| 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 |
1,113.45 |
1,202.78 |
89.33 |
8.0% |
1,185.75 |
| High |
1,180.09 |
1,237.18 |
57.09 |
4.8% |
1,180.09 |
| Low |
1,096.09 |
1,196.91 |
100.82 |
9.2% |
1,091.04 |
| Close |
1,177.87 |
1,225.06 |
47.19 |
4.0% |
1,177.87 |
| Range |
84.00 |
40.27 |
-43.73 |
-52.1% |
89.05 |
| ATR |
66.46 |
65.95 |
-0.51 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.53 |
1,323.06 |
1,247.21 |
|
| R3 |
1,300.26 |
1,282.79 |
1,236.13 |
|
| R2 |
1,259.99 |
1,259.99 |
1,232.44 |
|
| R1 |
1,242.52 |
1,242.52 |
1,228.75 |
1,251.26 |
| PP |
1,219.72 |
1,219.72 |
1,219.72 |
1,224.08 |
| S1 |
1,202.25 |
1,202.25 |
1,221.37 |
1,210.99 |
| S2 |
1,179.45 |
1,179.45 |
1,217.68 |
|
| S3 |
1,139.18 |
1,161.98 |
1,213.99 |
|
| S4 |
1,098.91 |
1,121.71 |
1,202.91 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.82 |
1,386.39 |
1,226.85 |
|
| R3 |
1,327.77 |
1,297.34 |
1,202.36 |
|
| R2 |
1,238.72 |
1,238.72 |
1,194.20 |
|
| R1 |
1,208.29 |
1,208.29 |
1,186.03 |
1,178.98 |
| PP |
1,149.67 |
1,149.67 |
1,149.67 |
1,135.01 |
| S1 |
1,119.24 |
1,119.24 |
1,169.71 |
1,089.93 |
| S2 |
1,060.62 |
1,060.62 |
1,161.54 |
|
| S3 |
971.57 |
1,030.19 |
1,153.38 |
|
| S4 |
882.52 |
941.14 |
1,128.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,237.18 |
1,091.04 |
146.14 |
11.9% |
57.74 |
4.7% |
92% |
True |
False |
|
| 10 |
1,237.18 |
1,091.04 |
146.14 |
11.9% |
54.72 |
4.5% |
92% |
True |
False |
|
| 20 |
1,298.09 |
1,018.86 |
279.23 |
22.8% |
60.27 |
4.9% |
74% |
False |
False |
|
| 40 |
1,470.99 |
1,018.86 |
452.13 |
36.9% |
67.71 |
5.5% |
46% |
False |
False |
|
| 60 |
1,773.83 |
1,018.86 |
754.97 |
61.6% |
70.11 |
5.7% |
27% |
False |
False |
|
| 80 |
1,973.56 |
1,018.86 |
954.70 |
77.9% |
62.01 |
5.1% |
22% |
False |
False |
|
| 100 |
1,973.56 |
1,018.86 |
954.70 |
77.9% |
57.14 |
4.7% |
22% |
False |
False |
|
| 120 |
1,991.25 |
1,018.86 |
972.39 |
79.4% |
55.10 |
4.5% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,408.33 |
|
2.618 |
1,342.61 |
|
1.618 |
1,302.34 |
|
1.000 |
1,277.45 |
|
0.618 |
1,262.07 |
|
HIGH |
1,237.18 |
|
0.618 |
1,221.80 |
|
0.500 |
1,217.05 |
|
0.382 |
1,212.29 |
|
LOW |
1,196.91 |
|
0.618 |
1,172.02 |
|
1.000 |
1,156.64 |
|
1.618 |
1,131.75 |
|
2.618 |
1,091.48 |
|
4.250 |
1,025.76 |
|
|
| Fisher Pivots for day following 08-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,222.39 |
1,205.59 |
| PP |
1,219.72 |
1,186.11 |
| S1 |
1,217.05 |
1,166.64 |
|