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 |
4,122.5 |
4,178.0 |
55.5 |
1.3% |
3,884.5 |
High |
4,234.0 |
4,271.0 |
37.0 |
0.9% |
4,323.0 |
Low |
4,043.0 |
4,016.5 |
-26.5 |
-0.7% |
3,833.0 |
Close |
4,176.5 |
4,170.0 |
-6.5 |
-0.2% |
4,287.0 |
Range |
191.0 |
254.5 |
63.5 |
33.2% |
490.0 |
ATR |
243.8 |
244.6 |
0.8 |
0.3% |
0.0 |
Volume |
148,116 |
136,161 |
-11,955 |
-8.1% |
770,727 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,916.0 |
4,797.5 |
4,310.0 |
|
R3 |
4,661.5 |
4,543.0 |
4,240.0 |
|
R2 |
4,407.0 |
4,407.0 |
4,216.5 |
|
R1 |
4,288.5 |
4,288.5 |
4,193.5 |
4,220.5 |
PP |
4,152.5 |
4,152.5 |
4,152.5 |
4,118.5 |
S1 |
4,034.0 |
4,034.0 |
4,146.5 |
3,966.0 |
S2 |
3,898.0 |
3,898.0 |
4,123.5 |
|
S3 |
3,643.5 |
3,779.5 |
4,100.0 |
|
S4 |
3,389.0 |
3,525.0 |
4,030.0 |
|
|
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% |
222.0 |
5.3% |
59% |
False |
False |
116,179 |
10 |
4,323.0 |
3,703.0 |
620.0 |
14.9% |
226.5 |
5.4% |
75% |
False |
False |
150,313 |
20 |
4,550.0 |
3,703.0 |
847.0 |
20.3% |
226.5 |
5.4% |
55% |
False |
False |
156,997 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
24.8% |
258.5 |
6.2% |
50% |
False |
False |
182,201 |
60 |
5,460.0 |
3,652.5 |
1,807.5 |
43.3% |
256.0 |
6.1% |
29% |
False |
False |
180,675 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
48.9% |
218.0 |
5.2% |
25% |
False |
False |
135,717 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
48.9% |
189.5 |
4.5% |
25% |
False |
False |
108,626 |
120 |
5,837.0 |
3,652.5 |
2,184.5 |
52.4% |
169.5 |
4.1% |
24% |
False |
False |
90,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,352.5 |
2.618 |
4,937.5 |
1.618 |
4,683.0 |
1.000 |
4,525.5 |
0.618 |
4,428.5 |
HIGH |
4,271.0 |
0.618 |
4,174.0 |
0.500 |
4,144.0 |
0.382 |
4,113.5 |
LOW |
4,016.5 |
0.618 |
3,859.0 |
1.000 |
3,762.0 |
1.618 |
3,604.5 |
2.618 |
3,350.0 |
4.250 |
2,935.0 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,161.0 |
4,154.0 |
PP |
4,152.5 |
4,137.5 |
S1 |
4,144.0 |
4,121.5 |
|