| Trading Metrics calculated at close of trading on 12-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,503.0 |
2,398.0 |
-105.0 |
-4.2% |
2,399.0 |
| High |
2,523.0 |
2,479.0 |
-44.0 |
-1.7% |
2,528.0 |
| Low |
2,449.0 |
2,345.0 |
-104.0 |
-4.2% |
2,345.0 |
| Close |
2,492.0 |
2,426.0 |
-66.0 |
-2.6% |
2,426.0 |
| Range |
74.0 |
134.0 |
60.0 |
81.1% |
183.0 |
| ATR |
136.9 |
137.6 |
0.7 |
0.5% |
0.0 |
| Volume |
208,112 |
385,403 |
177,291 |
85.2% |
917,214 |
|
| Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,818.7 |
2,756.3 |
2,499.7 |
|
| R3 |
2,684.7 |
2,622.3 |
2,462.9 |
|
| R2 |
2,550.7 |
2,550.7 |
2,450.6 |
|
| R1 |
2,488.3 |
2,488.3 |
2,438.3 |
2,519.5 |
| PP |
2,416.7 |
2,416.7 |
2,416.7 |
2,432.3 |
| S1 |
2,354.3 |
2,354.3 |
2,413.7 |
2,385.5 |
| S2 |
2,282.7 |
2,282.7 |
2,401.4 |
|
| S3 |
2,148.7 |
2,220.3 |
2,389.2 |
|
| S4 |
2,014.7 |
2,086.3 |
2,352.3 |
|
|
| Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.0 |
2,887.0 |
2,526.7 |
|
| R3 |
2,799.0 |
2,704.0 |
2,476.3 |
|
| R2 |
2,616.0 |
2,616.0 |
2,459.6 |
|
| R1 |
2,521.0 |
2,521.0 |
2,442.8 |
2,568.5 |
| PP |
2,433.0 |
2,433.0 |
2,433.0 |
2,456.8 |
| S1 |
2,338.0 |
2,338.0 |
2,409.2 |
2,385.5 |
| S2 |
2,250.0 |
2,250.0 |
2,392.5 |
|
| S3 |
2,067.0 |
2,155.0 |
2,375.7 |
|
| S4 |
1,884.0 |
1,972.0 |
2,325.4 |
|
|
| 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 |
2,345.0 |
183.0 |
7.5% |
93.8 |
3.9% |
44% |
False |
True |
183,442 |
| 10 |
2,528.0 |
2,235.0 |
293.0 |
12.1% |
117.7 |
4.9% |
65% |
False |
False |
97,349 |
| 20 |
2,528.0 |
2,115.0 |
413.0 |
17.0% |
119.4 |
4.9% |
75% |
False |
False |
51,226 |
| 40 |
2,781.0 |
2,115.0 |
666.0 |
27.5% |
133.4 |
5.5% |
47% |
False |
False |
29,288 |
| 60 |
3,326.0 |
2,115.0 |
1,211.0 |
49.9% |
147.2 |
6.1% |
26% |
False |
False |
20,481 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
56.1% |
131.9 |
5.4% |
23% |
False |
False |
21,168 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
57.7% |
113.1 |
4.7% |
22% |
False |
False |
17,088 |
| 120 |
3,515.0 |
2,115.0 |
1,400.0 |
57.7% |
104.5 |
4.3% |
22% |
False |
False |
14,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.5 |
|
2.618 |
2,829.8 |
|
1.618 |
2,695.8 |
|
1.000 |
2,613.0 |
|
0.618 |
2,561.8 |
|
HIGH |
2,479.0 |
|
0.618 |
2,427.8 |
|
0.500 |
2,412.0 |
|
0.382 |
2,396.2 |
|
LOW |
2,345.0 |
|
0.618 |
2,262.2 |
|
1.000 |
2,211.0 |
|
1.618 |
2,128.2 |
|
2.618 |
1,994.2 |
|
4.250 |
1,775.5 |
|
|
| Fisher Pivots for day following 12-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,421.3 |
2,436.5 |
| PP |
2,416.7 |
2,433.0 |
| S1 |
2,412.0 |
2,429.5 |
|