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 |
4,261.0 |
4,000.0 |
-261.0 |
-6.1% |
3,884.5 |
High |
4,286.0 |
4,175.5 |
-110.5 |
-2.6% |
4,323.0 |
Low |
3,953.0 |
3,972.0 |
19.0 |
0.5% |
3,833.0 |
Close |
4,041.5 |
4,118.5 |
77.0 |
1.9% |
4,287.0 |
Range |
333.0 |
203.5 |
-129.5 |
-38.9% |
490.0 |
ATR |
251.3 |
247.9 |
-3.4 |
-1.4% |
0.0 |
Volume |
109,753 |
129,327 |
19,574 |
17.8% |
770,727 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,699.0 |
4,612.5 |
4,230.5 |
|
R3 |
4,495.5 |
4,409.0 |
4,174.5 |
|
R2 |
4,292.0 |
4,292.0 |
4,156.0 |
|
R1 |
4,205.5 |
4,205.5 |
4,137.0 |
4,249.0 |
PP |
4,088.5 |
4,088.5 |
4,088.5 |
4,110.5 |
S1 |
4,002.0 |
4,002.0 |
4,100.0 |
4,045.0 |
S2 |
3,885.0 |
3,885.0 |
4,081.0 |
|
S3 |
3,681.5 |
3,798.5 |
4,062.5 |
|
S4 |
3,478.0 |
3,595.0 |
4,006.5 |
|
|
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 |
9.0% |
189.5 |
4.6% |
45% |
False |
False |
123,705 |
10 |
4,323.0 |
3,703.0 |
620.0 |
15.1% |
227.5 |
5.5% |
67% |
False |
False |
152,476 |
20 |
4,637.0 |
3,703.0 |
934.0 |
22.7% |
228.0 |
5.5% |
44% |
False |
False |
158,919 |
40 |
4,700.0 |
3,652.5 |
1,047.5 |
25.4% |
269.0 |
6.5% |
44% |
False |
False |
187,144 |
60 |
5,460.0 |
3,652.5 |
1,807.5 |
43.9% |
252.5 |
6.1% |
26% |
False |
False |
176,126 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
49.5% |
214.5 |
5.2% |
23% |
False |
False |
132,168 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
49.5% |
187.0 |
4.5% |
23% |
False |
False |
105,784 |
120 |
5,969.0 |
3,652.5 |
2,316.5 |
56.2% |
166.5 |
4.0% |
20% |
False |
False |
88,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,040.5 |
2.618 |
4,708.5 |
1.618 |
4,505.0 |
1.000 |
4,379.0 |
0.618 |
4,301.5 |
HIGH |
4,175.5 |
0.618 |
4,098.0 |
0.500 |
4,074.0 |
0.382 |
4,049.5 |
LOW |
3,972.0 |
0.618 |
3,846.0 |
1.000 |
3,768.5 |
1.618 |
3,642.5 |
2.618 |
3,439.0 |
4.250 |
3,107.0 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,103.5 |
4,138.0 |
PP |
4,088.5 |
4,131.5 |
S1 |
4,074.0 |
4,125.0 |
|