| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,422.0 |
2,262.0 |
-160.0 |
-6.6% |
2,239.0 |
| High |
2,441.0 |
2,377.0 |
-64.0 |
-2.6% |
2,450.0 |
| Low |
2,239.0 |
2,238.0 |
-1.0 |
0.0% |
2,193.0 |
| Close |
2,282.0 |
2,359.0 |
77.0 |
3.4% |
2,426.0 |
| Range |
202.0 |
139.0 |
-63.0 |
-31.2% |
257.0 |
| ATR |
157.5 |
156.2 |
-1.3 |
-0.8% |
0.0 |
| Volume |
1,389,870 |
1,551,184 |
161,314 |
11.6% |
6,390,263 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.7 |
2,689.3 |
2,435.5 |
|
| R3 |
2,602.7 |
2,550.3 |
2,397.2 |
|
| R2 |
2,463.7 |
2,463.7 |
2,384.5 |
|
| R1 |
2,411.3 |
2,411.3 |
2,371.7 |
2,437.5 |
| PP |
2,324.7 |
2,324.7 |
2,324.7 |
2,337.8 |
| S1 |
2,272.3 |
2,272.3 |
2,346.3 |
2,298.5 |
| S2 |
2,185.7 |
2,185.7 |
2,333.5 |
|
| S3 |
2,046.7 |
2,133.3 |
2,320.8 |
|
| S4 |
1,907.7 |
1,994.3 |
2,282.6 |
|
|
| 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 |
2,446.0 |
2,238.0 |
208.0 |
8.8% |
115.6 |
4.9% |
58% |
False |
True |
1,131,944 |
| 10 |
2,450.0 |
2,105.0 |
345.0 |
14.6% |
142.6 |
6.0% |
74% |
False |
False |
1,600,014 |
| 20 |
2,783.0 |
2,105.0 |
678.0 |
28.7% |
148.8 |
6.3% |
37% |
False |
False |
1,646,719 |
| 40 |
2,966.0 |
2,105.0 |
861.0 |
36.5% |
169.6 |
7.2% |
30% |
False |
False |
1,281,139 |
| 60 |
3,302.0 |
2,105.0 |
1,197.0 |
50.7% |
152.0 |
6.4% |
21% |
False |
False |
1,142,036 |
| 80 |
3,489.0 |
2,105.0 |
1,384.0 |
58.7% |
130.0 |
5.5% |
18% |
False |
False |
860,173 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
58.9% |
118.3 |
5.0% |
18% |
False |
False |
688,741 |
| 120 |
3,640.0 |
2,105.0 |
1,535.0 |
65.1% |
110.7 |
4.7% |
17% |
False |
False |
575,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,967.8 |
|
2.618 |
2,740.9 |
|
1.618 |
2,601.9 |
|
1.000 |
2,516.0 |
|
0.618 |
2,462.9 |
|
HIGH |
2,377.0 |
|
0.618 |
2,323.9 |
|
0.500 |
2,307.5 |
|
0.382 |
2,291.1 |
|
LOW |
2,238.0 |
|
0.618 |
2,152.1 |
|
1.000 |
2,099.0 |
|
1.618 |
2,013.1 |
|
2.618 |
1,874.1 |
|
4.250 |
1,647.3 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,341.8 |
2,353.3 |
| PP |
2,324.7 |
2,347.7 |
| S1 |
2,307.5 |
2,342.0 |
|