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 |
4,348.0 |
4,518.0 |
170.0 |
3.9% |
4,262.0 |
High |
4,582.0 |
4,631.5 |
49.5 |
1.1% |
4,715.0 |
Low |
4,308.0 |
4,381.5 |
73.5 |
1.7% |
4,164.5 |
Close |
4,560.0 |
4,584.0 |
24.0 |
0.5% |
4,669.5 |
Range |
274.0 |
250.0 |
-24.0 |
-8.8% |
550.5 |
ATR |
297.2 |
293.8 |
-3.4 |
-1.1% |
0.0 |
Volume |
188,953 |
175,979 |
-12,974 |
-6.9% |
768,193 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,282.3 |
5,183.2 |
4,721.5 |
|
R3 |
5,032.3 |
4,933.2 |
4,652.8 |
|
R2 |
4,782.3 |
4,782.3 |
4,629.8 |
|
R1 |
4,683.2 |
4,683.2 |
4,606.9 |
4,732.8 |
PP |
4,532.3 |
4,532.3 |
4,532.3 |
4,557.1 |
S1 |
4,433.2 |
4,433.2 |
4,561.1 |
4,482.8 |
S2 |
4,282.3 |
4,282.3 |
4,538.2 |
|
S3 |
4,032.3 |
4,183.2 |
4,515.3 |
|
S4 |
3,782.3 |
3,933.2 |
4,446.5 |
|
|
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 |
4,308.0 |
407.0 |
8.9% |
225.6 |
4.9% |
68% |
False |
False |
140,161 |
10 |
4,715.0 |
4,034.0 |
681.0 |
14.9% |
267.6 |
5.8% |
81% |
False |
False |
180,559 |
20 |
5,149.0 |
4,034.0 |
1,115.0 |
24.3% |
279.5 |
6.1% |
49% |
False |
False |
186,050 |
40 |
5,419.5 |
4,032.5 |
1,387.0 |
30.3% |
320.3 |
7.0% |
40% |
False |
False |
215,860 |
60 |
6,320.5 |
4,032.5 |
2,288.0 |
49.9% |
289.6 |
6.3% |
24% |
False |
False |
205,821 |
80 |
6,637.0 |
4,032.5 |
2,604.5 |
56.8% |
248.4 |
5.4% |
21% |
False |
False |
154,890 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
59.0% |
224.4 |
4.9% |
20% |
False |
False |
124,067 |
120 |
6,920.0 |
4,032.5 |
2,887.5 |
63.0% |
210.5 |
4.6% |
19% |
False |
False |
103,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,694.0 |
2.618 |
5,286.0 |
1.618 |
5,036.0 |
1.000 |
4,881.5 |
0.618 |
4,786.0 |
HIGH |
4,631.5 |
0.618 |
4,536.0 |
0.500 |
4,506.5 |
0.382 |
4,477.0 |
LOW |
4,381.5 |
0.618 |
4,227.0 |
1.000 |
4,131.5 |
1.618 |
3,977.0 |
2.618 |
3,727.0 |
4.250 |
3,319.0 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,558.2 |
4,553.4 |
PP |
4,532.3 |
4,522.8 |
S1 |
4,506.5 |
4,492.3 |
|