| 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 |
848.50 |
869.00 |
20.50 |
2.4% |
801.00 |
| High |
873.75 |
875.50 |
1.75 |
0.2% |
897.00 |
| Low |
826.00 |
832.00 |
6.00 |
0.7% |
783.25 |
| Close |
868.50 |
847.50 |
-21.00 |
-2.4% |
895.25 |
| Range |
47.75 |
43.50 |
-4.25 |
-8.9% |
113.75 |
| ATR |
57.67 |
56.66 |
-1.01 |
-1.8% |
0.00 |
| Volume |
3,242,501 |
3,332,111 |
89,610 |
2.8% |
12,985,730 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
982.25 |
958.25 |
871.50 |
|
| R3 |
938.75 |
914.75 |
859.50 |
|
| R2 |
895.25 |
895.25 |
855.50 |
|
| R1 |
871.25 |
871.25 |
851.50 |
861.50 |
| PP |
851.75 |
851.75 |
851.75 |
846.75 |
| S1 |
827.75 |
827.75 |
843.50 |
818.00 |
| S2 |
808.25 |
808.25 |
839.50 |
|
| S3 |
764.75 |
784.25 |
835.50 |
|
| S4 |
721.25 |
740.75 |
823.50 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.75 |
1,161.25 |
957.75 |
|
| R3 |
1,086.00 |
1,047.50 |
926.50 |
|
| R2 |
972.25 |
972.25 |
916.00 |
|
| R1 |
933.75 |
933.75 |
905.75 |
953.00 |
| PP |
858.50 |
858.50 |
858.50 |
868.00 |
| S1 |
820.00 |
820.00 |
884.75 |
839.25 |
| S2 |
744.75 |
744.75 |
874.50 |
|
| S3 |
631.00 |
706.25 |
864.00 |
|
| S4 |
517.25 |
592.50 |
832.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
897.50 |
813.00 |
84.50 |
10.0% |
47.00 |
5.6% |
41% |
False |
False |
2,454,450 |
| 10 |
897.50 |
739.00 |
158.50 |
18.7% |
55.50 |
6.6% |
68% |
False |
False |
3,098,214 |
| 20 |
962.50 |
739.00 |
223.50 |
26.4% |
55.75 |
6.6% |
49% |
False |
False |
3,082,023 |
| 40 |
1,067.00 |
739.00 |
328.00 |
38.7% |
65.00 |
7.7% |
33% |
False |
False |
3,310,311 |
| 60 |
1,291.25 |
739.00 |
552.25 |
65.2% |
63.00 |
7.4% |
20% |
False |
False |
3,309,818 |
| 80 |
1,307.25 |
739.00 |
568.25 |
67.1% |
53.25 |
6.3% |
19% |
False |
False |
2,489,296 |
| 100 |
1,315.25 |
739.00 |
576.25 |
68.0% |
47.75 |
5.6% |
19% |
False |
False |
1,992,205 |
| 120 |
1,354.75 |
739.00 |
615.75 |
72.7% |
44.00 |
5.2% |
18% |
False |
False |
1,660,649 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,060.50 |
|
2.618 |
989.50 |
|
1.618 |
946.00 |
|
1.000 |
919.00 |
|
0.618 |
902.50 |
|
HIGH |
875.50 |
|
0.618 |
859.00 |
|
0.500 |
853.75 |
|
0.382 |
848.50 |
|
LOW |
832.00 |
|
0.618 |
805.00 |
|
1.000 |
788.50 |
|
1.618 |
761.50 |
|
2.618 |
718.00 |
|
4.250 |
647.00 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
853.75 |
846.50 |
| PP |
851.75 |
845.25 |
| S1 |
849.50 |
844.25 |
|