| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,262.0 |
2,347.0 |
85.0 |
3.8% |
2,239.0 |
| High |
2,377.0 |
2,399.0 |
22.0 |
0.9% |
2,450.0 |
| Low |
2,238.0 |
2,287.0 |
49.0 |
2.2% |
2,193.0 |
| Close |
2,359.0 |
2,370.0 |
11.0 |
0.5% |
2,426.0 |
| Range |
139.0 |
112.0 |
-27.0 |
-19.4% |
257.0 |
| ATR |
156.2 |
153.0 |
-3.2 |
-2.0% |
0.0 |
| Volume |
1,551,184 |
1,493,606 |
-57,578 |
-3.7% |
6,390,263 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.0 |
2,641.0 |
2,431.6 |
|
| R3 |
2,576.0 |
2,529.0 |
2,400.8 |
|
| R2 |
2,464.0 |
2,464.0 |
2,390.5 |
|
| R1 |
2,417.0 |
2,417.0 |
2,380.3 |
2,440.5 |
| PP |
2,352.0 |
2,352.0 |
2,352.0 |
2,363.8 |
| S1 |
2,305.0 |
2,305.0 |
2,359.7 |
2,328.5 |
| S2 |
2,240.0 |
2,240.0 |
2,349.5 |
|
| S3 |
2,128.0 |
2,193.0 |
2,339.2 |
|
| S4 |
2,016.0 |
2,081.0 |
2,308.4 |
|
|
| 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% |
112.4 |
4.7% |
63% |
False |
False |
1,153,571 |
| 10 |
2,450.0 |
2,105.0 |
345.0 |
14.6% |
137.2 |
5.8% |
77% |
False |
False |
1,572,540 |
| 20 |
2,698.0 |
2,105.0 |
593.0 |
25.0% |
146.3 |
6.2% |
45% |
False |
False |
1,637,353 |
| 40 |
2,899.0 |
2,105.0 |
794.0 |
33.5% |
167.4 |
7.1% |
33% |
False |
False |
1,318,479 |
| 60 |
3,302.0 |
2,105.0 |
1,197.0 |
50.5% |
152.9 |
6.5% |
22% |
False |
False |
1,164,899 |
| 80 |
3,457.0 |
2,105.0 |
1,352.0 |
57.0% |
130.9 |
5.5% |
20% |
False |
False |
878,835 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
58.6% |
118.6 |
5.0% |
19% |
False |
False |
703,564 |
| 120 |
3,610.0 |
2,105.0 |
1,505.0 |
63.5% |
111.2 |
4.7% |
18% |
False |
False |
587,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,875.0 |
|
2.618 |
2,692.2 |
|
1.618 |
2,580.2 |
|
1.000 |
2,511.0 |
|
0.618 |
2,468.2 |
|
HIGH |
2,399.0 |
|
0.618 |
2,356.2 |
|
0.500 |
2,343.0 |
|
0.382 |
2,329.8 |
|
LOW |
2,287.0 |
|
0.618 |
2,217.8 |
|
1.000 |
2,175.0 |
|
1.618 |
2,105.8 |
|
2.618 |
1,993.8 |
|
4.250 |
1,811.0 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,361.0 |
2,359.8 |
| PP |
2,352.0 |
2,349.7 |
| S1 |
2,343.0 |
2,339.5 |
|