| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,366.0 |
2,386.0 |
20.0 |
0.8% |
2,335.0 |
| High |
2,425.0 |
2,474.0 |
49.0 |
2.0% |
2,368.0 |
| Low |
2,350.0 |
2,362.0 |
12.0 |
0.5% |
2,200.0 |
| Close |
2,407.0 |
2,439.0 |
32.0 |
1.3% |
2,203.0 |
| Range |
75.0 |
112.0 |
37.0 |
49.3% |
168.0 |
| ATR |
134.0 |
132.4 |
-1.6 |
-1.2% |
0.0 |
| Volume |
5,508 |
3,063 |
-2,445 |
-44.4% |
7,448 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.0 |
2,712.0 |
2,500.6 |
|
| R3 |
2,649.0 |
2,600.0 |
2,469.8 |
|
| R2 |
2,537.0 |
2,537.0 |
2,459.5 |
|
| R1 |
2,488.0 |
2,488.0 |
2,449.3 |
2,512.5 |
| PP |
2,425.0 |
2,425.0 |
2,425.0 |
2,437.3 |
| S1 |
2,376.0 |
2,376.0 |
2,428.7 |
2,400.5 |
| S2 |
2,313.0 |
2,313.0 |
2,418.5 |
|
| S3 |
2,201.0 |
2,264.0 |
2,408.2 |
|
| S4 |
2,089.0 |
2,152.0 |
2,377.4 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.0 |
2,650.0 |
2,295.4 |
|
| R3 |
2,593.0 |
2,482.0 |
2,249.2 |
|
| R2 |
2,425.0 |
2,425.0 |
2,233.8 |
|
| R1 |
2,314.0 |
2,314.0 |
2,218.4 |
2,285.5 |
| PP |
2,257.0 |
2,257.0 |
2,257.0 |
2,242.8 |
| S1 |
2,146.0 |
2,146.0 |
2,187.6 |
2,117.5 |
| S2 |
2,089.0 |
2,089.0 |
2,172.2 |
|
| S3 |
1,921.0 |
1,978.0 |
2,156.8 |
|
| S4 |
1,753.0 |
1,810.0 |
2,110.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,474.0 |
2,201.0 |
273.0 |
11.2% |
100.6 |
4.1% |
87% |
True |
False |
2,795 |
| 10 |
2,474.0 |
2,200.0 |
274.0 |
11.2% |
95.3 |
3.9% |
87% |
True |
False |
1,934 |
| 20 |
2,526.0 |
2,090.0 |
436.0 |
17.9% |
111.4 |
4.6% |
80% |
False |
False |
1,949 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
26.0% |
111.8 |
4.6% |
55% |
False |
False |
1,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,950.0 |
|
2.618 |
2,767.2 |
|
1.618 |
2,655.2 |
|
1.000 |
2,586.0 |
|
0.618 |
2,543.2 |
|
HIGH |
2,474.0 |
|
0.618 |
2,431.2 |
|
0.500 |
2,418.0 |
|
0.382 |
2,404.8 |
|
LOW |
2,362.0 |
|
0.618 |
2,292.8 |
|
1.000 |
2,250.0 |
|
1.618 |
2,180.8 |
|
2.618 |
2,068.8 |
|
4.250 |
1,886.0 |
|
|