| 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 |
2,355.0 |
2,370.0 |
15.0 |
0.6% |
2,252.0 |
| High |
2,405.0 |
2,442.0 |
37.0 |
1.5% |
2,451.0 |
| Low |
2,295.0 |
2,298.0 |
3.0 |
0.1% |
2,212.0 |
| Close |
2,378.0 |
2,388.0 |
10.0 |
0.4% |
2,433.0 |
| Range |
110.0 |
144.0 |
34.0 |
30.9% |
239.0 |
| ATR |
145.1 |
145.1 |
-0.1 |
-0.1% |
0.0 |
| Volume |
16,012 |
12,758 |
-3,254 |
-20.3% |
25,212 |
|
| Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,808.0 |
2,742.0 |
2,467.2 |
|
| R3 |
2,664.0 |
2,598.0 |
2,427.6 |
|
| R2 |
2,520.0 |
2,520.0 |
2,414.4 |
|
| R1 |
2,454.0 |
2,454.0 |
2,401.2 |
2,487.0 |
| PP |
2,376.0 |
2,376.0 |
2,376.0 |
2,392.5 |
| S1 |
2,310.0 |
2,310.0 |
2,374.8 |
2,343.0 |
| S2 |
2,232.0 |
2,232.0 |
2,361.6 |
|
| S3 |
2,088.0 |
2,166.0 |
2,348.4 |
|
| S4 |
1,944.0 |
2,022.0 |
2,308.8 |
|
|
| 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% |
127.8 |
5.4% |
69% |
False |
False |
11,063 |
| 10 |
2,451.0 |
2,115.0 |
336.0 |
14.1% |
126.0 |
5.3% |
81% |
False |
False |
8,443 |
| 20 |
2,709.0 |
2,115.0 |
594.0 |
24.9% |
134.1 |
5.6% |
46% |
False |
False |
6,463 |
| 40 |
2,878.0 |
2,115.0 |
763.0 |
32.0% |
150.1 |
6.3% |
36% |
False |
False |
6,883 |
| 60 |
3,349.0 |
2,115.0 |
1,234.0 |
51.7% |
150.1 |
6.3% |
22% |
False |
False |
11,790 |
| 80 |
3,476.0 |
2,115.0 |
1,361.0 |
57.0% |
127.3 |
5.3% |
20% |
False |
False |
9,726 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
58.6% |
110.6 |
4.6% |
20% |
False |
False |
7,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,054.0 |
|
2.618 |
2,819.0 |
|
1.618 |
2,675.0 |
|
1.000 |
2,586.0 |
|
0.618 |
2,531.0 |
|
HIGH |
2,442.0 |
|
0.618 |
2,387.0 |
|
0.500 |
2,370.0 |
|
0.382 |
2,353.0 |
|
LOW |
2,298.0 |
|
0.618 |
2,209.0 |
|
1.000 |
2,154.0 |
|
1.618 |
2,065.0 |
|
2.618 |
1,921.0 |
|
4.250 |
1,686.0 |
|
|
| Fisher Pivots for day following 04-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,382.0 |
2,373.8 |
| PP |
2,376.0 |
2,359.7 |
| S1 |
2,370.0 |
2,345.5 |
|