| Trading Metrics calculated at close of trading on 01-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2008 |
01-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1,181.43 |
1,185.75 |
4.32 |
0.4% |
1,106.02 |
| High |
1,185.99 |
1,156.53 |
-29.46 |
-2.5% |
1,193.09 |
| Low |
1,171.82 |
1,091.16 |
-80.66 |
-6.9% |
1,096.55 |
| Close |
1,185.75 |
1,091.16 |
-94.59 |
-8.0% |
1,185.75 |
| Range |
14.17 |
65.37 |
51.20 |
361.3% |
96.54 |
| ATR |
65.50 |
67.58 |
2.08 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,309.06 |
1,265.48 |
1,127.11 |
|
| R3 |
1,243.69 |
1,200.11 |
1,109.14 |
|
| R2 |
1,178.32 |
1,178.32 |
1,103.14 |
|
| R1 |
1,134.74 |
1,134.74 |
1,097.15 |
1,123.85 |
| PP |
1,112.95 |
1,112.95 |
1,112.95 |
1,107.50 |
| S1 |
1,069.37 |
1,069.37 |
1,085.17 |
1,058.48 |
| S2 |
1,047.58 |
1,047.58 |
1,079.18 |
|
| S3 |
982.21 |
1,004.00 |
1,073.18 |
|
| S4 |
916.84 |
938.63 |
1,055.21 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,448.08 |
1,413.46 |
1,238.85 |
|
| R3 |
1,351.54 |
1,316.92 |
1,212.30 |
|
| R2 |
1,255.00 |
1,255.00 |
1,203.45 |
|
| R1 |
1,220.38 |
1,220.38 |
1,194.60 |
1,237.69 |
| PP |
1,158.46 |
1,158.46 |
1,158.46 |
1,167.12 |
| S1 |
1,123.84 |
1,123.84 |
1,176.90 |
1,141.15 |
| S2 |
1,061.92 |
1,061.92 |
1,168.05 |
|
| S3 |
965.38 |
1,027.30 |
1,159.20 |
|
| S4 |
868.84 |
930.76 |
1,132.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,193.09 |
1,091.16 |
101.93 |
9.3% |
51.70 |
4.7% |
0% |
False |
True |
|
| 10 |
1,193.09 |
1,018.86 |
174.23 |
16.0% |
57.86 |
5.3% |
41% |
False |
False |
|
| 20 |
1,382.65 |
1,018.86 |
363.79 |
33.3% |
57.11 |
5.2% |
20% |
False |
False |
|
| 40 |
1,470.99 |
1,018.86 |
452.13 |
41.4% |
73.59 |
6.7% |
16% |
False |
False |
|
| 60 |
1,796.82 |
1,018.86 |
777.96 |
71.3% |
69.31 |
6.4% |
9% |
False |
False |
|
| 80 |
1,973.56 |
1,018.86 |
954.70 |
87.5% |
60.84 |
5.6% |
8% |
False |
False |
|
| 100 |
1,973.56 |
1,018.86 |
954.70 |
87.5% |
56.82 |
5.2% |
8% |
False |
False |
|
| 120 |
1,993.12 |
1,018.86 |
974.26 |
89.3% |
54.11 |
5.0% |
7% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,434.35 |
|
2.618 |
1,327.67 |
|
1.618 |
1,262.30 |
|
1.000 |
1,221.90 |
|
0.618 |
1,196.93 |
|
HIGH |
1,156.53 |
|
0.618 |
1,131.56 |
|
0.500 |
1,123.85 |
|
0.382 |
1,116.13 |
|
LOW |
1,091.16 |
|
0.618 |
1,050.76 |
|
1.000 |
1,025.79 |
|
1.618 |
985.39 |
|
2.618 |
920.02 |
|
4.250 |
813.34 |
|
|
| Fisher Pivots for day following 01-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,123.85 |
1,142.13 |
| PP |
1,112.95 |
1,125.14 |
| S1 |
1,102.06 |
1,108.15 |
|