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 |
4,000.0 |
4,122.5 |
122.5 |
3.1% |
3,884.5 |
High |
4,175.5 |
4,234.0 |
58.5 |
1.4% |
4,323.0 |
Low |
3,972.0 |
4,043.0 |
71.0 |
1.8% |
3,833.0 |
Close |
4,118.5 |
4,176.5 |
58.0 |
1.4% |
4,287.0 |
Range |
203.5 |
191.0 |
-12.5 |
-6.1% |
490.0 |
ATR |
247.9 |
243.8 |
-4.1 |
-1.6% |
0.0 |
Volume |
129,327 |
148,116 |
18,789 |
14.5% |
770,727 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,724.0 |
4,641.5 |
4,281.5 |
|
R3 |
4,533.0 |
4,450.5 |
4,229.0 |
|
R2 |
4,342.0 |
4,342.0 |
4,211.5 |
|
R1 |
4,259.5 |
4,259.5 |
4,194.0 |
4,301.0 |
PP |
4,151.0 |
4,151.0 |
4,151.0 |
4,172.0 |
S1 |
4,068.5 |
4,068.5 |
4,159.0 |
4,110.0 |
S2 |
3,960.0 |
3,960.0 |
4,141.5 |
|
S3 |
3,769.0 |
3,877.5 |
4,124.0 |
|
S4 |
3,578.0 |
3,686.5 |
4,071.5 |
|
|
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 |
8.9% |
187.0 |
4.5% |
60% |
False |
False |
116,429 |
10 |
4,323.0 |
3,703.0 |
620.0 |
14.8% |
216.5 |
5.2% |
76% |
False |
False |
151,121 |
20 |
4,550.0 |
3,703.0 |
847.0 |
20.3% |
228.0 |
5.5% |
56% |
False |
False |
157,718 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
24.8% |
262.5 |
6.3% |
51% |
False |
False |
184,168 |
60 |
5,460.0 |
3,652.5 |
1,807.5 |
43.3% |
254.0 |
6.1% |
29% |
False |
False |
178,546 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
48.8% |
216.0 |
5.2% |
26% |
False |
False |
134,018 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
48.8% |
188.0 |
4.5% |
26% |
False |
False |
107,264 |
120 |
5,857.5 |
3,652.5 |
2,205.0 |
52.8% |
167.5 |
4.0% |
24% |
False |
False |
89,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,046.0 |
2.618 |
4,734.0 |
1.618 |
4,543.0 |
1.000 |
4,425.0 |
0.618 |
4,352.0 |
HIGH |
4,234.0 |
0.618 |
4,161.0 |
0.500 |
4,138.5 |
0.382 |
4,116.0 |
LOW |
4,043.0 |
0.618 |
3,925.0 |
1.000 |
3,852.0 |
1.618 |
3,734.0 |
2.618 |
3,543.0 |
4.250 |
3,231.0 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,164.0 |
4,157.5 |
PP |
4,151.0 |
4,138.5 |
S1 |
4,138.5 |
4,119.5 |
|