| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,496.0 |
2,385.0 |
-111.0 |
-4.4% |
2,388.0 |
| High |
2,517.0 |
2,474.0 |
-43.0 |
-1.7% |
2,523.0 |
| Low |
2,442.0 |
2,339.0 |
-103.0 |
-4.2% |
2,339.0 |
| Close |
2,486.0 |
2,421.0 |
-65.0 |
-2.6% |
2,421.0 |
| Range |
75.0 |
135.0 |
60.0 |
80.0% |
184.0 |
| ATR |
143.0 |
143.3 |
0.3 |
0.2% |
0.0 |
| Volume |
1,115,467 |
1,880,727 |
765,260 |
68.6% |
6,993,406 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.3 |
2,753.7 |
2,495.3 |
|
| R3 |
2,681.3 |
2,618.7 |
2,458.1 |
|
| R2 |
2,546.3 |
2,546.3 |
2,445.8 |
|
| R1 |
2,483.7 |
2,483.7 |
2,433.4 |
2,515.0 |
| PP |
2,411.3 |
2,411.3 |
2,411.3 |
2,427.0 |
| S1 |
2,348.7 |
2,348.7 |
2,408.6 |
2,380.0 |
| S2 |
2,276.3 |
2,276.3 |
2,396.3 |
|
| S3 |
2,141.3 |
2,213.7 |
2,383.9 |
|
| S4 |
2,006.3 |
2,078.7 |
2,346.8 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,979.7 |
2,884.3 |
2,522.2 |
|
| R3 |
2,795.7 |
2,700.3 |
2,471.6 |
|
| R2 |
2,611.7 |
2,611.7 |
2,454.7 |
|
| R1 |
2,516.3 |
2,516.3 |
2,437.9 |
2,564.0 |
| PP |
2,427.7 |
2,427.7 |
2,427.7 |
2,451.5 |
| S1 |
2,332.3 |
2,332.3 |
2,404.1 |
2,380.0 |
| S2 |
2,243.7 |
2,243.7 |
2,387.3 |
|
| S3 |
2,059.7 |
2,148.3 |
2,370.4 |
|
| S4 |
1,875.7 |
1,964.3 |
2,319.8 |
|
|
| 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 |
2,339.0 |
184.0 |
7.6% |
96.4 |
4.0% |
45% |
False |
True |
1,398,681 |
| 10 |
2,523.0 |
2,223.0 |
300.0 |
12.4% |
121.5 |
5.0% |
66% |
False |
False |
1,479,284 |
| 20 |
2,523.0 |
2,105.0 |
418.0 |
17.3% |
126.4 |
5.2% |
76% |
False |
False |
1,559,011 |
| 40 |
2,783.0 |
2,105.0 |
678.0 |
28.0% |
142.4 |
5.9% |
47% |
False |
False |
1,577,433 |
| 60 |
3,300.0 |
2,105.0 |
1,195.0 |
49.4% |
152.2 |
6.3% |
26% |
False |
False |
1,316,646 |
| 80 |
3,457.0 |
2,105.0 |
1,352.0 |
55.8% |
135.5 |
5.6% |
23% |
False |
False |
1,007,898 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
57.4% |
120.7 |
5.0% |
23% |
False |
False |
806,874 |
| 120 |
3,494.0 |
2,105.0 |
1,389.0 |
57.4% |
113.6 |
4.7% |
23% |
False |
False |
673,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,047.8 |
|
2.618 |
2,827.4 |
|
1.618 |
2,692.4 |
|
1.000 |
2,609.0 |
|
0.618 |
2,557.4 |
|
HIGH |
2,474.0 |
|
0.618 |
2,422.4 |
|
0.500 |
2,406.5 |
|
0.382 |
2,390.6 |
|
LOW |
2,339.0 |
|
0.618 |
2,255.6 |
|
1.000 |
2,204.0 |
|
1.618 |
2,120.6 |
|
2.618 |
1,985.6 |
|
4.250 |
1,765.3 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,416.2 |
2,431.0 |
| PP |
2,411.3 |
2,427.7 |
| S1 |
2,406.5 |
2,424.3 |
|