| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,443.0 |
2,452.0 |
9.0 |
0.4% |
2,335.0 |
| High |
2,472.0 |
2,471.0 |
-1.0 |
0.0% |
2,368.0 |
| Low |
2,419.0 |
2,398.0 |
-21.0 |
-0.9% |
2,200.0 |
| Close |
2,452.0 |
2,442.0 |
-10.0 |
-0.4% |
2,203.0 |
| Range |
53.0 |
73.0 |
20.0 |
37.7% |
168.0 |
| ATR |
126.8 |
122.9 |
-3.8 |
-3.0% |
0.0 |
| Volume |
10,816 |
11,525 |
709 |
6.6% |
7,448 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,656.0 |
2,622.0 |
2,482.2 |
|
| R3 |
2,583.0 |
2,549.0 |
2,462.1 |
|
| R2 |
2,510.0 |
2,510.0 |
2,455.4 |
|
| R1 |
2,476.0 |
2,476.0 |
2,448.7 |
2,456.5 |
| PP |
2,437.0 |
2,437.0 |
2,437.0 |
2,427.3 |
| S1 |
2,403.0 |
2,403.0 |
2,435.3 |
2,383.5 |
| S2 |
2,364.0 |
2,364.0 |
2,428.6 |
|
| S3 |
2,291.0 |
2,330.0 |
2,421.9 |
|
| S4 |
2,218.0 |
2,257.0 |
2,401.9 |
|
|
| 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% |
82.8 |
3.4% |
88% |
False |
False |
6,606 |
| 10 |
2,474.0 |
2,200.0 |
274.0 |
11.2% |
94.6 |
3.9% |
88% |
False |
False |
3,870 |
| 20 |
2,492.0 |
2,090.0 |
402.0 |
16.5% |
102.2 |
4.2% |
88% |
False |
False |
2,849 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
26.0% |
111.3 |
4.6% |
55% |
False |
False |
2,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,781.3 |
|
2.618 |
2,662.1 |
|
1.618 |
2,589.1 |
|
1.000 |
2,544.0 |
|
0.618 |
2,516.1 |
|
HIGH |
2,471.0 |
|
0.618 |
2,443.1 |
|
0.500 |
2,434.5 |
|
0.382 |
2,425.9 |
|
LOW |
2,398.0 |
|
0.618 |
2,352.9 |
|
1.000 |
2,325.0 |
|
1.618 |
2,279.9 |
|
2.618 |
2,206.9 |
|
4.250 |
2,087.8 |
|
|