| 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 |
2,268.0 |
2,355.0 |
87.0 |
3.8% |
2,252.0 |
| High |
2,383.0 |
2,405.0 |
22.0 |
0.9% |
2,451.0 |
| Low |
2,249.0 |
2,295.0 |
46.0 |
2.0% |
2,212.0 |
| Close |
2,366.0 |
2,378.0 |
12.0 |
0.5% |
2,433.0 |
| Range |
134.0 |
110.0 |
-24.0 |
-17.9% |
239.0 |
| ATR |
147.8 |
145.1 |
-2.7 |
-1.8% |
0.0 |
| Volume |
6,299 |
16,012 |
9,713 |
154.2% |
25,212 |
|
| Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,689.3 |
2,643.7 |
2,438.5 |
|
| R3 |
2,579.3 |
2,533.7 |
2,408.3 |
|
| R2 |
2,469.3 |
2,469.3 |
2,398.2 |
|
| R1 |
2,423.7 |
2,423.7 |
2,388.1 |
2,446.5 |
| PP |
2,359.3 |
2,359.3 |
2,359.3 |
2,370.8 |
| S1 |
2,313.7 |
2,313.7 |
2,367.9 |
2,336.5 |
| S2 |
2,249.3 |
2,249.3 |
2,357.8 |
|
| S3 |
2,139.3 |
2,203.7 |
2,347.8 |
|
| S4 |
2,029.3 |
2,093.7 |
2,317.5 |
|
|
| 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% |
105.0 |
4.4% |
64% |
False |
False |
8,981 |
| 10 |
2,451.0 |
2,115.0 |
336.0 |
14.1% |
128.8 |
5.4% |
78% |
False |
False |
7,838 |
| 20 |
2,709.0 |
2,115.0 |
594.0 |
25.0% |
137.3 |
5.8% |
44% |
False |
False |
6,189 |
| 40 |
2,878.0 |
2,115.0 |
763.0 |
32.1% |
153.7 |
6.5% |
34% |
False |
False |
6,611 |
| 60 |
3,349.0 |
2,115.0 |
1,234.0 |
51.9% |
149.3 |
6.3% |
21% |
False |
False |
11,701 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
57.2% |
125.6 |
5.3% |
19% |
False |
False |
9,567 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
58.9% |
110.0 |
4.6% |
19% |
False |
False |
7,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,872.5 |
|
2.618 |
2,693.0 |
|
1.618 |
2,583.0 |
|
1.000 |
2,515.0 |
|
0.618 |
2,473.0 |
|
HIGH |
2,405.0 |
|
0.618 |
2,363.0 |
|
0.500 |
2,350.0 |
|
0.382 |
2,337.0 |
|
LOW |
2,295.0 |
|
0.618 |
2,227.0 |
|
1.000 |
2,185.0 |
|
1.618 |
2,117.0 |
|
2.618 |
2,007.0 |
|
4.250 |
1,827.5 |
|
|
| Fisher Pivots for day following 03-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,368.7 |
2,368.0 |
| PP |
2,359.3 |
2,358.0 |
| S1 |
2,350.0 |
2,348.0 |
|