| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,426.0 |
2,422.0 |
-4.0 |
-0.2% |
2,239.0 |
| High |
2,446.0 |
2,441.0 |
-5.0 |
-0.2% |
2,450.0 |
| Low |
2,379.0 |
2,239.0 |
-140.0 |
-5.9% |
2,193.0 |
| Close |
2,426.0 |
2,282.0 |
-144.0 |
-5.9% |
2,426.0 |
| Range |
67.0 |
202.0 |
135.0 |
201.5% |
257.0 |
| ATR |
154.1 |
157.5 |
3.4 |
2.2% |
0.0 |
| Volume |
840,459 |
1,389,870 |
549,411 |
65.4% |
6,390,263 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,926.7 |
2,806.3 |
2,393.1 |
|
| R3 |
2,724.7 |
2,604.3 |
2,337.6 |
|
| R2 |
2,522.7 |
2,522.7 |
2,319.0 |
|
| R1 |
2,402.3 |
2,402.3 |
2,300.5 |
2,361.5 |
| PP |
2,320.7 |
2,320.7 |
2,320.7 |
2,300.3 |
| S1 |
2,200.3 |
2,200.3 |
2,263.5 |
2,159.5 |
| S2 |
2,118.7 |
2,118.7 |
2,245.0 |
|
| S3 |
1,916.7 |
1,998.3 |
2,226.5 |
|
| S4 |
1,714.7 |
1,796.3 |
2,170.9 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.3 |
3,033.7 |
2,567.4 |
|
| R3 |
2,870.3 |
2,776.7 |
2,496.7 |
|
| R2 |
2,613.3 |
2,613.3 |
2,473.1 |
|
| R1 |
2,519.7 |
2,519.7 |
2,449.6 |
2,566.5 |
| PP |
2,356.3 |
2,356.3 |
2,356.3 |
2,379.8 |
| S1 |
2,262.7 |
2,262.7 |
2,402.4 |
2,309.5 |
| S2 |
2,099.3 |
2,099.3 |
2,378.9 |
|
| S3 |
1,842.3 |
2,005.7 |
2,355.3 |
|
| S4 |
1,585.3 |
1,748.7 |
2,284.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,450.0 |
2,239.0 |
211.0 |
9.2% |
113.2 |
5.0% |
20% |
False |
True |
1,192,409 |
| 10 |
2,450.0 |
2,105.0 |
345.0 |
15.1% |
139.9 |
6.1% |
51% |
False |
False |
1,628,169 |
| 20 |
2,783.0 |
2,105.0 |
678.0 |
29.7% |
150.7 |
6.6% |
26% |
False |
False |
1,648,185 |
| 40 |
2,994.0 |
2,105.0 |
889.0 |
39.0% |
170.9 |
7.5% |
20% |
False |
False |
1,242,359 |
| 60 |
3,354.0 |
2,105.0 |
1,249.0 |
54.7% |
150.8 |
6.6% |
14% |
False |
False |
1,116,666 |
| 80 |
3,494.0 |
2,105.0 |
1,389.0 |
60.9% |
129.0 |
5.7% |
13% |
False |
False |
840,793 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
60.9% |
117.5 |
5.1% |
13% |
False |
False |
673,583 |
| 120 |
3,640.0 |
2,105.0 |
1,535.0 |
67.3% |
110.1 |
4.8% |
12% |
False |
False |
562,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,299.5 |
|
2.618 |
2,969.8 |
|
1.618 |
2,767.8 |
|
1.000 |
2,643.0 |
|
0.618 |
2,565.8 |
|
HIGH |
2,441.0 |
|
0.618 |
2,363.8 |
|
0.500 |
2,340.0 |
|
0.382 |
2,316.2 |
|
LOW |
2,239.0 |
|
0.618 |
2,114.2 |
|
1.000 |
2,037.0 |
|
1.618 |
1,912.2 |
|
2.618 |
1,710.2 |
|
4.250 |
1,380.5 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,340.0 |
2,342.5 |
| PP |
2,320.7 |
2,322.3 |
| S1 |
2,301.3 |
2,302.2 |
|