Trading Metrics calculated at close of trading on 02-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2008 |
02-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
897.50 |
816.00 |
-81.50 |
-9.1% |
801.00 |
High |
897.50 |
850.75 |
-46.75 |
-5.2% |
897.00 |
Low |
813.00 |
813.00 |
0.00 |
0.0% |
783.25 |
Close |
815.75 |
849.00 |
33.25 |
4.1% |
895.25 |
Range |
84.50 |
37.75 |
-46.75 |
-55.3% |
113.75 |
ATR |
60.02 |
58.43 |
-1.59 |
-2.7% |
0.00 |
Volume |
889,730 |
2,630,581 |
1,740,851 |
195.7% |
12,985,730 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
950.75 |
937.75 |
869.75 |
|
R3 |
913.00 |
900.00 |
859.50 |
|
R2 |
875.25 |
875.25 |
856.00 |
|
R1 |
862.25 |
862.25 |
852.50 |
868.75 |
PP |
837.50 |
837.50 |
837.50 |
841.00 |
S1 |
824.50 |
824.50 |
845.50 |
831.00 |
S2 |
799.75 |
799.75 |
842.00 |
|
S3 |
762.00 |
786.75 |
838.50 |
|
S4 |
724.25 |
749.00 |
828.25 |
|
|
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 |
813.00 |
84.50 |
10.0% |
48.50 |
5.7% |
43% |
False |
True |
2,445,438 |
10 |
897.50 |
739.00 |
158.50 |
18.7% |
57.00 |
6.7% |
69% |
False |
False |
3,048,449 |
20 |
1,008.50 |
739.00 |
269.50 |
31.7% |
56.25 |
6.6% |
41% |
False |
False |
2,945,777 |
40 |
1,078.00 |
739.00 |
339.00 |
39.9% |
66.75 |
7.9% |
32% |
False |
False |
3,365,236 |
60 |
1,291.25 |
739.00 |
552.25 |
65.0% |
62.75 |
7.4% |
20% |
False |
False |
3,204,711 |
80 |
1,315.25 |
739.00 |
576.25 |
67.9% |
52.75 |
6.2% |
19% |
False |
False |
2,407,199 |
100 |
1,315.25 |
739.00 |
576.25 |
67.9% |
47.50 |
5.6% |
19% |
False |
False |
1,926,516 |
120 |
1,371.75 |
739.00 |
632.75 |
74.5% |
43.50 |
5.1% |
17% |
False |
False |
1,605,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,011.25 |
2.618 |
949.50 |
1.618 |
911.75 |
1.000 |
888.50 |
0.618 |
874.00 |
HIGH |
850.75 |
0.618 |
836.25 |
0.500 |
832.00 |
0.382 |
827.50 |
LOW |
813.00 |
0.618 |
789.75 |
1.000 |
775.25 |
1.618 |
752.00 |
2.618 |
714.25 |
4.250 |
652.50 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
843.25 |
855.25 |
PP |
837.50 |
853.25 |
S1 |
832.00 |
851.00 |
|