| 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 |
1,202.78 |
1,204.72 |
1.94 |
0.2% |
1,185.75 |
| High |
1,237.18 |
1,251.56 |
14.38 |
1.2% |
1,180.09 |
| Low |
1,196.91 |
1,202.14 |
5.23 |
0.4% |
1,091.04 |
| Close |
1,225.06 |
1,212.45 |
-12.61 |
-1.0% |
1,177.87 |
| Range |
40.27 |
49.42 |
9.15 |
22.7% |
89.05 |
| ATR |
65.95 |
64.77 |
-1.18 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.31 |
1,340.80 |
1,239.63 |
|
| R3 |
1,320.89 |
1,291.38 |
1,226.04 |
|
| R2 |
1,271.47 |
1,271.47 |
1,221.51 |
|
| R1 |
1,241.96 |
1,241.96 |
1,216.98 |
1,256.72 |
| PP |
1,222.05 |
1,222.05 |
1,222.05 |
1,229.43 |
| S1 |
1,192.54 |
1,192.54 |
1,207.92 |
1,207.30 |
| S2 |
1,172.63 |
1,172.63 |
1,203.39 |
|
| S3 |
1,123.21 |
1,143.12 |
1,198.86 |
|
| S4 |
1,073.79 |
1,093.70 |
1,185.27 |
|
|
| 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 |
1,251.56 |
1,096.09 |
155.47 |
12.8% |
59.25 |
4.9% |
75% |
True |
False |
|
| 10 |
1,251.56 |
1,091.04 |
160.52 |
13.2% |
53.01 |
4.4% |
76% |
True |
False |
|
| 20 |
1,251.56 |
1,018.86 |
232.70 |
19.2% |
59.69 |
4.9% |
83% |
True |
False |
|
| 40 |
1,470.99 |
1,018.86 |
452.13 |
37.3% |
66.18 |
5.5% |
43% |
False |
False |
|
| 60 |
1,773.83 |
1,018.86 |
754.97 |
62.3% |
70.07 |
5.8% |
26% |
False |
False |
|
| 80 |
1,963.51 |
1,018.86 |
944.65 |
77.9% |
62.34 |
5.1% |
20% |
False |
False |
|
| 100 |
1,973.56 |
1,018.86 |
954.70 |
78.7% |
57.45 |
4.7% |
20% |
False |
False |
|
| 120 |
1,973.56 |
1,018.86 |
954.70 |
78.7% |
55.05 |
4.5% |
20% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,461.60 |
|
2.618 |
1,380.94 |
|
1.618 |
1,331.52 |
|
1.000 |
1,300.98 |
|
0.618 |
1,282.10 |
|
HIGH |
1,251.56 |
|
0.618 |
1,232.68 |
|
0.500 |
1,226.85 |
|
0.382 |
1,221.02 |
|
LOW |
1,202.14 |
|
0.618 |
1,171.60 |
|
1.000 |
1,152.72 |
|
1.618 |
1,122.18 |
|
2.618 |
1,072.76 |
|
4.250 |
992.11 |
|
|
| Fisher Pivots for day following 09-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,226.85 |
1,199.58 |
| PP |
1,222.05 |
1,186.70 |
| S1 |
1,217.25 |
1,173.83 |
|