| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,340.0 |
2,335.0 |
-5.0 |
-0.2% |
2,167.0 |
| High |
2,394.0 |
2,335.0 |
-59.0 |
-2.5% |
2,401.0 |
| Low |
2,340.0 |
2,200.0 |
-140.0 |
-6.0% |
2,167.0 |
| Close |
2,383.0 |
2,239.0 |
-144.0 |
-6.0% |
2,383.0 |
| Range |
54.0 |
135.0 |
81.0 |
150.0% |
234.0 |
| ATR |
125.7 |
129.8 |
4.1 |
3.3% |
0.0 |
| Volume |
347 |
666 |
319 |
91.9% |
7,200 |
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,663.0 |
2,586.0 |
2,313.3 |
|
| R3 |
2,528.0 |
2,451.0 |
2,276.1 |
|
| R2 |
2,393.0 |
2,393.0 |
2,263.8 |
|
| R1 |
2,316.0 |
2,316.0 |
2,251.4 |
2,287.0 |
| PP |
2,258.0 |
2,258.0 |
2,258.0 |
2,243.5 |
| S1 |
2,181.0 |
2,181.0 |
2,226.6 |
2,152.0 |
| S2 |
2,123.0 |
2,123.0 |
2,214.3 |
|
| S3 |
1,988.0 |
2,046.0 |
2,201.9 |
|
| S4 |
1,853.0 |
1,911.0 |
2,164.8 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,019.0 |
2,935.0 |
2,511.7 |
|
| R3 |
2,785.0 |
2,701.0 |
2,447.4 |
|
| R2 |
2,551.0 |
2,551.0 |
2,425.9 |
|
| R1 |
2,467.0 |
2,467.0 |
2,404.5 |
2,509.0 |
| PP |
2,317.0 |
2,317.0 |
2,317.0 |
2,338.0 |
| S1 |
2,233.0 |
2,233.0 |
2,361.6 |
2,275.0 |
| S2 |
2,083.0 |
2,083.0 |
2,340.1 |
|
| S3 |
1,849.0 |
1,999.0 |
2,318.7 |
|
| S4 |
1,615.0 |
1,765.0 |
2,254.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,401.0 |
2,200.0 |
201.0 |
9.0% |
83.8 |
3.7% |
19% |
False |
True |
1,232 |
| 10 |
2,401.0 |
2,090.0 |
311.0 |
13.9% |
108.0 |
4.8% |
48% |
False |
False |
1,692 |
| 20 |
2,725.0 |
2,090.0 |
635.0 |
28.4% |
117.6 |
5.3% |
23% |
False |
False |
1,868 |
| 40 |
2,890.0 |
2,090.0 |
800.0 |
35.7% |
111.5 |
5.0% |
19% |
False |
False |
1,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,908.8 |
|
2.618 |
2,688.4 |
|
1.618 |
2,553.4 |
|
1.000 |
2,470.0 |
|
0.618 |
2,418.4 |
|
HIGH |
2,335.0 |
|
0.618 |
2,283.4 |
|
0.500 |
2,267.5 |
|
0.382 |
2,251.6 |
|
LOW |
2,200.0 |
|
0.618 |
2,116.6 |
|
1.000 |
2,065.0 |
|
1.618 |
1,981.6 |
|
2.618 |
1,846.6 |
|
4.250 |
1,626.3 |
|
|