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 |
816.00 |
848.50 |
32.50 |
4.0% |
801.00 |
High |
850.75 |
873.75 |
23.00 |
2.7% |
897.00 |
Low |
813.00 |
826.00 |
13.00 |
1.6% |
783.25 |
Close |
849.00 |
868.50 |
19.50 |
2.3% |
895.25 |
Range |
37.75 |
47.75 |
10.00 |
26.5% |
113.75 |
ATR |
58.43 |
57.67 |
-0.76 |
-1.3% |
0.00 |
Volume |
2,630,581 |
3,242,501 |
611,920 |
23.3% |
12,985,730 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
999.25 |
981.75 |
894.75 |
|
R3 |
951.50 |
934.00 |
881.75 |
|
R2 |
903.75 |
903.75 |
877.25 |
|
R1 |
886.25 |
886.25 |
873.00 |
895.00 |
PP |
856.00 |
856.00 |
856.00 |
860.50 |
S1 |
838.50 |
838.50 |
864.00 |
847.25 |
S2 |
808.25 |
808.25 |
859.75 |
|
S3 |
760.50 |
790.75 |
855.25 |
|
S4 |
712.75 |
743.00 |
842.25 |
|
|
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 |
9.7% |
50.00 |
5.8% |
66% |
False |
False |
2,411,259 |
10 |
897.50 |
739.00 |
158.50 |
18.2% |
57.50 |
6.6% |
82% |
False |
False |
3,092,776 |
20 |
1,008.50 |
739.00 |
269.50 |
31.0% |
56.50 |
6.5% |
48% |
False |
False |
3,031,738 |
40 |
1,067.00 |
739.00 |
328.00 |
37.8% |
66.00 |
7.6% |
39% |
False |
False |
3,334,416 |
60 |
1,291.25 |
739.00 |
552.25 |
63.6% |
62.75 |
7.2% |
23% |
False |
False |
3,256,987 |
80 |
1,309.00 |
739.00 |
570.00 |
65.6% |
53.00 |
6.1% |
23% |
False |
False |
2,447,699 |
100 |
1,315.25 |
739.00 |
576.25 |
66.4% |
47.50 |
5.5% |
22% |
False |
False |
1,958,915 |
120 |
1,371.75 |
739.00 |
632.75 |
72.9% |
43.75 |
5.0% |
20% |
False |
False |
1,632,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,076.75 |
2.618 |
998.75 |
1.618 |
951.00 |
1.000 |
921.50 |
0.618 |
903.25 |
HIGH |
873.75 |
0.618 |
855.50 |
0.500 |
850.00 |
0.382 |
844.25 |
LOW |
826.00 |
0.618 |
796.50 |
1.000 |
778.25 |
1.618 |
748.75 |
2.618 |
701.00 |
4.250 |
623.00 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
862.25 |
864.00 |
PP |
856.00 |
859.75 |
S1 |
850.00 |
855.25 |
|