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 |
4,257.5 |
4,261.0 |
3.5 |
0.1% |
3,884.5 |
High |
4,323.0 |
4,286.0 |
-37.0 |
-0.9% |
4,323.0 |
Low |
4,194.5 |
3,953.0 |
-241.5 |
-5.8% |
3,833.0 |
Close |
4,287.0 |
4,041.5 |
-245.5 |
-5.7% |
4,287.0 |
Range |
128.5 |
333.0 |
204.5 |
159.1% |
490.0 |
ATR |
244.9 |
251.3 |
6.4 |
2.6% |
0.0 |
Volume |
57,542 |
109,753 |
52,211 |
90.7% |
770,727 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,092.5 |
4,900.0 |
4,224.5 |
|
R3 |
4,759.5 |
4,567.0 |
4,133.0 |
|
R2 |
4,426.5 |
4,426.5 |
4,102.5 |
|
R1 |
4,234.0 |
4,234.0 |
4,072.0 |
4,164.0 |
PP |
4,093.5 |
4,093.5 |
4,093.5 |
4,058.5 |
S1 |
3,901.0 |
3,901.0 |
4,011.0 |
3,831.0 |
S2 |
3,760.5 |
3,760.5 |
3,980.5 |
|
S3 |
3,427.5 |
3,568.0 |
3,950.0 |
|
S4 |
3,094.5 |
3,235.0 |
3,858.5 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,617.5 |
5,442.5 |
4,556.5 |
|
R3 |
5,127.5 |
4,952.5 |
4,422.0 |
|
R2 |
4,637.5 |
4,637.5 |
4,377.0 |
|
R1 |
4,462.5 |
4,462.5 |
4,332.0 |
4,550.0 |
PP |
4,147.5 |
4,147.5 |
4,147.5 |
4,191.5 |
S1 |
3,972.5 |
3,972.5 |
4,242.0 |
4,060.0 |
S2 |
3,657.5 |
3,657.5 |
4,197.0 |
|
S3 |
3,167.5 |
3,482.5 |
4,152.0 |
|
S4 |
2,677.5 |
2,992.5 |
4,017.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,323.0 |
3,953.0 |
370.0 |
9.2% |
191.5 |
4.7% |
24% |
False |
True |
137,478 |
10 |
4,323.0 |
3,703.0 |
620.0 |
15.3% |
230.0 |
5.7% |
55% |
False |
False |
153,576 |
20 |
4,688.0 |
3,703.0 |
985.0 |
24.4% |
232.5 |
5.8% |
34% |
False |
False |
159,708 |
40 |
4,773.0 |
3,652.5 |
1,120.5 |
27.7% |
271.5 |
6.7% |
35% |
False |
False |
189,339 |
60 |
5,564.0 |
3,652.5 |
1,911.5 |
47.3% |
252.0 |
6.2% |
20% |
False |
False |
173,983 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
50.4% |
212.0 |
5.2% |
19% |
False |
False |
130,553 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
50.4% |
186.0 |
4.6% |
19% |
False |
False |
104,490 |
120 |
5,969.0 |
3,652.5 |
2,316.5 |
57.3% |
164.5 |
4.1% |
17% |
False |
False |
87,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,701.0 |
2.618 |
5,158.0 |
1.618 |
4,825.0 |
1.000 |
4,619.0 |
0.618 |
4,492.0 |
HIGH |
4,286.0 |
0.618 |
4,159.0 |
0.500 |
4,119.5 |
0.382 |
4,080.0 |
LOW |
3,953.0 |
0.618 |
3,747.0 |
1.000 |
3,620.0 |
1.618 |
3,414.0 |
2.618 |
3,081.0 |
4.250 |
2,538.0 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,119.5 |
4,138.0 |
PP |
4,093.5 |
4,106.0 |
S1 |
4,067.5 |
4,073.5 |
|