| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
847.50 |
872.25 |
24.75 |
2.9% |
897.50 |
| High |
879.50 |
919.25 |
39.75 |
4.5% |
897.50 |
| Low |
817.00 |
867.50 |
50.50 |
6.2% |
813.00 |
| Close |
872.50 |
904.75 |
32.25 |
3.7% |
872.50 |
| Range |
62.50 |
51.75 |
-10.75 |
-17.2% |
84.50 |
| ATR |
57.07 |
56.69 |
-0.38 |
-0.7% |
0.00 |
| Volume |
2,834,117 |
3,221,506 |
387,389 |
13.7% |
12,929,040 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,052.50 |
1,030.25 |
933.25 |
|
| R3 |
1,000.75 |
978.50 |
919.00 |
|
| R2 |
949.00 |
949.00 |
914.25 |
|
| R1 |
926.75 |
926.75 |
909.50 |
938.00 |
| PP |
897.25 |
897.25 |
897.25 |
902.75 |
| S1 |
875.00 |
875.00 |
900.00 |
886.00 |
| S2 |
845.50 |
845.50 |
895.25 |
|
| S3 |
793.75 |
823.25 |
890.50 |
|
| S4 |
742.00 |
771.50 |
876.25 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,114.50 |
1,078.00 |
919.00 |
|
| R3 |
1,030.00 |
993.50 |
895.75 |
|
| R2 |
945.50 |
945.50 |
888.00 |
|
| R1 |
909.00 |
909.00 |
880.25 |
885.00 |
| PP |
861.00 |
861.00 |
861.00 |
849.00 |
| S1 |
824.50 |
824.50 |
864.75 |
800.50 |
| S2 |
776.50 |
776.50 |
857.00 |
|
| S3 |
692.00 |
740.00 |
849.25 |
|
| S4 |
607.50 |
655.50 |
826.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
919.25 |
813.00 |
106.25 |
11.7% |
48.75 |
5.4% |
86% |
True |
False |
3,052,163 |
| 10 |
919.25 |
783.25 |
136.00 |
15.0% |
53.25 |
5.9% |
89% |
True |
False |
2,913,627 |
| 20 |
962.50 |
739.00 |
223.50 |
24.7% |
56.50 |
6.2% |
74% |
False |
False |
3,072,299 |
| 40 |
1,067.00 |
739.00 |
328.00 |
36.3% |
62.75 |
6.9% |
51% |
False |
False |
3,224,578 |
| 60 |
1,291.25 |
739.00 |
552.25 |
61.0% |
63.75 |
7.0% |
30% |
False |
False |
3,371,778 |
| 80 |
1,307.25 |
739.00 |
568.25 |
62.8% |
54.25 |
6.0% |
29% |
False |
False |
2,564,903 |
| 100 |
1,315.25 |
739.00 |
576.25 |
63.7% |
48.25 |
5.3% |
29% |
False |
False |
2,052,657 |
| 120 |
1,340.25 |
739.00 |
601.25 |
66.5% |
44.50 |
4.9% |
28% |
False |
False |
1,711,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,139.25 |
|
2.618 |
1,054.75 |
|
1.618 |
1,003.00 |
|
1.000 |
971.00 |
|
0.618 |
951.25 |
|
HIGH |
919.25 |
|
0.618 |
899.50 |
|
0.500 |
893.50 |
|
0.382 |
887.25 |
|
LOW |
867.50 |
|
0.618 |
835.50 |
|
1.000 |
815.75 |
|
1.618 |
783.75 |
|
2.618 |
732.00 |
|
4.250 |
647.50 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
901.00 |
892.50 |
| PP |
897.25 |
880.25 |
| S1 |
893.50 |
868.00 |
|