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 |
4,670.0 |
4,648.0 |
-22.0 |
-0.5% |
4,262.0 |
High |
4,715.0 |
4,676.5 |
-38.5 |
-0.8% |
4,715.0 |
Low |
4,572.5 |
4,313.0 |
-259.5 |
-5.7% |
4,164.5 |
Close |
4,669.5 |
4,375.5 |
-294.0 |
-6.3% |
4,669.5 |
Range |
142.5 |
363.5 |
221.0 |
155.1% |
550.5 |
ATR |
294.0 |
299.0 |
5.0 |
1.7% |
0.0 |
Volume |
107,062 |
166,205 |
59,143 |
55.2% |
768,193 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,545.5 |
5,324.0 |
4,575.4 |
|
R3 |
5,182.0 |
4,960.5 |
4,475.5 |
|
R2 |
4,818.5 |
4,818.5 |
4,442.1 |
|
R1 |
4,597.0 |
4,597.0 |
4,408.8 |
4,526.0 |
PP |
4,455.0 |
4,455.0 |
4,455.0 |
4,419.5 |
S1 |
4,233.5 |
4,233.5 |
4,342.2 |
4,162.5 |
S2 |
4,091.5 |
4,091.5 |
4,308.9 |
|
S3 |
3,728.0 |
3,870.0 |
4,275.5 |
|
S4 |
3,364.5 |
3,506.5 |
4,175.6 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,167.8 |
5,969.2 |
4,972.3 |
|
R3 |
5,617.3 |
5,418.7 |
4,820.9 |
|
R2 |
5,066.8 |
5,066.8 |
4,770.4 |
|
R1 |
4,868.2 |
4,868.2 |
4,720.0 |
4,967.5 |
PP |
4,516.3 |
4,516.3 |
4,516.3 |
4,566.0 |
S1 |
4,317.7 |
4,317.7 |
4,619.0 |
4,417.0 |
S2 |
3,965.8 |
3,965.8 |
4,568.6 |
|
S3 |
3,415.3 |
3,767.2 |
4,518.1 |
|
S4 |
2,864.8 |
3,216.7 |
4,366.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,715.0 |
4,313.0 |
402.0 |
9.2% |
219.3 |
5.0% |
16% |
False |
True |
143,767 |
10 |
4,715.0 |
4,034.0 |
681.0 |
15.6% |
268.8 |
6.1% |
50% |
False |
False |
182,735 |
20 |
5,356.0 |
4,034.0 |
1,322.0 |
30.2% |
286.6 |
6.5% |
26% |
False |
False |
184,451 |
40 |
5,554.5 |
4,032.5 |
1,522.0 |
34.8% |
327.7 |
7.5% |
23% |
False |
False |
226,841 |
60 |
6,400.0 |
4,032.5 |
2,367.5 |
54.1% |
285.3 |
6.5% |
14% |
False |
False |
199,921 |
80 |
6,730.5 |
4,032.5 |
2,698.0 |
61.7% |
244.7 |
5.6% |
13% |
False |
False |
150,358 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
61.8% |
222.8 |
5.1% |
13% |
False |
False |
120,440 |
120 |
7,012.5 |
4,032.5 |
2,980.0 |
68.1% |
207.9 |
4.8% |
12% |
False |
False |
100,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,221.4 |
2.618 |
5,628.1 |
1.618 |
5,264.6 |
1.000 |
5,040.0 |
0.618 |
4,901.1 |
HIGH |
4,676.5 |
0.618 |
4,537.6 |
0.500 |
4,494.8 |
0.382 |
4,451.9 |
LOW |
4,313.0 |
0.618 |
4,088.4 |
1.000 |
3,949.5 |
1.618 |
3,724.9 |
2.618 |
3,361.4 |
4.250 |
2,768.1 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,494.8 |
4,514.0 |
PP |
4,455.0 |
4,467.8 |
S1 |
4,415.3 |
4,421.7 |
|