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 |
8,821 |
8,160 |
-661 |
-7.5% |
8,075 |
High |
8,833 |
8,443 |
-390 |
-4.4% |
8,828 |
Low |
8,127 |
8,129 |
2 |
0.0% |
7,906 |
Close |
8,139 |
8,432 |
293 |
3.6% |
8,821 |
Range |
706 |
314 |
-392 |
-55.5% |
922 |
ATR |
534 |
518 |
-16 |
-2.9% |
0 |
Volume |
68,703 |
225,290 |
156,587 |
227.9% |
1,263,604 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,277 |
9,168 |
8,605 |
|
R3 |
8,963 |
8,854 |
8,518 |
|
R2 |
8,649 |
8,649 |
8,490 |
|
R1 |
8,540 |
8,540 |
8,461 |
8,595 |
PP |
8,335 |
8,335 |
8,335 |
8,362 |
S1 |
8,226 |
8,226 |
8,403 |
8,281 |
S2 |
8,021 |
8,021 |
8,375 |
|
S3 |
7,707 |
7,912 |
8,346 |
|
S4 |
7,393 |
7,598 |
8,259 |
|
|
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 |
8,127 |
706 |
8.4% |
408 |
4.8% |
43% |
False |
False |
230,441 |
10 |
8,833 |
7,436 |
1,397 |
16.6% |
504 |
6.0% |
71% |
False |
False |
293,935 |
20 |
9,635 |
7,436 |
2,199 |
26.1% |
503 |
6.0% |
45% |
False |
False |
267,165 |
40 |
10,146 |
7,436 |
2,710 |
32.1% |
600 |
7.1% |
37% |
False |
False |
298,969 |
60 |
11,611 |
7,436 |
4,175 |
49.5% |
543 |
6.4% |
24% |
False |
False |
277,107 |
80 |
11,848 |
7,436 |
4,412 |
52.3% |
463 |
5.5% |
23% |
False |
False |
208,021 |
100 |
11,848 |
7,436 |
4,412 |
52.3% |
418 |
5.0% |
23% |
False |
False |
166,492 |
120 |
12,330 |
7,436 |
4,894 |
58.0% |
380 |
4.5% |
20% |
False |
False |
138,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,778 |
2.618 |
9,265 |
1.618 |
8,951 |
1.000 |
8,757 |
0.618 |
8,637 |
HIGH |
8,443 |
0.618 |
8,323 |
0.500 |
8,286 |
0.382 |
8,249 |
LOW |
8,129 |
0.618 |
7,935 |
1.000 |
7,815 |
1.618 |
7,621 |
2.618 |
7,307 |
4.250 |
6,795 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,383 |
8,480 |
PP |
8,335 |
8,464 |
S1 |
8,286 |
8,448 |
|