| 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 |
4,550.0 |
4,581.0 |
31.0 |
0.7% |
4,286.0 |
| High |
4,654.0 |
4,757.0 |
103.0 |
2.2% |
4,741.0 |
| Low |
4,421.0 |
4,460.0 |
39.0 |
0.9% |
4,195.0 |
| Close |
4,610.0 |
4,619.5 |
9.5 |
0.2% |
4,697.5 |
| Range |
233.0 |
297.0 |
64.0 |
27.5% |
546.0 |
| ATR |
281.6 |
282.7 |
1.1 |
0.4% |
0.0 |
| Volume |
947 |
1,790 |
843 |
89.0% |
5,978 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,503.2 |
5,358.3 |
4,782.9 |
|
| R3 |
5,206.2 |
5,061.3 |
4,701.2 |
|
| R2 |
4,909.2 |
4,909.2 |
4,674.0 |
|
| R1 |
4,764.3 |
4,764.3 |
4,646.7 |
4,836.8 |
| PP |
4,612.2 |
4,612.2 |
4,612.2 |
4,648.4 |
| S1 |
4,467.3 |
4,467.3 |
4,592.3 |
4,539.8 |
| S2 |
4,315.2 |
4,315.2 |
4,565.1 |
|
| S3 |
4,018.2 |
4,170.3 |
4,537.8 |
|
| S4 |
3,721.2 |
3,873.3 |
4,456.2 |
|
|
| 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 |
4,757.0 |
4,339.0 |
418.0 |
9.0% |
256.8 |
5.6% |
67% |
True |
False |
979 |
| 10 |
4,757.0 |
4,066.0 |
691.0 |
15.0% |
254.7 |
5.5% |
80% |
True |
False |
1,353 |
| 20 |
5,183.0 |
4,066.0 |
1,117.0 |
24.2% |
262.3 |
5.7% |
50% |
False |
False |
1,346 |
| 40 |
5,458.0 |
4,066.0 |
1,392.0 |
30.1% |
294.6 |
6.4% |
40% |
False |
False |
1,166 |
| 60 |
6,392.5 |
4,066.0 |
2,326.5 |
50.4% |
273.0 |
5.9% |
24% |
False |
False |
1,543 |
| 80 |
6,706.5 |
4,066.0 |
2,640.5 |
57.2% |
235.3 |
5.1% |
21% |
False |
False |
1,411 |
| 100 |
6,806.5 |
4,066.0 |
2,740.5 |
59.3% |
210.3 |
4.6% |
20% |
False |
False |
1,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,019.3 |
|
2.618 |
5,534.5 |
|
1.618 |
5,237.5 |
|
1.000 |
5,054.0 |
|
0.618 |
4,940.5 |
|
HIGH |
4,757.0 |
|
0.618 |
4,643.5 |
|
0.500 |
4,608.5 |
|
0.382 |
4,573.5 |
|
LOW |
4,460.0 |
|
0.618 |
4,276.5 |
|
1.000 |
4,163.0 |
|
1.618 |
3,979.5 |
|
2.618 |
3,682.5 |
|
4.250 |
3,197.8 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,615.8 |
4,595.7 |
| PP |
4,612.2 |
4,571.8 |
| S1 |
4,608.5 |
4,548.0 |
|