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 |
877.25 |
897.50 |
20.25 |
2.3% |
801.00 |
High |
897.00 |
897.50 |
0.50 |
0.1% |
897.00 |
Low |
875.00 |
813.00 |
-62.00 |
-7.1% |
783.25 |
Close |
895.25 |
815.75 |
-79.50 |
-8.9% |
895.25 |
Range |
22.00 |
84.50 |
62.50 |
284.1% |
113.75 |
ATR |
58.14 |
60.02 |
1.88 |
3.2% |
0.00 |
Volume |
2,177,331 |
889,730 |
-1,287,601 |
-59.1% |
12,985,730 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,095.50 |
1,040.25 |
862.25 |
|
R3 |
1,011.00 |
955.75 |
839.00 |
|
R2 |
926.50 |
926.50 |
831.25 |
|
R1 |
871.25 |
871.25 |
823.50 |
856.50 |
PP |
842.00 |
842.00 |
842.00 |
834.75 |
S1 |
786.75 |
786.75 |
808.00 |
772.00 |
S2 |
757.50 |
757.50 |
800.25 |
|
S3 |
673.00 |
702.25 |
792.50 |
|
S4 |
588.50 |
617.75 |
769.25 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.75 |
1,161.25 |
957.75 |
|
R3 |
1,086.00 |
1,047.50 |
926.50 |
|
R2 |
972.25 |
972.25 |
916.00 |
|
R1 |
933.75 |
933.75 |
905.75 |
953.00 |
PP |
858.50 |
858.50 |
858.50 |
868.00 |
S1 |
820.00 |
820.00 |
884.75 |
839.25 |
S2 |
744.75 |
744.75 |
874.50 |
|
S3 |
631.00 |
706.25 |
864.00 |
|
S4 |
517.25 |
592.50 |
832.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
897.50 |
783.25 |
114.25 |
14.0% |
57.75 |
7.1% |
28% |
True |
False |
2,775,092 |
10 |
897.50 |
739.00 |
158.50 |
19.4% |
56.75 |
7.0% |
48% |
True |
False |
3,122,614 |
20 |
1,008.50 |
739.00 |
269.50 |
33.0% |
55.50 |
6.8% |
28% |
False |
False |
2,952,074 |
40 |
1,104.00 |
739.00 |
365.00 |
44.7% |
68.25 |
8.4% |
21% |
False |
False |
3,379,269 |
60 |
1,291.25 |
739.00 |
552.25 |
67.7% |
62.75 |
7.7% |
14% |
False |
False |
3,161,832 |
80 |
1,315.25 |
739.00 |
576.25 |
70.6% |
52.75 |
6.5% |
13% |
False |
False |
2,374,399 |
100 |
1,315.25 |
739.00 |
576.25 |
70.6% |
47.50 |
5.8% |
13% |
False |
False |
1,900,332 |
120 |
1,371.75 |
739.00 |
632.75 |
77.6% |
43.25 |
5.3% |
12% |
False |
False |
1,583,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,256.50 |
2.618 |
1,118.75 |
1.618 |
1,034.25 |
1.000 |
982.00 |
0.618 |
949.75 |
HIGH |
897.50 |
0.618 |
865.25 |
0.500 |
855.25 |
0.382 |
845.25 |
LOW |
813.00 |
0.618 |
760.75 |
1.000 |
728.50 |
1.618 |
676.25 |
2.618 |
591.75 |
4.250 |
454.00 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
855.25 |
855.25 |
PP |
842.00 |
842.00 |
S1 |
829.00 |
829.00 |
|