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 |
3,525.0 |
3,615.0 |
90.0 |
2.6% |
3,472.0 |
High |
3,632.0 |
3,636.0 |
4.0 |
0.1% |
3,763.0 |
Low |
3,518.0 |
3,499.0 |
-19.0 |
-0.5% |
3,373.0 |
Close |
3,571.0 |
3,555.0 |
-16.0 |
-0.4% |
3,729.0 |
Range |
114.0 |
137.0 |
23.0 |
20.2% |
390.0 |
ATR |
165.0 |
163.0 |
-2.0 |
-1.2% |
0.0 |
Volume |
35,668 |
32,200 |
-3,468 |
-9.7% |
159,336 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,974.3 |
3,901.7 |
3,630.4 |
|
R3 |
3,837.3 |
3,764.7 |
3,592.7 |
|
R2 |
3,700.3 |
3,700.3 |
3,580.1 |
|
R1 |
3,627.7 |
3,627.7 |
3,567.6 |
3,595.5 |
PP |
3,563.3 |
3,563.3 |
3,563.3 |
3,547.3 |
S1 |
3,490.7 |
3,490.7 |
3,542.4 |
3,458.5 |
S2 |
3,426.3 |
3,426.3 |
3,529.9 |
|
S3 |
3,289.3 |
3,353.7 |
3,517.3 |
|
S4 |
3,152.3 |
3,216.7 |
3,479.7 |
|
|
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 |
3,499.0 |
264.0 |
7.4% |
120.8 |
3.4% |
21% |
False |
True |
29,949 |
10 |
3,763.0 |
3,234.0 |
529.0 |
14.9% |
126.8 |
3.6% |
61% |
False |
False |
34,354 |
20 |
4,222.0 |
3,234.0 |
988.0 |
27.8% |
124.3 |
3.5% |
32% |
False |
False |
33,739 |
40 |
4,500.0 |
3,234.0 |
1,266.0 |
35.6% |
132.8 |
3.7% |
25% |
False |
False |
36,286 |
60 |
5,097.0 |
3,234.0 |
1,863.0 |
52.4% |
133.3 |
3.7% |
17% |
False |
False |
37,252 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
56.0% |
113.2 |
3.2% |
16% |
False |
False |
28,004 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
56.0% |
97.8 |
2.8% |
16% |
False |
False |
22,418 |
120 |
5,468.0 |
3,234.0 |
2,234.0 |
62.8% |
89.6 |
2.5% |
14% |
False |
False |
18,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,218.3 |
2.618 |
3,994.7 |
1.618 |
3,857.7 |
1.000 |
3,773.0 |
0.618 |
3,720.7 |
HIGH |
3,636.0 |
0.618 |
3,583.7 |
0.500 |
3,567.5 |
0.382 |
3,551.3 |
LOW |
3,499.0 |
0.618 |
3,414.3 |
1.000 |
3,362.0 |
1.618 |
3,277.3 |
2.618 |
3,140.3 |
4.250 |
2,916.8 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,567.5 |
3,623.5 |
PP |
3,563.3 |
3,600.7 |
S1 |
3,559.2 |
3,577.8 |
|