| 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 |
4,631.0 |
4,687.0 |
56.0 |
1.2% |
4,648.0 |
| High |
4,779.5 |
4,855.5 |
76.0 |
1.6% |
4,740.0 |
| Low |
4,610.5 |
4,626.0 |
15.5 |
0.3% |
4,308.0 |
| Close |
4,739.0 |
4,783.0 |
44.0 |
0.9% |
4,367.5 |
| Range |
169.0 |
229.5 |
60.5 |
35.8% |
432.0 |
| ATR |
301.5 |
296.4 |
-5.1 |
-1.7% |
0.0 |
| Volume |
159,336 |
162,510 |
3,174 |
2.0% |
913,475 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,443.3 |
5,342.7 |
4,909.2 |
|
| R3 |
5,213.8 |
5,113.2 |
4,846.1 |
|
| R2 |
4,984.3 |
4,984.3 |
4,825.1 |
|
| R1 |
4,883.7 |
4,883.7 |
4,804.0 |
4,934.0 |
| PP |
4,754.8 |
4,754.8 |
4,754.8 |
4,780.0 |
| S1 |
4,654.2 |
4,654.2 |
4,762.0 |
4,704.5 |
| S2 |
4,525.3 |
4,525.3 |
4,740.9 |
|
| S3 |
4,295.8 |
4,424.7 |
4,719.9 |
|
| S4 |
4,066.3 |
4,195.2 |
4,656.8 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,767.8 |
5,499.7 |
4,605.1 |
|
| R3 |
5,335.8 |
5,067.7 |
4,486.3 |
|
| R2 |
4,903.8 |
4,903.8 |
4,446.7 |
|
| R1 |
4,635.7 |
4,635.7 |
4,407.1 |
4,553.8 |
| PP |
4,471.8 |
4,471.8 |
4,471.8 |
4,430.9 |
| S1 |
4,203.7 |
4,203.7 |
4,327.9 |
4,121.8 |
| S2 |
4,039.8 |
4,039.8 |
4,288.3 |
|
| S3 |
3,607.8 |
3,771.7 |
4,248.7 |
|
| S4 |
3,175.8 |
3,339.7 |
4,129.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,855.5 |
4,325.5 |
530.0 |
11.1% |
238.6 |
5.0% |
86% |
True |
False |
176,032 |
| 10 |
4,855.5 |
4,308.0 |
547.5 |
11.4% |
232.2 |
4.9% |
87% |
True |
False |
157,419 |
| 20 |
4,929.5 |
4,034.0 |
895.5 |
18.7% |
267.9 |
5.6% |
84% |
False |
False |
183,004 |
| 40 |
5,356.0 |
4,032.5 |
1,323.5 |
27.7% |
299.2 |
6.3% |
57% |
False |
False |
201,097 |
| 60 |
6,301.5 |
4,032.5 |
2,269.0 |
47.4% |
295.7 |
6.2% |
33% |
False |
False |
215,614 |
| 80 |
6,637.0 |
4,032.5 |
2,604.5 |
54.5% |
254.3 |
5.3% |
29% |
False |
False |
163,629 |
| 100 |
6,738.0 |
4,032.5 |
2,705.5 |
56.6% |
227.9 |
4.8% |
28% |
False |
False |
131,078 |
| 120 |
6,775.0 |
4,032.5 |
2,742.5 |
57.3% |
214.0 |
4.5% |
27% |
False |
False |
109,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,830.9 |
|
2.618 |
5,456.3 |
|
1.618 |
5,226.8 |
|
1.000 |
5,085.0 |
|
0.618 |
4,997.3 |
|
HIGH |
4,855.5 |
|
0.618 |
4,767.8 |
|
0.500 |
4,740.8 |
|
0.382 |
4,713.7 |
|
LOW |
4,626.0 |
|
0.618 |
4,484.2 |
|
1.000 |
4,396.5 |
|
1.618 |
4,254.7 |
|
2.618 |
4,025.2 |
|
4.250 |
3,650.6 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,768.9 |
4,718.8 |
| PP |
4,754.8 |
4,654.7 |
| S1 |
4,740.8 |
4,590.5 |
|