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 |
3,615.0 |
3,655.0 |
40.0 |
1.1% |
3,472.0 |
High |
3,636.0 |
3,655.0 |
19.0 |
0.5% |
3,763.0 |
Low |
3,499.0 |
3,519.0 |
20.0 |
0.6% |
3,373.0 |
Close |
3,555.0 |
3,540.0 |
-15.0 |
-0.4% |
3,729.0 |
Range |
137.0 |
136.0 |
-1.0 |
-0.7% |
390.0 |
ATR |
163.0 |
161.0 |
-1.9 |
-1.2% |
0.0 |
Volume |
32,200 |
25,362 |
-6,838 |
-21.2% |
159,336 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,979.3 |
3,895.7 |
3,614.8 |
|
R3 |
3,843.3 |
3,759.7 |
3,577.4 |
|
R2 |
3,707.3 |
3,707.3 |
3,564.9 |
|
R1 |
3,623.7 |
3,623.7 |
3,552.5 |
3,597.5 |
PP |
3,571.3 |
3,571.3 |
3,571.3 |
3,558.3 |
S1 |
3,487.7 |
3,487.7 |
3,527.5 |
3,461.5 |
S2 |
3,435.3 |
3,435.3 |
3,515.1 |
|
S3 |
3,299.3 |
3,351.7 |
3,502.6 |
|
S4 |
3,163.3 |
3,215.7 |
3,465.2 |
|
|
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 |
7.5% |
123.4 |
3.5% |
16% |
False |
False |
29,536 |
10 |
3,763.0 |
3,234.0 |
529.0 |
14.9% |
132.5 |
3.7% |
58% |
False |
False |
32,574 |
20 |
4,207.0 |
3,234.0 |
973.0 |
27.5% |
127.9 |
3.6% |
31% |
False |
False |
33,455 |
40 |
4,500.0 |
3,234.0 |
1,266.0 |
35.8% |
133.3 |
3.8% |
24% |
False |
False |
35,718 |
60 |
5,097.0 |
3,234.0 |
1,863.0 |
52.6% |
133.9 |
3.8% |
16% |
False |
False |
37,609 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
56.3% |
114.2 |
3.2% |
15% |
False |
False |
28,319 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
56.3% |
99.0 |
2.8% |
15% |
False |
False |
22,672 |
120 |
5,399.0 |
3,234.0 |
2,165.0 |
61.2% |
90.3 |
2.6% |
14% |
False |
False |
18,916 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,233.0 |
2.618 |
4,011.0 |
1.618 |
3,875.0 |
1.000 |
3,791.0 |
0.618 |
3,739.0 |
HIGH |
3,655.0 |
0.618 |
3,603.0 |
0.500 |
3,587.0 |
0.382 |
3,571.0 |
LOW |
3,519.0 |
0.618 |
3,435.0 |
1.000 |
3,383.0 |
1.618 |
3,299.0 |
2.618 |
3,163.0 |
4.250 |
2,941.0 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,587.0 |
3,577.0 |
PP |
3,571.3 |
3,564.7 |
S1 |
3,555.7 |
3,552.3 |
|