| 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 |
4,518.0 |
4,561.5 |
43.5 |
1.0% |
4,262.0 |
| High |
4,631.5 |
4,740.0 |
108.5 |
2.3% |
4,715.0 |
| Low |
4,381.5 |
4,430.0 |
48.5 |
1.1% |
4,164.5 |
| Close |
4,584.0 |
4,593.0 |
9.0 |
0.2% |
4,669.5 |
| Range |
250.0 |
310.0 |
60.0 |
24.0% |
550.5 |
| ATR |
293.8 |
295.0 |
1.2 |
0.4% |
0.0 |
| Volume |
175,979 |
201,892 |
25,913 |
14.7% |
768,193 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,517.7 |
5,365.3 |
4,763.5 |
|
| R3 |
5,207.7 |
5,055.3 |
4,678.3 |
|
| R2 |
4,897.7 |
4,897.7 |
4,649.8 |
|
| R1 |
4,745.3 |
4,745.3 |
4,621.4 |
4,821.5 |
| PP |
4,587.7 |
4,587.7 |
4,587.7 |
4,625.8 |
| S1 |
4,435.3 |
4,435.3 |
4,564.6 |
4,511.5 |
| S2 |
4,277.7 |
4,277.7 |
4,536.2 |
|
| S3 |
3,967.7 |
4,125.3 |
4,507.8 |
|
| S4 |
3,657.7 |
3,815.3 |
4,422.5 |
|
|
| 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 |
4,740.0 |
4,308.0 |
432.0 |
9.4% |
268.0 |
5.8% |
66% |
True |
False |
168,018 |
| 10 |
4,740.0 |
4,034.0 |
706.0 |
15.4% |
268.3 |
5.8% |
79% |
True |
False |
175,065 |
| 20 |
5,149.0 |
4,034.0 |
1,115.0 |
24.3% |
275.2 |
6.0% |
50% |
False |
False |
183,814 |
| 40 |
5,419.5 |
4,032.5 |
1,387.0 |
30.2% |
315.0 |
6.9% |
40% |
False |
False |
213,847 |
| 60 |
6,320.5 |
4,032.5 |
2,288.0 |
49.8% |
292.0 |
6.4% |
24% |
False |
False |
208,976 |
| 80 |
6,637.0 |
4,032.5 |
2,604.5 |
56.7% |
250.9 |
5.5% |
22% |
False |
False |
157,402 |
| 100 |
6,738.0 |
4,032.5 |
2,705.5 |
58.9% |
226.3 |
4.9% |
21% |
False |
False |
126,080 |
| 120 |
6,918.5 |
4,032.5 |
2,886.0 |
62.8% |
212.2 |
4.6% |
19% |
False |
False |
105,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,057.5 |
|
2.618 |
5,551.6 |
|
1.618 |
5,241.6 |
|
1.000 |
5,050.0 |
|
0.618 |
4,931.6 |
|
HIGH |
4,740.0 |
|
0.618 |
4,621.6 |
|
0.500 |
4,585.0 |
|
0.382 |
4,548.4 |
|
LOW |
4,430.0 |
|
0.618 |
4,238.4 |
|
1.000 |
4,120.0 |
|
1.618 |
3,928.4 |
|
2.618 |
3,618.4 |
|
4.250 |
3,112.5 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,590.3 |
4,570.0 |
| PP |
4,587.7 |
4,547.0 |
| S1 |
4,585.0 |
4,524.0 |
|