479.0 |
|
| S4 |
2,307.3 |
2,339.7 |
2,461.9 |
|
|
| 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 |
2,523.0 |
2,223.0 |
300.0 |
12.0% |
110.4 |
4.4% |
91% |
True |
False |
1,472,397 |
| 10 |
2,523.0 |
2,223.0 |
300.0 |
12.0% |
111.4 |
4.5% |
91% |
True |
False |
1,312,984 |
| 20 |
2,574.0 |
2,105.0 |
469.0 |
18.8% |
133.4 |
5.3% |
83% |
False |
False |
1,573,918 |
| 40 |
2,783.0 |
2,105.0 |
678.0 |
27.2% |
149.8 |
6.0% |
58% |
False |
False |
1,502,529 |
| 60 |
3,300.0 |
2,105.0 |
1,195.0 |
47.9% |
154.6 |
6.2% |
33% |
False |
False |
1,266,710 |
| 80 |
3,457.0 |
2,105.0 |
1,352.0 |
54.2% |
133.8 |
5.4% |
29% |
False |
False |
970,496 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
55.6% |
119.9 |
4.8% |
28% |
False |
False |
777,001 |
| 120 |
3,522.0 |
2,105.0 |
1,417.0 |
56.8% |
113.2 |
4.5% |
28% |
False |
False |
648,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.5 |
|
2.618 |
2,685.3 |
|
1.618 |
2,623.3 |
|
1.000 |
2,585.0 |
|
0.618 |
2,561.3 |
|
HIGH |
2,523.0 |
|
0.618 |
2,499.3 |
|
0.500 |
2,492.0 |
|
0.382 |
2,484.7 |
|
LOW |
2,461.0 |
|
0.618 |
2,422.7 |
|
1.000 |
2,399.0 |
|
1.618 |
2,360.7 |
|
2.618 |
2,298.7 |
|
4.250 |
2,197.5 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,494.7 |
2,480.7 |
| PP |
2,493.3 |
2,465.3 |
| S1 |
2,492.0 |
2,450.0 |
|