| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,452.0 |
2,326.0 |
-126.0 |
-5.1% |
2,366.0 |
| High |
2,471.0 |
2,429.0 |
-42.0 |
-1.7% |
2,474.0 |
| Low |
2,398.0 |
2,298.0 |
-100.0 |
-4.2% |
2,298.0 |
| Close |
2,442.0 |
2,377.0 |
-65.0 |
-2.7% |
2,377.0 |
| Range |
73.0 |
131.0 |
58.0 |
79.5% |
176.0 |
| ATR |
122.9 |
124.4 |
1.5 |
1.2% |
0.0 |
| Volume |
11,525 |
27,594 |
16,069 |
139.4% |
58,506 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,761.0 |
2,700.0 |
2,449.1 |
|
| R3 |
2,630.0 |
2,569.0 |
2,413.0 |
|
| R2 |
2,499.0 |
2,499.0 |
2,401.0 |
|
| R1 |
2,438.0 |
2,438.0 |
2,389.0 |
2,468.5 |
| PP |
2,368.0 |
2,368.0 |
2,368.0 |
2,383.3 |
| S1 |
2,307.0 |
2,307.0 |
2,365.0 |
2,337.5 |
| S2 |
2,237.0 |
2,237.0 |
2,353.0 |
|
| S3 |
2,106.0 |
2,176.0 |
2,341.0 |
|
| S4 |
1,975.0 |
2,045.0 |
2,305.0 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,911.0 |
2,820.0 |
2,473.8 |
|
| R3 |
2,735.0 |
2,644.0 |
2,425.4 |
|
| R2 |
2,559.0 |
2,559.0 |
2,409.3 |
|
| R1 |
2,468.0 |
2,468.0 |
2,393.1 |
2,513.5 |
| PP |
2,383.0 |
2,383.0 |
2,383.0 |
2,405.8 |
| S1 |
2,292.0 |
2,292.0 |
2,360.9 |
2,337.5 |
| S2 |
2,207.0 |
2,207.0 |
2,344.7 |
|
| S3 |
2,031.0 |
2,116.0 |
2,328.6 |
|
| S4 |
1,855.0 |
1,940.0 |
2,280.2 |
|
|
| 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 |
2,298.0 |
176.0 |
7.4% |
88.8 |
3.7% |
45% |
False |
True |
11,701 |
| 10 |
2,474.0 |
2,200.0 |
274.0 |
11.5% |
102.3 |
4.3% |
65% |
False |
False |
6,595 |
| 20 |
2,474.0 |
2,090.0 |
384.0 |
16.2% |
103.4 |
4.4% |
75% |
False |
False |
4,160 |
| 40 |
2,725.0 |
2,090.0 |
635.0 |
26.7% |
110.2 |
4.6% |
45% |
False |
False |
2,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,985.8 |
|
2.618 |
2,772.0 |
|
1.618 |
2,641.0 |
|
1.000 |
2,560.0 |
|
0.618 |
2,510.0 |
|
HIGH |
2,429.0 |
|
0.618 |
2,379.0 |
|
0.500 |
2,363.5 |
|
0.382 |
2,348.0 |
|
LOW |
2,298.0 |
|
0.618 |
2,217.0 |
|
1.000 |
2,167.0 |
|
1.618 |
2,086.0 |
|
2.618 |
1,955.0 |
|
4.250 |
1,741.3 |
|
|