| Trading Metrics calculated at close of trading on 03-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
4,380.0 |
4,550.0 |
170.0 |
3.9% |
4,286.0 |
| High |
4,598.5 |
4,654.0 |
55.5 |
1.2% |
4,741.0 |
| Low |
4,339.0 |
4,421.0 |
82.0 |
1.9% |
4,195.0 |
| Close |
4,586.0 |
4,610.0 |
24.0 |
0.5% |
4,697.5 |
| Range |
259.5 |
233.0 |
-26.5 |
-10.2% |
546.0 |
| ATR |
285.4 |
281.6 |
-3.7 |
-1.3% |
0.0 |
| Volume |
1,054 |
947 |
-107 |
-10.2% |
5,978 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,260.7 |
5,168.3 |
4,738.2 |
|
| R3 |
5,027.7 |
4,935.3 |
4,674.1 |
|
| R2 |
4,794.7 |
4,794.7 |
4,652.7 |
|
| R1 |
4,702.3 |
4,702.3 |
4,631.4 |
4,748.5 |
| PP |
4,561.7 |
4,561.7 |
4,561.7 |
4,584.8 |
| S1 |
4,469.3 |
4,469.3 |
4,588.6 |
4,515.5 |
| S2 |
4,328.7 |
4,328.7 |
4,567.3 |
|
| S3 |
4,095.7 |
4,236.3 |
4,545.9 |
|
| S4 |
3,862.7 |
4,003.3 |
4,481.9 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,182.5 |
5,986.0 |
4,997.8 |
|
| R3 |
5,636.5 |
5,440.0 |
4,847.7 |
|
| R2 |
5,090.5 |
5,090.5 |
4,797.6 |
|
| R1 |
4,894.0 |
4,894.0 |
4,747.6 |
4,992.3 |
| PP |
4,544.5 |
4,544.5 |
4,544.5 |
4,593.6 |
| S1 |
4,348.0 |
4,348.0 |
4,647.5 |
4,446.3 |
| S2 |
3,998.5 |
3,998.5 |
4,597.4 |
|
| S3 |
3,452.5 |
3,802.0 |
4,547.4 |
|
| S4 |
2,906.5 |
3,256.0 |
4,397.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,741.0 |
4,339.0 |
402.0 |
8.7% |
214.6 |
4.7% |
67% |
False |
False |
708 |
| 10 |
4,741.0 |
4,066.0 |
675.0 |
14.6% |
253.3 |
5.5% |
81% |
False |
False |
1,360 |
| 20 |
5,183.0 |
4,066.0 |
1,117.0 |
24.2% |
266.1 |
5.8% |
49% |
False |
False |
1,311 |
| 40 |
5,458.0 |
4,066.0 |
1,392.0 |
30.2% |
299.4 |
6.5% |
39% |
False |
False |
1,149 |
| 60 |
6,392.5 |
4,066.0 |
2,326.5 |
50.5% |
270.8 |
5.9% |
23% |
False |
False |
1,572 |
| 80 |
6,706.5 |
4,066.0 |
2,640.5 |
57.3% |
232.5 |
5.0% |
21% |
False |
False |
1,392 |
| 100 |
6,806.5 |
4,066.0 |
2,740.5 |
59.4% |
208.3 |
4.5% |
20% |
False |
False |
1,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,644.3 |
|
2.618 |
5,264.0 |
|
1.618 |
5,031.0 |
|
1.000 |
4,887.0 |
|
0.618 |
4,798.0 |
|
HIGH |
4,654.0 |
|
0.618 |
4,565.0 |
|
0.500 |
4,537.5 |
|
0.382 |
4,510.0 |
|
LOW |
4,421.0 |
|
0.618 |
4,277.0 |
|
1.000 |
4,188.0 |
|
1.618 |
4,044.0 |
|
2.618 |
3,811.0 |
|
4.250 |
3,430.8 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,585.8 |
4,579.5 |
| PP |
4,561.7 |
4,549.0 |
| S1 |
4,537.5 |
4,518.5 |
|