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 |
888.61 |
817.94 |
-70.67 |
-8.0% |
801.20 |
High |
888.61 |
850.54 |
-38.07 |
-4.3% |
896.25 |
Low |
815.69 |
817.94 |
2.25 |
0.3% |
801.20 |
Close |
816.21 |
848.81 |
32.60 |
4.0% |
896.24 |
Range |
72.92 |
32.60 |
-40.32 |
-55.3% |
95.05 |
ATR |
51.86 |
50.60 |
-1.25 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
936.90 |
925.45 |
866.74 |
|
R3 |
904.30 |
892.85 |
857.78 |
|
R2 |
871.70 |
871.70 |
854.79 |
|
R1 |
860.25 |
860.25 |
851.80 |
865.98 |
PP |
839.10 |
839.10 |
839.10 |
841.96 |
S1 |
827.65 |
827.65 |
845.82 |
833.38 |
S2 |
806.50 |
806.50 |
842.83 |
|
S3 |
773.90 |
795.05 |
839.85 |
|
S4 |
741.30 |
762.45 |
830.88 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.71 |
1,118.03 |
948.52 |
|
R3 |
1,054.66 |
1,022.98 |
922.38 |
|
R2 |
959.61 |
959.61 |
913.67 |
|
R1 |
927.93 |
927.93 |
904.95 |
943.77 |
PP |
864.56 |
864.56 |
864.56 |
872.49 |
S1 |
832.88 |
832.88 |
887.53 |
848.72 |
S2 |
769.51 |
769.51 |
878.81 |
|
S3 |
674.46 |
737.83 |
870.10 |
|
S4 |
579.41 |
642.78 |
843.96 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
896.25 |
815.69 |
80.56 |
9.5% |
40.16 |
4.7% |
41% |
False |
False |
|
10 |
896.25 |
741.02 |
155.23 |
18.3% |
49.56 |
5.8% |
69% |
False |
False |
|
20 |
1,007.51 |
741.02 |
266.49 |
31.4% |
47.76 |
5.6% |
40% |
False |
False |
|
40 |
1,072.91 |
741.02 |
331.89 |
39.1% |
55.48 |
6.5% |
32% |
False |
False |
|
60 |
1,268.66 |
741.02 |
527.64 |
62.2% |
52.88 |
6.2% |
20% |
False |
False |
|
80 |
1,313.15 |
741.02 |
572.13 |
67.4% |
44.72 |
5.3% |
19% |
False |
False |
|
100 |
1,313.15 |
741.02 |
572.13 |
67.4% |
40.29 |
4.7% |
19% |
False |
False |
|
120 |
1,366.59 |
741.02 |
625.57 |
73.7% |
37.32 |
4.4% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
989.09 |
2.618 |
935.89 |
1.618 |
903.29 |
1.000 |
883.14 |
0.618 |
870.69 |
HIGH |
850.54 |
0.618 |
838.09 |
0.500 |
834.24 |
0.382 |
830.39 |
LOW |
817.94 |
0.618 |
797.79 |
1.000 |
785.34 |
1.618 |
765.19 |
2.618 |
732.59 |
4.250 |
679.39 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
843.95 |
855.97 |
PP |
839.10 |
853.58 |
S1 |
834.24 |
851.20 |
|