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 |
3,632.0 |
3,740.0 |
108.0 |
3.0% |
3,472.0 |
High |
3,763.0 |
3,748.0 |
-15.0 |
-0.4% |
3,763.0 |
Low |
3,627.0 |
3,654.0 |
27.0 |
0.7% |
3,373.0 |
Close |
3,729.0 |
3,681.0 |
-48.0 |
-1.3% |
3,729.0 |
Range |
136.0 |
94.0 |
-42.0 |
-30.9% |
390.0 |
ATR |
170.6 |
165.1 |
-5.5 |
-3.2% |
0.0 |
Volume |
30,800 |
23,654 |
-7,146 |
-23.2% |
159,336 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,976.3 |
3,922.7 |
3,732.7 |
|
R3 |
3,882.3 |
3,828.7 |
3,706.9 |
|
R2 |
3,788.3 |
3,788.3 |
3,698.2 |
|
R1 |
3,734.7 |
3,734.7 |
3,689.6 |
3,714.5 |
PP |
3,694.3 |
3,694.3 |
3,694.3 |
3,684.3 |
S1 |
3,640.7 |
3,640.7 |
3,672.4 |
3,620.5 |
S2 |
3,600.3 |
3,600.3 |
3,663.8 |
|
S3 |
3,506.3 |
3,546.7 |
3,655.2 |
|
S4 |
3,412.3 |
3,452.7 |
3,629.3 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,791.7 |
4,650.3 |
3,943.5 |
|
R3 |
4,401.7 |
4,260.3 |
3,836.3 |
|
R2 |
4,011.7 |
4,011.7 |
3,800.5 |
|
R1 |
3,870.3 |
3,870.3 |
3,764.8 |
3,941.0 |
PP |
3,621.7 |
3,621.7 |
3,621.7 |
3,657.0 |
S1 |
3,480.3 |
3,480.3 |
3,693.3 |
3,551.0 |
S2 |
3,231.7 |
3,231.7 |
3,657.5 |
|
S3 |
2,841.7 |
3,090.3 |
3,621.8 |
|
S4 |
2,451.7 |
2,700.3 |
3,514.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,763.0 |
3,532.0 |
231.0 |
6.3% |
116.4 |
3.2% |
65% |
False |
False |
29,634 |
10 |
3,763.0 |
3,234.0 |
529.0 |
14.4% |
134.1 |
3.6% |
84% |
False |
False |
34,795 |
20 |
4,381.0 |
3,234.0 |
1,147.0 |
31.2% |
122.9 |
3.3% |
39% |
False |
False |
33,468 |
40 |
4,708.0 |
3,234.0 |
1,474.0 |
40.0% |
137.8 |
3.7% |
30% |
False |
False |
36,832 |
60 |
5,113.0 |
3,234.0 |
1,879.0 |
51.0% |
132.0 |
3.6% |
24% |
False |
False |
36,148 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
54.1% |
110.7 |
3.0% |
22% |
False |
False |
27,160 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
54.1% |
96.2 |
2.6% |
22% |
False |
False |
21,741 |
120 |
5,495.0 |
3,234.0 |
2,261.0 |
61.4% |
87.5 |
2.4% |
20% |
False |
False |
18,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,147.5 |
2.618 |
3,994.1 |
1.618 |
3,900.1 |
1.000 |
3,842.0 |
0.618 |
3,806.1 |
HIGH |
3,748.0 |
0.618 |
3,712.1 |
0.500 |
3,701.0 |
0.382 |
3,689.9 |
LOW |
3,654.0 |
0.618 |
3,595.9 |
1.000 |
3,560.0 |
1.618 |
3,501.9 |
2.618 |
3,407.9 |
4.250 |
3,254.5 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,701.0 |
3,675.7 |
PP |
3,694.3 |
3,670.3 |
S1 |
3,687.7 |
3,665.0 |
|