| 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 |
1,220.50 |
1,182.00 |
-38.50 |
-3.2% |
1,177.00 |
| High |
1,231.75 |
1,216.75 |
-15.00 |
-1.2% |
1,254.00 |
| Low |
1,177.00 |
1,135.00 |
-42.00 |
-3.6% |
1,135.00 |
| Close |
1,190.00 |
1,215.00 |
25.00 |
2.1% |
1,215.00 |
| Range |
54.75 |
81.75 |
27.00 |
49.3% |
119.00 |
| ATR |
67.48 |
68.50 |
1.02 |
1.5% |
0.00 |
| Volume |
24,083 |
266,984 |
242,901 |
1,008.6% |
304,293 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.25 |
1,406.25 |
1,260.00 |
|
| R3 |
1,352.50 |
1,324.50 |
1,237.50 |
|
| R2 |
1,270.75 |
1,270.75 |
1,230.00 |
|
| R1 |
1,242.75 |
1,242.75 |
1,222.50 |
1,256.75 |
| PP |
1,189.00 |
1,189.00 |
1,189.00 |
1,196.00 |
| S1 |
1,161.00 |
1,161.00 |
1,207.50 |
1,175.00 |
| S2 |
1,107.25 |
1,107.25 |
1,200.00 |
|
| S3 |
1,025.50 |
1,079.25 |
1,192.50 |
|
| S4 |
943.75 |
997.50 |
1,170.00 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,558.25 |
1,505.75 |
1,280.50 |
|
| R3 |
1,439.25 |
1,386.75 |
1,247.75 |
|
| R2 |
1,320.25 |
1,320.25 |
1,236.75 |
|
| R1 |
1,267.75 |
1,267.75 |
1,226.00 |
1,294.00 |
| PP |
1,201.25 |
1,201.25 |
1,201.25 |
1,214.50 |
| S1 |
1,148.75 |
1,148.75 |
1,204.00 |
1,175.00 |
| S2 |
1,082.25 |
1,082.25 |
1,193.25 |
|
| S3 |
963.25 |
1,029.75 |
1,182.25 |
|
| S4 |
844.25 |
910.75 |
1,149.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,254.00 |
1,135.00 |
119.00 |
9.8% |
58.50 |
4.8% |
67% |
False |
True |
60,858 |
| 10 |
1,254.00 |
1,093.00 |
161.00 |
13.3% |
64.00 |
5.3% |
76% |
False |
False |
30,632 |
| 20 |
1,254.00 |
1,021.00 |
233.00 |
19.2% |
65.25 |
5.4% |
83% |
False |
False |
15,449 |
| 40 |
1,392.00 |
1,021.00 |
371.00 |
30.5% |
71.50 |
5.9% |
52% |
False |
False |
7,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,564.25 |
|
2.618 |
1,430.75 |
|
1.618 |
1,349.00 |
|
1.000 |
1,298.50 |
|
0.618 |
1,267.25 |
|
HIGH |
1,216.75 |
|
0.618 |
1,185.50 |
|
0.500 |
1,176.00 |
|
0.382 |
1,166.25 |
|
LOW |
1,135.00 |
|
0.618 |
1,084.50 |
|
1.000 |
1,053.25 |
|
1.618 |
1,002.75 |
|
2.618 |
921.00 |
|
4.250 |
787.50 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,202.00 |
1,206.00 |
| PP |
1,189.00 |
1,197.25 |
| S1 |
1,176.00 |
1,188.25 |
|