| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
4,230.0 |
4,333.5 |
103.5 |
2.4% |
4,197.0 |
| High |
4,386.0 |
4,375.0 |
-11.0 |
-0.3% |
4,235.5 |
| Low |
4,207.0 |
4,303.0 |
96.0 |
2.3% |
3,950.0 |
| Close |
4,353.0 |
4,331.5 |
-21.5 |
-0.5% |
3,993.0 |
| Range |
179.0 |
72.0 |
-107.0 |
-59.8% |
285.5 |
| ATR |
213.2 |
203.1 |
-10.1 |
-4.7% |
0.0 |
| Volume |
1,450 |
7,694 |
6,244 |
430.6% |
14,717 |
|
| Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,552.5 |
4,514.0 |
4,371.0 |
|
| R3 |
4,480.5 |
4,442.0 |
4,351.5 |
|
| R2 |
4,408.5 |
4,408.5 |
4,344.5 |
|
| R1 |
4,370.0 |
4,370.0 |
4,338.0 |
4,353.0 |
| PP |
4,336.5 |
4,336.5 |
4,336.5 |
4,328.0 |
| S1 |
4,298.0 |
4,298.0 |
4,325.0 |
4,281.0 |
| S2 |
4,264.5 |
4,264.5 |
4,318.5 |
|
| S3 |
4,192.5 |
4,226.0 |
4,311.5 |
|
| S4 |
4,120.5 |
4,154.0 |
4,292.0 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,916.0 |
4,740.0 |
4,150.0 |
|
| R3 |
4,630.5 |
4,454.5 |
4,071.5 |
|
| R2 |
4,345.0 |
4,345.0 |
4,045.5 |
|
| R1 |
4,169.0 |
4,169.0 |
4,019.0 |
4,114.0 |
| PP |
4,059.5 |
4,059.5 |
4,059.5 |
4,032.0 |
| S1 |
3,883.5 |
3,883.5 |
3,967.0 |
3,829.0 |
| S2 |
3,774.0 |
3,774.0 |
3,940.5 |
|
| S3 |
3,488.5 |
3,598.0 |
3,914.5 |
|
| S4 |
3,203.0 |
3,312.5 |
3,836.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,386.0 |
3,988.0 |
398.0 |
9.2% |
161.5 |
3.7% |
86% |
False |
False |
5,021 |
| 10 |
4,386.0 |
3,950.0 |
436.0 |
10.1% |
153.0 |
3.5% |
88% |
False |
False |
2,727 |
| 20 |
4,401.0 |
3,672.5 |
728.5 |
16.8% |
181.5 |
4.2% |
90% |
False |
False |
1,517 |
| 40 |
4,644.5 |
3,672.5 |
972.0 |
22.4% |
185.0 |
4.3% |
68% |
False |
False |
836 |
| 60 |
5,442.5 |
3,672.5 |
1,770.0 |
40.9% |
198.0 |
4.6% |
37% |
False |
False |
820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,681.0 |
|
2.618 |
4,563.5 |
|
1.618 |
4,491.5 |
|
1.000 |
4,447.0 |
|
0.618 |
4,419.5 |
|
HIGH |
4,375.0 |
|
0.618 |
4,347.5 |
|
0.500 |
4,339.0 |
|
0.382 |
4,330.5 |
|
LOW |
4,303.0 |
|
0.618 |
4,258.5 |
|
1.000 |
4,231.0 |
|
1.618 |
4,186.5 |
|
2.618 |
4,114.5 |
|
4.250 |
3,997.0 |
|
|