| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,494.0 |
2,496.0 |
2.0 |
0.1% |
2,422.0 |
| High |
2,523.0 |
2,517.0 |
-6.0 |
-0.2% |
2,441.0 |
| Low |
2,461.0 |
2,442.0 |
-19.0 |
-0.8% |
2,223.0 |
| Close |
2,496.0 |
2,486.0 |
-10.0 |
-0.4% |
2,249.0 |
| Range |
62.0 |
75.0 |
13.0 |
21.0% |
218.0 |
| ATR |
148.2 |
143.0 |
-5.2 |
-3.5% |
0.0 |
| Volume |
1,160,666 |
1,115,467 |
-45,199 |
-3.9% |
7,799,435 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.7 |
2,671.3 |
2,527.3 |
|
| R3 |
2,631.7 |
2,596.3 |
2,506.6 |
|
| R2 |
2,556.7 |
2,556.7 |
2,499.8 |
|
| R1 |
2,521.3 |
2,521.3 |
2,492.9 |
2,501.5 |
| PP |
2,481.7 |
2,481.7 |
2,481.7 |
2,471.8 |
| S1 |
2,446.3 |
2,446.3 |
2,479.1 |
2,426.5 |
| S2 |
2,406.7 |
2,406.7 |
2,472.3 |
|
| S3 |
2,331.7 |
2,371.3 |
2,465.4 |
|
| S4 |
2,256.7 |
2,296.3 |
2,444.8 |
|
|
| 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 |
12.1% |
96.0 |
3.9% |
88% |
False |
False |
1,358,408 |
| 10 |
2,523.0 |
2,223.0 |
300.0 |
12.1% |
114.7 |
4.6% |
88% |
False |
False |
1,375,257 |
| 20 |
2,538.0 |
2,105.0 |
433.0 |
17.4% |
125.6 |
5.1% |
88% |
False |
False |
1,537,139 |
| 40 |
2,783.0 |
2,105.0 |
678.0 |
27.3% |
144.1 |
5.8% |
56% |
False |
False |
1,530,415 |
| 60 |
3,300.0 |
2,105.0 |
1,195.0 |
48.1% |
152.9 |
6.2% |
32% |
False |
False |
1,285,301 |
| 80 |
3,457.0 |
2,105.0 |
1,352.0 |
54.4% |
134.2 |
5.4% |
28% |
False |
False |
984,433 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
55.9% |
120.3 |
4.8% |
27% |
False |
False |
788,097 |
| 120 |
3,494.0 |
2,105.0 |
1,389.0 |
55.9% |
113.4 |
4.6% |
27% |
False |
False |
657,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,835.8 |
|
2.618 |
2,713.4 |
|
1.618 |
2,638.4 |
|
1.000 |
2,592.0 |
|
0.618 |
2,563.4 |
|
HIGH |
2,517.0 |
|
0.618 |
2,488.4 |
|
0.500 |
2,479.5 |
|
0.382 |
2,470.7 |
|
LOW |
2,442.0 |
|
0.618 |
2,395.7 |
|
1.000 |
2,367.0 |
|
1.618 |
2,320.7 |
|
2.618 |
2,245.7 |
|
4.250 |
2,123.3 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,483.8 |
2,478.8 |
| PP |
2,481.7 |
2,471.7 |
| S1 |
2,479.5 |
2,464.5 |
|