| 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 |
899.50 |
871.25 |
-28.25 |
-3.1% |
871.25 |
| High |
904.50 |
886.50 |
-18.00 |
-2.0% |
918.75 |
| Low |
867.50 |
828.75 |
-38.75 |
-4.5% |
828.75 |
| Close |
874.50 |
885.50 |
11.00 |
1.3% |
885.50 |
| Range |
37.00 |
57.75 |
20.75 |
56.1% |
90.00 |
| ATR |
51.19 |
51.66 |
0.47 |
0.9% |
0.00 |
| Volume |
373,664 |
2,054,306 |
1,680,642 |
449.8% |
2,747,655 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,040.25 |
1,020.50 |
917.25 |
|
| R3 |
982.50 |
962.75 |
901.50 |
|
| R2 |
924.75 |
924.75 |
896.00 |
|
| R1 |
905.00 |
905.00 |
890.75 |
915.00 |
| PP |
867.00 |
867.00 |
867.00 |
871.75 |
| S1 |
847.25 |
847.25 |
880.25 |
857.00 |
| S2 |
809.25 |
809.25 |
875.00 |
|
| S3 |
751.50 |
789.50 |
869.50 |
|
| S4 |
693.75 |
731.75 |
853.75 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.75 |
1,106.50 |
935.00 |
|
| R3 |
1,057.75 |
1,016.50 |
910.25 |
|
| R2 |
967.75 |
967.75 |
902.00 |
|
| R1 |
926.50 |
926.50 |
893.75 |
947.00 |
| PP |
877.75 |
877.75 |
877.75 |
888.00 |
| S1 |
836.50 |
836.50 |
877.25 |
857.00 |
| S2 |
787.75 |
787.75 |
869.00 |
|
| S3 |
697.75 |
746.50 |
860.75 |
|
| S4 |
607.75 |
656.50 |
836.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
918.75 |
828.75 |
90.00 |
10.2% |
40.25 |
4.6% |
63% |
False |
True |
549,531 |
| 10 |
918.75 |
811.50 |
107.25 |
12.1% |
47.50 |
5.4% |
69% |
False |
False |
288,873 |
| 20 |
918.75 |
737.25 |
181.50 |
20.5% |
50.50 |
5.7% |
82% |
False |
False |
149,928 |
| 40 |
1,006.50 |
737.25 |
269.25 |
30.4% |
56.25 |
6.4% |
55% |
False |
False |
76,837 |
| 60 |
1,281.75 |
737.25 |
544.50 |
61.5% |
60.75 |
6.9% |
27% |
False |
False |
53,246 |
| 80 |
1,303.75 |
737.25 |
566.50 |
64.0% |
52.25 |
5.9% |
26% |
False |
False |
39,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,132.00 |
|
2.618 |
1,037.75 |
|
1.618 |
980.00 |
|
1.000 |
944.25 |
|
0.618 |
922.25 |
|
HIGH |
886.50 |
|
0.618 |
864.50 |
|
0.500 |
857.50 |
|
0.382 |
850.75 |
|
LOW |
828.75 |
|
0.618 |
793.00 |
|
1.000 |
771.00 |
|
1.618 |
735.25 |
|
2.618 |
677.50 |
|
4.250 |
583.25 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
876.25 |
879.75 |
| PP |
867.00 |
874.00 |
| S1 |
857.50 |
868.25 |
|