| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,444.0 |
2,434.0 |
-10.0 |
-0.4% |
2,252.0 |
| High |
2,451.0 |
2,447.0 |
-4.0 |
-0.2% |
2,451.0 |
| Low |
2,395.0 |
2,252.0 |
-143.0 |
-6.0% |
2,212.0 |
| Close |
2,433.0 |
2,289.0 |
-144.0 |
-5.9% |
2,433.0 |
| Range |
56.0 |
195.0 |
139.0 |
248.2% |
239.0 |
| ATR |
145.4 |
148.9 |
3.5 |
2.4% |
0.0 |
| Volume |
4,453 |
15,794 |
11,341 |
254.7% |
25,212 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.3 |
2,796.7 |
2,396.3 |
|
| R3 |
2,719.3 |
2,601.7 |
2,342.6 |
|
| R2 |
2,524.3 |
2,524.3 |
2,324.8 |
|
| R1 |
2,406.7 |
2,406.7 |
2,306.9 |
2,368.0 |
| PP |
2,329.3 |
2,329.3 |
2,329.3 |
2,310.0 |
| S1 |
2,211.7 |
2,211.7 |
2,271.1 |
2,173.0 |
| S2 |
2,134.3 |
2,134.3 |
2,253.3 |
|
| S3 |
1,939.3 |
2,016.7 |
2,235.4 |
|
| S4 |
1,744.3 |
1,821.7 |
2,181.8 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.3 |
2,996.7 |
2,564.5 |
|
| R3 |
2,843.3 |
2,757.7 |
2,498.7 |
|
| R2 |
2,604.3 |
2,604.3 |
2,476.8 |
|
| R1 |
2,518.7 |
2,518.7 |
2,454.9 |
2,561.5 |
| PP |
2,365.3 |
2,365.3 |
2,365.3 |
2,386.8 |
| S1 |
2,279.7 |
2,279.7 |
2,411.1 |
2,322.5 |
| S2 |
2,126.3 |
2,126.3 |
2,389.2 |
|
| S3 |
1,887.3 |
2,040.7 |
2,367.3 |
|
| S4 |
1,648.3 |
1,801.7 |
2,301.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,451.0 |
2,252.0 |
199.0 |
8.7% |
104.8 |
4.6% |
19% |
False |
True |
6,770 |
| 10 |
2,451.0 |
2,115.0 |
336.0 |
14.7% |
129.6 |
5.7% |
52% |
False |
False |
6,289 |
| 20 |
2,781.0 |
2,115.0 |
666.0 |
29.1% |
139.8 |
6.1% |
26% |
False |
False |
7,029 |
| 40 |
2,988.0 |
2,115.0 |
873.0 |
38.1% |
159.8 |
7.0% |
20% |
False |
False |
6,117 |
| 60 |
3,366.0 |
2,115.0 |
1,251.0 |
54.7% |
147.9 |
6.5% |
14% |
False |
False |
11,701 |
| 80 |
3,493.0 |
2,115.0 |
1,378.0 |
60.2% |
123.5 |
5.4% |
13% |
False |
False |
9,294 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
61.2% |
109.2 |
4.8% |
12% |
False |
False |
7,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,275.8 |
|
2.618 |
2,957.5 |
|
1.618 |
2,762.5 |
|
1.000 |
2,642.0 |
|
0.618 |
2,567.5 |
|
HIGH |
2,447.0 |
|
0.618 |
2,372.5 |
|
0.500 |
2,349.5 |
|
0.382 |
2,326.5 |
|
LOW |
2,252.0 |
|
0.618 |
2,131.5 |
|
1.000 |
2,057.0 |
|
1.618 |
1,936.5 |
|
2.618 |
1,741.5 |
|
4.250 |
1,423.3 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.5 |
2,351.5 |
| PP |
2,329.3 |
2,330.7 |
| S1 |
2,309.2 |
2,309.8 |
|