| Trading Metrics calculated at close of trading on 02-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
2,434.0 |
2,268.0 |
-166.0 |
-6.8% |
2,252.0 |
| High |
2,447.0 |
2,383.0 |
-64.0 |
-2.6% |
2,451.0 |
| Low |
2,252.0 |
2,249.0 |
-3.0 |
-0.1% |
2,212.0 |
| Close |
2,289.0 |
2,366.0 |
77.0 |
3.4% |
2,433.0 |
| Range |
195.0 |
134.0 |
-61.0 |
-31.3% |
239.0 |
| ATR |
148.9 |
147.8 |
-1.1 |
-0.7% |
0.0 |
| Volume |
15,794 |
6,299 |
-9,495 |
-60.1% |
25,212 |
|
| Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,734.7 |
2,684.3 |
2,439.7 |
|
| R3 |
2,600.7 |
2,550.3 |
2,402.9 |
|
| R2 |
2,466.7 |
2,466.7 |
2,390.6 |
|
| R1 |
2,416.3 |
2,416.3 |
2,378.3 |
2,441.5 |
| PP |
2,332.7 |
2,332.7 |
2,332.7 |
2,345.3 |
| S1 |
2,282.3 |
2,282.3 |
2,353.7 |
2,307.5 |
| S2 |
2,198.7 |
2,198.7 |
2,341.4 |
|
| S3 |
2,064.7 |
2,148.3 |
2,329.2 |
|
| S4 |
1,930.7 |
2,014.3 |
2,292.3 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.3 |
2,996.7 |
2,564.5 |
|
| R3 |
2,843.3 |
2,757.7 |
2,498.7 |
|
| R2 |
2,604.3 |
2,604.3 |
2,476.8 |
|
| R1 |
2,518.7 |
2,518.7 |
2,454.9 |
2,561.5 |
| PP |
2,365.3 |
2,365.3 |
2,365.3 |
2,386.8 |
| S1 |
2,279.7 |
2,279.7 |
2,411.1 |
2,322.5 |
| S2 |
2,126.3 |
2,126.3 |
2,389.2 |
|
| S3 |
1,887.3 |
2,040.7 |
2,367.3 |
|
| S4 |
1,648.3 |
1,801.7 |
2,301.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,451.0 |
2,249.0 |
202.0 |
8.5% |
108.0 |
4.6% |
58% |
False |
True |
6,697 |
| 10 |
2,451.0 |
2,115.0 |
336.0 |
14.2% |
133.1 |
5.6% |
75% |
False |
False |
6,656 |
| 20 |
2,767.0 |
2,115.0 |
652.0 |
27.6% |
138.2 |
5.8% |
38% |
False |
False |
6,018 |
| 40 |
2,908.0 |
2,115.0 |
793.0 |
33.5% |
158.1 |
6.7% |
32% |
False |
False |
6,236 |
| 60 |
3,349.0 |
2,115.0 |
1,234.0 |
52.2% |
148.4 |
6.3% |
20% |
False |
False |
11,637 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
57.5% |
125.0 |
5.3% |
18% |
False |
False |
9,371 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
59.2% |
109.9 |
4.6% |
18% |
False |
False |
7,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,952.5 |
|
2.618 |
2,733.8 |
|
1.618 |
2,599.8 |
|
1.000 |
2,517.0 |
|
0.618 |
2,465.8 |
|
HIGH |
2,383.0 |
|
0.618 |
2,331.8 |
|
0.500 |
2,316.0 |
|
0.382 |
2,300.2 |
|
LOW |
2,249.0 |
|
0.618 |
2,166.2 |
|
1.000 |
2,115.0 |
|
1.618 |
2,032.2 |
|
2.618 |
1,898.2 |
|
4.250 |
1,679.5 |
|
|
| Fisher Pivots for day following 02-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,349.3 |
2,360.7 |
| PP |
2,332.7 |
2,355.3 |
| S1 |
2,316.0 |
2,350.0 |
|