| 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 |
4,648.0 |
4,348.0 |
-300.0 |
-6.5% |
4,262.0 |
| High |
4,676.5 |
4,582.0 |
-94.5 |
-2.0% |
4,715.0 |
| Low |
4,313.0 |
4,308.0 |
-5.0 |
-0.1% |
4,164.5 |
| Close |
4,375.5 |
4,560.0 |
184.5 |
4.2% |
4,669.5 |
| Range |
363.5 |
274.0 |
-89.5 |
-24.6% |
550.5 |
| ATR |
299.0 |
297.2 |
-1.8 |
-0.6% |
0.0 |
| Volume |
166,205 |
188,953 |
22,748 |
13.7% |
768,193 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,305.3 |
5,206.7 |
4,710.7 |
|
| R3 |
5,031.3 |
4,932.7 |
4,635.4 |
|
| R2 |
4,757.3 |
4,757.3 |
4,610.2 |
|
| R1 |
4,658.7 |
4,658.7 |
4,585.1 |
4,708.0 |
| PP |
4,483.3 |
4,483.3 |
4,483.3 |
4,508.0 |
| S1 |
4,384.7 |
4,384.7 |
4,534.9 |
4,434.0 |
| S2 |
4,209.3 |
4,209.3 |
4,509.8 |
|
| S3 |
3,935.3 |
4,110.7 |
4,484.7 |
|
| S4 |
3,661.3 |
3,836.7 |
4,409.3 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,167.8 |
5,969.2 |
4,972.3 |
|
| R3 |
5,617.3 |
5,418.7 |
4,820.9 |
|
| R2 |
5,066.8 |
5,066.8 |
4,770.4 |
|
| R1 |
4,868.2 |
4,868.2 |
4,720.0 |
4,967.5 |
| PP |
4,516.3 |
4,516.3 |
4,516.3 |
4,566.0 |
| S1 |
4,317.7 |
4,317.7 |
4,619.0 |
4,417.0 |
| S2 |
3,965.8 |
3,965.8 |
4,568.6 |
|
| S3 |
3,415.3 |
3,767.2 |
4,518.1 |
|
| S4 |
2,864.8 |
3,216.7 |
4,366.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,715.0 |
4,308.0 |
407.0 |
8.9% |
225.7 |
4.9% |
62% |
False |
True |
138,805 |
| 10 |
4,715.0 |
4,034.0 |
681.0 |
14.9% |
278.4 |
6.1% |
77% |
False |
False |
182,610 |
| 20 |
5,344.0 |
4,034.0 |
1,310.0 |
28.7% |
283.1 |
6.2% |
40% |
False |
False |
185,660 |
| 40 |
5,419.5 |
4,032.5 |
1,387.0 |
30.4% |
325.9 |
7.1% |
38% |
False |
False |
223,693 |
| 60 |
6,325.0 |
4,032.5 |
2,292.5 |
50.3% |
287.0 |
6.3% |
23% |
False |
False |
203,027 |
| 80 |
6,656.5 |
4,032.5 |
2,624.0 |
57.5% |
247.1 |
5.4% |
20% |
False |
False |
152,699 |
| 100 |
6,738.0 |
4,032.5 |
2,705.5 |
59.3% |
224.2 |
4.9% |
19% |
False |
False |
122,319 |
| 120 |
6,956.0 |
4,032.5 |
2,923.5 |
64.1% |
209.2 |
4.6% |
18% |
False |
False |
102,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,746.5 |
|
2.618 |
5,299.3 |
|
1.618 |
5,025.3 |
|
1.000 |
4,856.0 |
|
0.618 |
4,751.3 |
|
HIGH |
4,582.0 |
|
0.618 |
4,477.3 |
|
0.500 |
4,445.0 |
|
0.382 |
4,412.7 |
|
LOW |
4,308.0 |
|
0.618 |
4,138.7 |
|
1.000 |
4,034.0 |
|
1.618 |
3,864.7 |
|
2.618 |
3,590.7 |
|
4.250 |
3,143.5 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,521.7 |
4,543.8 |
| PP |
4,483.3 |
4,527.7 |
| S1 |
4,445.0 |
4,511.5 |
|