| Trading Metrics calculated at close of trading on 09-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,399.0 |
2,438.0 |
39.0 |
1.6% |
2,434.0 |
| High |
2,477.0 |
2,524.0 |
47.0 |
1.9% |
2,447.0 |
| Low |
2,385.0 |
2,413.0 |
28.0 |
1.2% |
2,235.0 |
| Close |
2,459.0 |
2,490.0 |
31.0 |
1.3% |
2,256.0 |
| Range |
92.0 |
111.0 |
19.0 |
20.7% |
212.0 |
| ATR |
151.0 |
148.2 |
-2.9 |
-1.9% |
0.0 |
| Volume |
46,124 |
130,414 |
84,290 |
182.7% |
56,283 |
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.7 |
2,760.3 |
2,551.1 |
|
| R3 |
2,697.7 |
2,649.3 |
2,520.5 |
|
| R2 |
2,586.7 |
2,586.7 |
2,510.4 |
|
| R1 |
2,538.3 |
2,538.3 |
2,500.2 |
2,562.5 |
| PP |
2,475.7 |
2,475.7 |
2,475.7 |
2,487.8 |
| S1 |
2,427.3 |
2,427.3 |
2,479.8 |
2,451.5 |
| S2 |
2,364.7 |
2,364.7 |
2,469.7 |
|
| S3 |
2,253.7 |
2,316.3 |
2,459.5 |
|
| S4 |
2,142.7 |
2,205.3 |
2,429.0 |
|
|
| 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 |
2,524.0 |
2,235.0 |
289.0 |
11.6% |
116.4 |
4.7% |
88% |
True |
False |
42,145 |
| 10 |
2,524.0 |
2,235.0 |
289.0 |
11.6% |
112.2 |
4.5% |
88% |
True |
False |
24,421 |
| 20 |
2,577.0 |
2,115.0 |
462.0 |
18.6% |
131.1 |
5.3% |
81% |
False |
False |
14,925 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
26.7% |
143.0 |
5.7% |
56% |
False |
False |
11,158 |
| 60 |
3,349.0 |
2,115.0 |
1,234.0 |
49.6% |
151.4 |
6.1% |
30% |
False |
False |
12,186 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
54.7% |
129.7 |
5.2% |
28% |
False |
False |
11,950 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
56.2% |
112.0 |
4.5% |
27% |
False |
False |
9,726 |
| 120 |
3,556.0 |
2,115.0 |
1,441.0 |
57.9% |
103.6 |
4.2% |
26% |
False |
False |
8,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,995.8 |
|
2.618 |
2,814.6 |
|
1.618 |
2,703.6 |
|
1.000 |
2,635.0 |
|
0.618 |
2,592.6 |
|
HIGH |
2,524.0 |
|
0.618 |
2,481.6 |
|
0.500 |
2,468.5 |
|
0.382 |
2,455.4 |
|
LOW |
2,413.0 |
|
0.618 |
2,344.4 |
|
1.000 |
2,302.0 |
|
1.618 |
2,233.4 |
|
2.618 |
2,122.4 |
|
4.250 |
1,941.3 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,482.8 |
2,453.2 |
| PP |
2,475.7 |
2,416.3 |
| S1 |
2,468.5 |
2,379.5 |
|