| Trading Metrics calculated at close of trading on 04-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,347.0 |
2,358.0 |
11.0 |
0.5% |
2,239.0 |
| High |
2,399.0 |
2,438.0 |
39.0 |
1.6% |
2,450.0 |
| Low |
2,287.0 |
2,291.0 |
4.0 |
0.2% |
2,193.0 |
| Close |
2,370.0 |
2,381.0 |
11.0 |
0.5% |
2,426.0 |
| Range |
112.0 |
147.0 |
35.0 |
31.3% |
257.0 |
| ATR |
153.0 |
152.6 |
-0.4 |
-0.3% |
0.0 |
| Volume |
1,493,606 |
1,685,414 |
191,808 |
12.8% |
6,390,263 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,811.0 |
2,743.0 |
2,461.9 |
|
| R3 |
2,664.0 |
2,596.0 |
2,421.4 |
|
| R2 |
2,517.0 |
2,517.0 |
2,408.0 |
|
| R1 |
2,449.0 |
2,449.0 |
2,394.5 |
2,483.0 |
| PP |
2,370.0 |
2,370.0 |
2,370.0 |
2,387.0 |
| S1 |
2,302.0 |
2,302.0 |
2,367.5 |
2,336.0 |
| S2 |
2,223.0 |
2,223.0 |
2,354.1 |
|
| S3 |
2,076.0 |
2,155.0 |
2,340.6 |
|
| S4 |
1,929.0 |
2,008.0 |
2,300.2 |
|
|
| 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 |
8.7% |
133.4 |
5.6% |
69% |
False |
False |
1,392,106 |
| 10 |
2,450.0 |
2,105.0 |
345.0 |
14.5% |
134.2 |
5.6% |
80% |
False |
False |
1,478,788 |
| 20 |
2,698.0 |
2,105.0 |
593.0 |
24.9% |
142.9 |
6.0% |
47% |
False |
False |
1,604,639 |
| 40 |
2,864.0 |
2,105.0 |
759.0 |
31.9% |
164.1 |
6.9% |
36% |
False |
False |
1,360,614 |
| 60 |
3,302.0 |
2,105.0 |
1,197.0 |
50.3% |
153.7 |
6.5% |
23% |
False |
False |
1,189,939 |
| 80 |
3,457.0 |
2,105.0 |
1,352.0 |
56.8% |
131.8 |
5.5% |
20% |
False |
False |
899,870 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
58.3% |
119.0 |
5.0% |
20% |
False |
False |
720,384 |
| 120 |
3,571.0 |
2,105.0 |
1,466.0 |
61.6% |
112.0 |
4.7% |
19% |
False |
False |
601,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,062.8 |
|
2.618 |
2,822.8 |
|
1.618 |
2,675.8 |
|
1.000 |
2,585.0 |
|
0.618 |
2,528.8 |
|
HIGH |
2,438.0 |
|
0.618 |
2,381.8 |
|
0.500 |
2,364.5 |
|
0.382 |
2,347.2 |
|
LOW |
2,291.0 |
|
0.618 |
2,200.2 |
|
1.000 |
2,144.0 |
|
1.618 |
2,053.2 |
|
2.618 |
1,906.2 |
|
4.250 |
1,666.3 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,375.5 |
2,366.7 |
| PP |
2,370.0 |
2,352.3 |
| S1 |
2,364.5 |
2,338.0 |
|