| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,358.0 |
2,330.0 |
-28.0 |
-1.2% |
2,422.0 |
| High |
2,438.0 |
2,356.0 |
-82.0 |
-3.4% |
2,441.0 |
| Low |
2,291.0 |
2,223.0 |
-68.0 |
-3.0% |
2,223.0 |
| Close |
2,381.0 |
2,249.0 |
-132.0 |
-5.5% |
2,249.0 |
| Range |
147.0 |
133.0 |
-14.0 |
-9.5% |
218.0 |
| ATR |
152.6 |
153.0 |
0.4 |
0.3% |
0.0 |
| Volume |
1,685,414 |
1,679,361 |
-6,053 |
-0.4% |
7,799,435 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,675.0 |
2,595.0 |
2,322.2 |
|
| R3 |
2,542.0 |
2,462.0 |
2,285.6 |
|
| R2 |
2,409.0 |
2,409.0 |
2,273.4 |
|
| R1 |
2,329.0 |
2,329.0 |
2,261.2 |
2,302.5 |
| PP |
2,276.0 |
2,276.0 |
2,276.0 |
2,262.8 |
| S1 |
2,196.0 |
2,196.0 |
2,236.8 |
2,169.5 |
| S2 |
2,143.0 |
2,143.0 |
2,224.6 |
|
| S3 |
2,010.0 |
2,063.0 |
2,212.4 |
|
| S4 |
1,877.0 |
1,930.0 |
2,175.9 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.3 |
2,821.7 |
2,368.9 |
|
| R3 |
2,740.3 |
2,603.7 |
2,309.0 |
|
| R2 |
2,522.3 |
2,522.3 |
2,289.0 |
|
| R1 |
2,385.7 |
2,385.7 |
2,269.0 |
2,345.0 |
| PP |
2,304.3 |
2,304.3 |
2,304.3 |
2,284.0 |
| S1 |
2,167.7 |
2,167.7 |
2,229.0 |
2,127.0 |
| S2 |
2,086.3 |
2,086.3 |
2,209.0 |
|
| S3 |
1,868.3 |
1,949.7 |
2,189.1 |
|
| S4 |
1,650.3 |
1,731.7 |
2,129.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,441.0 |
2,223.0 |
218.0 |
9.7% |
146.6 |
6.5% |
12% |
False |
True |
1,559,887 |
| 10 |
2,450.0 |
2,193.0 |
257.0 |
11.4% |
131.1 |
5.8% |
22% |
False |
False |
1,418,969 |
| 20 |
2,698.0 |
2,105.0 |
593.0 |
26.4% |
142.4 |
6.3% |
24% |
False |
False |
1,596,347 |
| 40 |
2,864.0 |
2,105.0 |
759.0 |
33.7% |
160.0 |
7.1% |
19% |
False |
False |
1,402,598 |
| 60 |
3,300.0 |
2,105.0 |
1,195.0 |
53.1% |
154.9 |
6.9% |
12% |
False |
False |
1,214,431 |
| 80 |
3,457.0 |
2,105.0 |
1,352.0 |
60.1% |
132.7 |
5.9% |
11% |
False |
False |
920,821 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
61.8% |
119.4 |
5.3% |
10% |
False |
False |
737,121 |
| 120 |
3,558.0 |
2,105.0 |
1,453.0 |
64.6% |
112.8 |
5.0% |
10% |
False |
False |
615,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.3 |
|
2.618 |
2,704.2 |
|
1.618 |
2,571.2 |
|
1.000 |
2,489.0 |
|
0.618 |
2,438.2 |
|
HIGH |
2,356.0 |
|
0.618 |
2,305.2 |
|
0.500 |
2,289.5 |
|
0.382 |
2,273.8 |
|
LOW |
2,223.0 |
|
0.618 |
2,140.8 |
|
1.000 |
2,090.0 |
|
1.618 |
2,007.8 |
|
2.618 |
1,874.8 |
|
4.250 |
1,657.8 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,289.5 |
2,330.5 |
| PP |
2,276.0 |
2,303.3 |
| S1 |
2,262.5 |
2,276.2 |
|