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 |
8,632 |
8,821 |
189 |
2.2% |
8,075 |
High |
8,828 |
8,833 |
5 |
0.1% |
8,828 |
Low |
8,602 |
8,127 |
-475 |
-5.5% |
7,906 |
Close |
8,821 |
8,139 |
-682 |
-7.7% |
8,821 |
Range |
226 |
706 |
480 |
212.4% |
922 |
ATR |
521 |
534 |
13 |
2.5% |
0 |
Volume |
235,052 |
68,703 |
-166,349 |
-70.8% |
1,263,604 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,484 |
10,018 |
8,527 |
|
R3 |
9,778 |
9,312 |
8,333 |
|
R2 |
9,072 |
9,072 |
8,269 |
|
R1 |
8,606 |
8,606 |
8,204 |
8,486 |
PP |
8,366 |
8,366 |
8,366 |
8,307 |
S1 |
7,900 |
7,900 |
8,074 |
7,780 |
S2 |
7,660 |
7,660 |
8,010 |
|
S3 |
6,954 |
7,194 |
7,945 |
|
S4 |
6,248 |
6,488 |
7,751 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,284 |
10,975 |
9,328 |
|
R3 |
10,362 |
10,053 |
9,075 |
|
R2 |
9,440 |
9,440 |
8,990 |
|
R1 |
9,131 |
9,131 |
8,906 |
9,286 |
PP |
8,518 |
8,518 |
8,518 |
8,596 |
S1 |
8,209 |
8,209 |
8,737 |
8,364 |
S2 |
7,596 |
7,596 |
8,652 |
|
S3 |
6,674 |
7,287 |
8,568 |
|
S4 |
5,752 |
6,365 |
8,314 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,833 |
7,906 |
927 |
11.4% |
481 |
5.9% |
25% |
True |
False |
266,461 |
10 |
8,833 |
7,436 |
1,397 |
17.2% |
505 |
6.2% |
50% |
True |
False |
302,228 |
20 |
9,635 |
7,436 |
2,199 |
27.0% |
497 |
6.1% |
32% |
False |
False |
268,695 |
40 |
10,338 |
7,436 |
2,902 |
35.7% |
612 |
7.5% |
24% |
False |
False |
300,326 |
60 |
11,611 |
7,436 |
4,175 |
51.3% |
541 |
6.6% |
17% |
False |
False |
273,400 |
80 |
11,848 |
7,436 |
4,412 |
54.2% |
462 |
5.7% |
16% |
False |
False |
205,213 |
100 |
11,848 |
7,436 |
4,412 |
54.2% |
417 |
5.1% |
16% |
False |
False |
164,241 |
120 |
12,330 |
7,436 |
4,894 |
60.1% |
379 |
4.7% |
14% |
False |
False |
136,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,834 |
2.618 |
10,681 |
1.618 |
9,975 |
1.000 |
9,539 |
0.618 |
9,269 |
HIGH |
8,833 |
0.618 |
8,563 |
0.500 |
8,480 |
0.382 |
8,397 |
LOW |
8,127 |
0.618 |
7,691 |
1.000 |
7,421 |
1.618 |
6,985 |
2.618 |
6,279 |
4.250 |
5,127 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,480 |
8,480 |
PP |
8,366 |
8,366 |
S1 |
8,253 |
8,253 |
|