| Trading Metrics calculated at close of trading on 08-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,342.0 |
2,399.0 |
57.0 |
2.4% |
2,434.0 |
| High |
2,360.0 |
2,477.0 |
117.0 |
5.0% |
2,447.0 |
| Low |
2,235.0 |
2,385.0 |
150.0 |
6.7% |
2,235.0 |
| Close |
2,256.0 |
2,459.0 |
203.0 |
9.0% |
2,256.0 |
| Range |
125.0 |
92.0 |
-33.0 |
-26.4% |
212.0 |
| ATR |
145.6 |
151.0 |
5.4 |
3.7% |
0.0 |
| Volume |
5,420 |
46,124 |
40,704 |
751.0% |
56,283 |
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,716.3 |
2,679.7 |
2,509.6 |
|
| R3 |
2,624.3 |
2,587.7 |
2,484.3 |
|
| R2 |
2,532.3 |
2,532.3 |
2,475.9 |
|
| R1 |
2,495.7 |
2,495.7 |
2,467.4 |
2,514.0 |
| PP |
2,440.3 |
2,440.3 |
2,440.3 |
2,449.5 |
| S1 |
2,403.7 |
2,403.7 |
2,450.6 |
2,422.0 |
| S2 |
2,348.3 |
2,348.3 |
2,442.1 |
|
| S3 |
2,256.3 |
2,311.7 |
2,433.7 |
|
| S4 |
2,164.3 |
2,219.7 |
2,408.4 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,948.7 |
2,814.3 |
2,372.6 |
|
| R3 |
2,736.7 |
2,602.3 |
2,314.3 |
|
| R2 |
2,524.7 |
2,524.7 |
2,294.9 |
|
| R1 |
2,390.3 |
2,390.3 |
2,275.4 |
2,351.5 |
| PP |
2,312.7 |
2,312.7 |
2,312.7 |
2,293.3 |
| S1 |
2,178.3 |
2,178.3 |
2,236.6 |
2,139.5 |
| S2 |
2,100.7 |
2,100.7 |
2,217.1 |
|
| S3 |
1,888.7 |
1,966.3 |
2,197.7 |
|
| S4 |
1,676.7 |
1,754.3 |
2,139.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.0 |
2,235.0 |
242.0 |
9.8% |
121.0 |
4.9% |
93% |
True |
False |
17,322 |
| 10 |
2,477.0 |
2,235.0 |
242.0 |
9.8% |
112.9 |
4.6% |
93% |
True |
False |
12,046 |
| 20 |
2,593.0 |
2,115.0 |
478.0 |
19.4% |
131.2 |
5.3% |
72% |
False |
False |
8,864 |
| 40 |
2,878.0 |
2,115.0 |
763.0 |
31.0% |
144.2 |
5.9% |
45% |
False |
False |
7,960 |
| 60 |
3,349.0 |
2,115.0 |
1,234.0 |
50.2% |
151.4 |
6.2% |
28% |
False |
False |
11,496 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
55.3% |
129.1 |
5.2% |
25% |
False |
False |
10,356 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
56.9% |
111.4 |
4.5% |
25% |
False |
False |
8,461 |
| 120 |
3,556.0 |
2,115.0 |
1,441.0 |
58.6% |
103.1 |
4.2% |
24% |
False |
False |
7,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.0 |
|
2.618 |
2,717.9 |
|
1.618 |
2,625.9 |
|
1.000 |
2,569.0 |
|
0.618 |
2,533.9 |
|
HIGH |
2,477.0 |
|
0.618 |
2,441.9 |
|
0.500 |
2,431.0 |
|
0.382 |
2,420.1 |
|
LOW |
2,385.0 |
|
0.618 |
2,328.1 |
|
1.000 |
2,293.0 |
|
1.618 |
2,236.1 |
|
2.618 |
2,144.1 |
|
4.250 |
1,994.0 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,449.7 |
2,424.7 |
| PP |
2,440.3 |
2,390.3 |
| S1 |
2,431.0 |
2,356.0 |
|