Trading Metrics calculated at close of trading on 04-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,425 |
8,580 |
155 |
1.8% |
8,075 |
High |
8,625 |
8,634 |
9 |
0.1% |
8,828 |
Low |
8,230 |
8,255 |
25 |
0.3% |
7,906 |
Close |
8,579 |
8,402 |
-177 |
-2.1% |
8,821 |
Range |
395 |
379 |
-16 |
-4.1% |
922 |
ATR |
510 |
500 |
-9 |
-1.8% |
0 |
Volume |
270,948 |
321,787 |
50,839 |
18.8% |
1,263,604 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,567 |
9,364 |
8,611 |
|
R3 |
9,188 |
8,985 |
8,506 |
|
R2 |
8,809 |
8,809 |
8,472 |
|
R1 |
8,606 |
8,606 |
8,437 |
8,518 |
PP |
8,430 |
8,430 |
8,430 |
8,387 |
S1 |
8,227 |
8,227 |
8,367 |
8,139 |
S2 |
8,051 |
8,051 |
8,333 |
|
S3 |
7,672 |
7,848 |
8,298 |
|
S4 |
7,293 |
7,469 |
8,194 |
|
|
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% |
404 |
4.8% |
39% |
False |
False |
224,356 |
10 |
8,833 |
7,436 |
1,397 |
16.6% |
484 |
5.8% |
69% |
False |
False |
291,618 |
20 |
9,210 |
7,436 |
1,774 |
21.1% |
498 |
5.9% |
54% |
False |
False |
280,940 |
40 |
9,898 |
7,436 |
2,462 |
29.3% |
586 |
7.0% |
39% |
False |
False |
296,957 |
60 |
11,611 |
7,436 |
4,175 |
49.7% |
548 |
6.5% |
23% |
False |
False |
286,842 |
80 |
11,788 |
7,436 |
4,352 |
51.8% |
466 |
5.5% |
22% |
False |
False |
215,420 |
100 |
11,848 |
7,436 |
4,412 |
52.5% |
420 |
5.0% |
22% |
False |
False |
172,417 |
120 |
12,330 |
7,436 |
4,894 |
58.2% |
385 |
4.6% |
20% |
False |
False |
143,690 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,245 |
2.618 |
9,626 |
1.618 |
9,247 |
1.000 |
9,013 |
0.618 |
8,868 |
HIGH |
8,634 |
0.618 |
8,489 |
0.500 |
8,445 |
0.382 |
8,400 |
LOW |
8,255 |
0.618 |
8,021 |
1.000 |
7,876 |
1.618 |
7,642 |
2.618 |
7,263 |
4.250 |
6,644 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,445 |
8,395 |
PP |
8,430 |
8,388 |
S1 |
8,416 |
8,382 |
|