| Trading Metrics calculated at close of trading on 05-Dec-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
| Open |
1,144.30 |
1,113.45 |
-30.85 |
-2.7% |
1,185.75 |
| High |
1,168.65 |
1,180.09 |
11.44 |
1.0% |
1,180.09 |
| Low |
1,110.66 |
1,096.09 |
-14.57 |
-1.3% |
1,091.04 |
| Close |
1,127.75 |
1,177.87 |
50.12 |
4.4% |
1,177.87 |
| Range |
57.99 |
84.00 |
26.01 |
44.9% |
89.05 |
| ATR |
65.11 |
66.46 |
1.35 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,403.35 |
1,374.61 |
1,224.07 |
|
| R3 |
1,319.35 |
1,290.61 |
1,200.97 |
|
| R2 |
1,235.35 |
1,235.35 |
1,193.27 |
|
| R1 |
1,206.61 |
1,206.61 |
1,185.57 |
1,220.98 |
| PP |
1,151.35 |
1,151.35 |
1,151.35 |
1,158.54 |
| S1 |
1,122.61 |
1,122.61 |
1,170.17 |
1,136.98 |
| S2 |
1,067.35 |
1,067.35 |
1,162.47 |
|
| S3 |
983.35 |
1,038.61 |
1,154.77 |
|
| S4 |
899.35 |
954.61 |
1,131.67 |
|
|
| Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.82 |
1,386.39 |
1,226.85 |
|
| R3 |
1,327.77 |
1,297.34 |
1,202.36 |
|
| R2 |
1,238.72 |
1,238.72 |
1,194.20 |
|
| R1 |
1,208.29 |
1,208.29 |
1,186.03 |
1,178.98 |
| PP |
1,149.67 |
1,149.67 |
1,149.67 |
1,135.01 |
| S1 |
1,119.24 |
1,119.24 |
1,169.71 |
1,089.93 |
| S2 |
1,060.62 |
1,060.62 |
1,161.54 |
|
| S3 |
971.57 |
1,030.19 |
1,153.38 |
|
| S4 |
882.52 |
941.14 |
1,128.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,180.09 |
1,091.04 |
89.05 |
7.6% |
62.76 |
5.3% |
98% |
True |
False |
|
| 10 |
1,193.09 |
1,018.86 |
174.23 |
14.8% |
57.37 |
4.9% |
91% |
False |
False |
|
| 20 |
1,298.09 |
1,018.86 |
279.23 |
23.7% |
60.02 |
5.1% |
57% |
False |
False |
|
| 40 |
1,470.99 |
1,018.86 |
452.13 |
38.4% |
69.74 |
5.9% |
35% |
False |
False |
|
| 60 |
1,775.47 |
1,018.86 |
756.61 |
64.2% |
69.97 |
5.9% |
21% |
False |
False |
|
| 80 |
1,973.56 |
1,018.86 |
954.70 |
81.1% |
62.00 |
5.3% |
17% |
False |
False |
|
| 100 |
1,973.56 |
1,018.86 |
954.70 |
81.1% |
57.07 |
4.8% |
17% |
False |
False |
|
| 120 |
1,991.25 |
1,018.86 |
972.39 |
82.6% |
54.97 |
4.7% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,537.09 |
|
2.618 |
1,400.00 |
|
1.618 |
1,316.00 |
|
1.000 |
1,264.09 |
|
0.618 |
1,232.00 |
|
HIGH |
1,180.09 |
|
0.618 |
1,148.00 |
|
0.500 |
1,138.09 |
|
0.382 |
1,128.18 |
|
LOW |
1,096.09 |
|
0.618 |
1,044.18 |
|
1.000 |
1,012.09 |
|
1.618 |
960.18 |
|
2.618 |
876.18 |
|
4.250 |
739.09 |
|
|
| Fisher Pivots for day following 05-Dec-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,164.61 |
1,164.61 |
| PP |
1,151.35 |
1,151.35 |
| S1 |
1,138.09 |
1,138.09 |
|