| 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 |
2,438.0 |
2,500.0 |
62.0 |
2.5% |
2,434.0 |
| High |
2,524.0 |
2,528.0 |
4.0 |
0.2% |
2,447.0 |
| Low |
2,413.0 |
2,470.0 |
57.0 |
2.4% |
2,235.0 |
| Close |
2,490.0 |
2,503.0 |
13.0 |
0.5% |
2,256.0 |
| Range |
111.0 |
58.0 |
-53.0 |
-47.7% |
212.0 |
| ATR |
148.2 |
141.7 |
-6.4 |
-4.3% |
0.0 |
| Volume |
130,414 |
147,161 |
16,747 |
12.8% |
56,283 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.3 |
2,646.7 |
2,534.9 |
|
| R3 |
2,616.3 |
2,588.7 |
2,519.0 |
|
| R2 |
2,558.3 |
2,558.3 |
2,513.6 |
|
| R1 |
2,530.7 |
2,530.7 |
2,508.3 |
2,544.5 |
| PP |
2,500.3 |
2,500.3 |
2,500.3 |
2,507.3 |
| S1 |
2,472.7 |
2,472.7 |
2,497.7 |
2,486.5 |
| S2 |
2,442.3 |
2,442.3 |
2,492.4 |
|
| S3 |
2,384.3 |
2,414.7 |
2,487.1 |
|
| S4 |
2,326.3 |
2,356.7 |
2,471.1 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,948.7 |
2,814.3 |
2,372.6 |
|
| R3 |
2,736.7 |
2,602.3 |
2,314.3 |
|
| R2 |
2,524.7 |
2,524.7 |
2,294.9 |
|
| R1 |
2,390.3 |
2,390.3 |
2,275.4 |
2,351.5 |
| PP |
2,312.7 |
2,312.7 |
2,312.7 |
2,293.3 |
| S1 |
2,178.3 |
2,178.3 |
2,236.6 |
2,139.5 |
| S2 |
2,100.7 |
2,100.7 |
2,217.1 |
|
| S3 |
1,888.7 |
1,966.3 |
2,197.7 |
|
| S4 |
1,676.7 |
1,754.3 |
2,139.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,528.0 |
2,235.0 |
293.0 |
11.7% |
106.0 |
4.2% |
91% |
True |
False |
68,375 |
| 10 |
2,528.0 |
2,235.0 |
293.0 |
11.7% |
105.5 |
4.2% |
91% |
True |
False |
38,678 |
| 20 |
2,577.0 |
2,115.0 |
462.0 |
18.5% |
125.2 |
5.0% |
84% |
False |
False |
21,816 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
26.6% |
137.9 |
5.5% |
58% |
False |
False |
14,815 |
| 60 |
3,349.0 |
2,115.0 |
1,234.0 |
49.3% |
149.5 |
6.0% |
31% |
False |
False |
12,560 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
54.4% |
130.2 |
5.2% |
29% |
False |
False |
13,787 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
55.9% |
112.2 |
4.5% |
28% |
False |
False |
11,173 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
55.9% |
103.7 |
4.1% |
28% |
False |
False |
9,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,774.5 |
|
2.618 |
2,679.8 |
|
1.618 |
2,621.8 |
|
1.000 |
2,586.0 |
|
0.618 |
2,563.8 |
|
HIGH |
2,528.0 |
|
0.618 |
2,505.8 |
|
0.500 |
2,499.0 |
|
0.382 |
2,492.2 |
|
LOW |
2,470.0 |
|
0.618 |
2,434.2 |
|
1.000 |
2,412.0 |
|
1.618 |
2,376.2 |
|
2.618 |
2,318.2 |
|
4.250 |
2,223.5 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,501.7 |
2,487.5 |
| PP |
2,500.3 |
2,472.0 |
| S1 |
2,499.0 |
2,456.5 |
|