| 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 |
2,370.0 |
2,342.0 |
-28.0 |
-1.2% |
2,434.0 |
| High |
2,442.0 |
2,360.0 |
-82.0 |
-3.4% |
2,447.0 |
| Low |
2,298.0 |
2,235.0 |
-63.0 |
-2.7% |
2,235.0 |
| Close |
2,388.0 |
2,256.0 |
-132.0 |
-5.5% |
2,256.0 |
| Range |
144.0 |
125.0 |
-19.0 |
-13.2% |
212.0 |
| ATR |
145.1 |
145.6 |
0.6 |
0.4% |
0.0 |
| Volume |
12,758 |
5,420 |
-7,338 |
-57.5% |
56,283 |
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,658.7 |
2,582.3 |
2,324.8 |
|
| R3 |
2,533.7 |
2,457.3 |
2,290.4 |
|
| R2 |
2,408.7 |
2,408.7 |
2,278.9 |
|
| R1 |
2,332.3 |
2,332.3 |
2,267.5 |
2,308.0 |
| PP |
2,283.7 |
2,283.7 |
2,283.7 |
2,271.5 |
| S1 |
2,207.3 |
2,207.3 |
2,244.5 |
2,183.0 |
| S2 |
2,158.7 |
2,158.7 |
2,233.1 |
|
| S3 |
2,033.7 |
2,082.3 |
2,221.6 |
|
| S4 |
1,908.7 |
1,957.3 |
2,187.3 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,948.7 |
2,814.3 |
2,372.6 |
|
| R3 |
2,736.7 |
2,602.3 |
2,314.3 |
|
| R2 |
2,524.7 |
2,524.7 |
2,294.9 |
|
| R1 |
2,390.3 |
2,390.3 |
2,275.4 |
2,351.5 |
| PP |
2,312.7 |
2,312.7 |
2,312.7 |
2,293.3 |
| S1 |
2,178.3 |
2,178.3 |
2,236.6 |
2,139.5 |
| S2 |
2,100.7 |
2,100.7 |
2,217.1 |
|
| S3 |
1,888.7 |
1,966.3 |
2,197.7 |
|
| S4 |
1,676.7 |
1,754.3 |
2,139.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,447.0 |
2,235.0 |
212.0 |
9.4% |
141.6 |
6.3% |
10% |
False |
True |
11,256 |
| 10 |
2,451.0 |
2,212.0 |
239.0 |
10.6% |
122.5 |
5.4% |
18% |
False |
False |
8,149 |
| 20 |
2,709.0 |
2,115.0 |
594.0 |
26.3% |
134.1 |
5.9% |
24% |
False |
False |
6,658 |
| 40 |
2,878.0 |
2,115.0 |
763.0 |
33.8% |
148.4 |
6.6% |
18% |
False |
False |
6,895 |
| 60 |
3,349.0 |
2,115.0 |
1,234.0 |
54.7% |
151.3 |
6.7% |
11% |
False |
False |
11,702 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
60.3% |
128.2 |
5.7% |
10% |
False |
False |
9,783 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
62.1% |
111.1 |
4.9% |
10% |
False |
False |
8,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.3 |
|
2.618 |
2,687.3 |
|
1.618 |
2,562.3 |
|
1.000 |
2,485.0 |
|
0.618 |
2,437.3 |
|
HIGH |
2,360.0 |
|
0.618 |
2,312.3 |
|
0.500 |
2,297.5 |
|
0.382 |
2,282.8 |
|
LOW |
2,235.0 |
|
0.618 |
2,157.8 |
|
1.000 |
2,110.0 |
|
1.618 |
2,032.8 |
|
2.618 |
1,907.8 |
|
4.250 |
1,703.8 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,297.5 |
2,338.5 |
| PP |
2,283.7 |
2,311.0 |
| S1 |
2,269.8 |
2,283.5 |
|