Trading Metrics calculated at close of trading on 03-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2008 |
03-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,160 |
8,425 |
265 |
3.2% |
8,075 |
High |
8,443 |
8,625 |
182 |
2.2% |
8,828 |
Low |
8,129 |
8,230 |
101 |
1.2% |
7,906 |
Close |
8,432 |
8,579 |
147 |
1.7% |
8,821 |
Range |
314 |
395 |
81 |
25.8% |
922 |
ATR |
518 |
510 |
-9 |
-1.7% |
0 |
Volume |
225,290 |
270,948 |
45,658 |
20.3% |
1,263,604 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,663 |
9,516 |
8,796 |
|
R3 |
9,268 |
9,121 |
8,688 |
|
R2 |
8,873 |
8,873 |
8,652 |
|
R1 |
8,726 |
8,726 |
8,615 |
8,800 |
PP |
8,478 |
8,478 |
8,478 |
8,515 |
S1 |
8,331 |
8,331 |
8,543 |
8,405 |
S2 |
8,083 |
8,083 |
8,507 |
|
S3 |
7,688 |
7,936 |
8,471 |
|
S4 |
7,293 |
7,541 |
8,362 |
|
|
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 |
8.2% |
421 |
4.9% |
64% |
False |
False |
223,065 |
10 |
8,833 |
7,436 |
1,397 |
16.3% |
499 |
5.8% |
82% |
False |
False |
293,013 |
20 |
9,635 |
7,436 |
2,199 |
25.6% |
506 |
5.9% |
52% |
False |
False |
273,584 |
40 |
9,898 |
7,436 |
2,462 |
28.7% |
593 |
6.9% |
46% |
False |
False |
296,892 |
60 |
11,611 |
7,436 |
4,175 |
48.7% |
545 |
6.4% |
27% |
False |
False |
281,574 |
80 |
11,848 |
7,436 |
4,412 |
51.4% |
464 |
5.4% |
26% |
False |
False |
211,403 |
100 |
11,848 |
7,436 |
4,412 |
51.4% |
419 |
4.9% |
26% |
False |
False |
169,201 |
120 |
12,330 |
7,436 |
4,894 |
57.0% |
382 |
4.5% |
23% |
False |
False |
141,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,304 |
2.618 |
9,659 |
1.618 |
9,264 |
1.000 |
9,020 |
0.618 |
8,869 |
HIGH |
8,625 |
0.618 |
8,474 |
0.500 |
8,428 |
0.382 |
8,381 |
LOW |
8,230 |
0.618 |
7,986 |
1.000 |
7,835 |
1.618 |
7,591 |
2.618 |
7,196 |
4.250 |
6,551 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,529 |
8,546 |
PP |
8,478 |
8,513 |
S1 |
8,428 |
8,480 |
|