| Trading Metrics calculated at close of trading on 10-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
906.48 |
892.17 |
-14.31 |
-1.6% |
888.61 |
| High |
916.26 |
908.27 |
-7.99 |
-0.9% |
888.61 |
| Low |
885.38 |
885.45 |
0.07 |
0.0% |
815.69 |
| Close |
888.67 |
899.24 |
10.57 |
1.2% |
876.07 |
| Range |
30.88 |
22.82 |
-8.06 |
-26.1% |
72.92 |
| ATR |
48.54 |
46.70 |
-1.84 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
966.11 |
955.50 |
911.79 |
|
| R3 |
943.29 |
932.68 |
905.52 |
|
| R2 |
920.47 |
920.47 |
903.42 |
|
| R1 |
909.86 |
909.86 |
901.33 |
915.17 |
| PP |
897.65 |
897.65 |
897.65 |
900.31 |
| S1 |
887.04 |
887.04 |
897.15 |
892.35 |
| S2 |
874.83 |
874.83 |
895.06 |
|
| S3 |
852.01 |
864.22 |
892.96 |
|
| S4 |
829.19 |
841.40 |
886.69 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,078.88 |
1,050.40 |
916.18 |
|
| R3 |
1,005.96 |
977.48 |
896.12 |
|
| R2 |
933.04 |
933.04 |
889.44 |
|
| R1 |
904.56 |
904.56 |
882.75 |
882.34 |
| PP |
860.12 |
860.12 |
860.12 |
849.02 |
| S1 |
831.64 |
831.64 |
869.39 |
809.42 |
| S2 |
787.20 |
787.20 |
862.70 |
|
| S3 |
714.28 |
758.72 |
856.02 |
|
| S4 |
641.36 |
685.80 |
835.96 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
918.57 |
818.41 |
100.16 |
11.1% |
38.51 |
4.3% |
81% |
False |
False |
|
| 10 |
918.57 |
815.69 |
102.88 |
11.4% |
40.50 |
4.5% |
81% |
False |
False |
|
| 20 |
918.57 |
741.02 |
177.55 |
19.7% |
47.56 |
5.3% |
89% |
False |
False |
|
| 40 |
1,007.51 |
741.02 |
266.49 |
29.6% |
49.29 |
5.5% |
59% |
False |
False |
|
| 60 |
1,265.12 |
741.02 |
524.10 |
58.3% |
53.02 |
5.9% |
30% |
False |
False |
|
| 80 |
1,303.04 |
741.02 |
562.02 |
62.5% |
46.20 |
5.1% |
28% |
False |
False |
|
| 100 |
1,313.15 |
741.02 |
572.13 |
63.6% |
41.27 |
4.6% |
28% |
False |
False |
|
| 120 |
1,335.63 |
741.02 |
594.61 |
66.1% |
38.41 |
4.3% |
27% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,005.26 |
|
2.618 |
968.01 |
|
1.618 |
945.19 |
|
1.000 |
931.09 |
|
0.618 |
922.37 |
|
HIGH |
908.27 |
|
0.618 |
899.55 |
|
0.500 |
896.86 |
|
0.382 |
894.17 |
|
LOW |
885.45 |
|
0.618 |
871.35 |
|
1.000 |
862.63 |
|
1.618 |
848.53 |
|
2.618 |
825.71 |
|
4.250 |
788.47 |
|
|
| Fisher Pivots for day following 10-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
898.45 |
900.64 |
| PP |
897.65 |
900.17 |
| S1 |
896.86 |
899.71 |
|