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 |
3,740.0 |
3,525.0 |
-215.0 |
-5.7% |
3,472.0 |
High |
3,748.0 |
3,632.0 |
-116.0 |
-3.1% |
3,763.0 |
Low |
3,654.0 |
3,518.0 |
-136.0 |
-3.7% |
3,373.0 |
Close |
3,681.0 |
3,571.0 |
-110.0 |
-3.0% |
3,729.0 |
Range |
94.0 |
114.0 |
20.0 |
21.3% |
390.0 |
ATR |
165.1 |
165.0 |
-0.2 |
-0.1% |
0.0 |
Volume |
23,654 |
35,668 |
12,014 |
50.8% |
159,336 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,915.7 |
3,857.3 |
3,633.7 |
|
R3 |
3,801.7 |
3,743.3 |
3,602.4 |
|
R2 |
3,687.7 |
3,687.7 |
3,591.9 |
|
R1 |
3,629.3 |
3,629.3 |
3,581.5 |
3,658.5 |
PP |
3,573.7 |
3,573.7 |
3,573.7 |
3,588.3 |
S1 |
3,515.3 |
3,515.3 |
3,560.6 |
3,544.5 |
S2 |
3,459.7 |
3,459.7 |
3,550.1 |
|
S3 |
3,345.7 |
3,401.3 |
3,539.7 |
|
S4 |
3,231.7 |
3,287.3 |
3,508.3 |
|
|
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 |
3,518.0 |
245.0 |
6.9% |
119.2 |
3.3% |
22% |
False |
True |
29,134 |
10 |
3,763.0 |
3,234.0 |
529.0 |
14.8% |
128.9 |
3.6% |
64% |
False |
False |
34,706 |
20 |
4,381.0 |
3,234.0 |
1,147.0 |
32.1% |
122.7 |
3.4% |
29% |
False |
False |
33,810 |
40 |
4,500.0 |
3,234.0 |
1,266.0 |
35.5% |
133.4 |
3.7% |
27% |
False |
False |
36,512 |
60 |
5,097.0 |
3,234.0 |
1,863.0 |
52.2% |
132.4 |
3.7% |
18% |
False |
False |
36,732 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
55.8% |
111.9 |
3.1% |
17% |
False |
False |
27,602 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
55.8% |
96.6 |
2.7% |
17% |
False |
False |
22,097 |
120 |
5,495.0 |
3,234.0 |
2,261.0 |
63.3% |
88.5 |
2.5% |
15% |
False |
False |
18,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,116.5 |
2.618 |
3,930.5 |
1.618 |
3,816.5 |
1.000 |
3,746.0 |
0.618 |
3,702.5 |
HIGH |
3,632.0 |
0.618 |
3,588.5 |
0.500 |
3,575.0 |
0.382 |
3,561.5 |
LOW |
3,518.0 |
0.618 |
3,447.5 |
1.000 |
3,404.0 |
1.618 |
3,333.5 |
2.618 |
3,219.5 |
4.250 |
3,033.5 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,575.0 |
3,640.5 |
PP |
3,573.7 |
3,617.3 |
S1 |
3,572.3 |
3,594.2 |
|