| Trading Metrics calculated at close of trading on 11-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,500.0 |
2,503.0 |
3.0 |
0.1% |
2,434.0 |
| High |
2,528.0 |
2,523.0 |
-5.0 |
-0.2% |
2,447.0 |
| Low |
2,470.0 |
2,449.0 |
-21.0 |
-0.9% |
2,235.0 |
| Close |
2,503.0 |
2,492.0 |
-11.0 |
-0.4% |
2,256.0 |
| Range |
58.0 |
74.0 |
16.0 |
27.6% |
212.0 |
| ATR |
141.7 |
136.9 |
-4.8 |
-3.4% |
0.0 |
| Volume |
147,161 |
208,112 |
60,951 |
41.4% |
56,283 |
|
| Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,710.0 |
2,675.0 |
2,532.7 |
|
| R3 |
2,636.0 |
2,601.0 |
2,512.4 |
|
| R2 |
2,562.0 |
2,562.0 |
2,505.6 |
|
| R1 |
2,527.0 |
2,527.0 |
2,498.8 |
2,507.5 |
| PP |
2,488.0 |
2,488.0 |
2,488.0 |
2,478.3 |
| S1 |
2,453.0 |
2,453.0 |
2,485.2 |
2,433.5 |
| S2 |
2,414.0 |
2,414.0 |
2,478.4 |
|
| S3 |
2,340.0 |
2,379.0 |
2,471.7 |
|
| S4 |
2,266.0 |
2,305.0 |
2,451.3 |
|
|
| 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 |
2,528.0 |
2,235.0 |
293.0 |
11.8% |
92.0 |
3.7% |
88% |
False |
False |
107,446 |
| 10 |
2,528.0 |
2,235.0 |
293.0 |
11.8% |
109.9 |
4.4% |
88% |
False |
False |
59,254 |
| 20 |
2,539.0 |
2,115.0 |
424.0 |
17.0% |
117.7 |
4.7% |
89% |
False |
False |
32,050 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
26.7% |
134.9 |
5.4% |
57% |
False |
False |
19,906 |
| 60 |
3,349.0 |
2,115.0 |
1,234.0 |
49.5% |
147.8 |
5.9% |
31% |
False |
False |
14,447 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
54.6% |
130.9 |
5.3% |
28% |
False |
False |
16,355 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
56.2% |
112.3 |
4.5% |
27% |
False |
False |
13,246 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
56.2% |
103.8 |
4.2% |
27% |
False |
False |
11,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.5 |
|
2.618 |
2,716.7 |
|
1.618 |
2,642.7 |
|
1.000 |
2,597.0 |
|
0.618 |
2,568.7 |
|
HIGH |
2,523.0 |
|
0.618 |
2,494.7 |
|
0.500 |
2,486.0 |
|
0.382 |
2,477.3 |
|
LOW |
2,449.0 |
|
0.618 |
2,403.3 |
|
1.000 |
2,375.0 |
|
1.618 |
2,329.3 |
|
2.618 |
2,255.3 |
|
4.250 |
2,134.5 |
|
|
| Fisher Pivots for day following 11-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,490.0 |
2,484.8 |
| PP |
2,488.0 |
2,477.7 |
| S1 |
2,486.0 |
2,470.5 |
|