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 |
4,701.5 |
4,688.0 |
-13.5 |
-0.3% |
4,286.0 |
High |
4,741.0 |
4,698.0 |
-43.0 |
-0.9% |
4,741.0 |
Low |
4,604.5 |
4,340.0 |
-264.5 |
-5.7% |
4,195.0 |
Close |
4,697.5 |
4,401.5 |
-296.0 |
-6.3% |
4,697.5 |
Range |
136.5 |
358.0 |
221.5 |
162.3% |
546.0 |
ATR |
281.9 |
287.3 |
5.4 |
1.9% |
0.0 |
Volume |
445 |
663 |
218 |
49.0% |
5,978 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,553.8 |
5,335.7 |
4,598.4 |
|
R3 |
5,195.8 |
4,977.7 |
4,500.0 |
|
R2 |
4,837.8 |
4,837.8 |
4,467.1 |
|
R1 |
4,619.7 |
4,619.7 |
4,434.3 |
4,549.8 |
PP |
4,479.8 |
4,479.8 |
4,479.8 |
4,444.9 |
S1 |
4,261.7 |
4,261.7 |
4,368.7 |
4,191.8 |
S2 |
4,121.8 |
4,121.8 |
4,335.9 |
|
S3 |
3,763.8 |
3,903.7 |
4,303.1 |
|
S4 |
3,405.8 |
3,545.7 |
4,204.6 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,182.5 |
5,986.0 |
4,997.8 |
|
R3 |
5,636.5 |
5,440.0 |
4,847.7 |
|
R2 |
5,090.5 |
5,090.5 |
4,797.6 |
|
R1 |
4,894.0 |
4,894.0 |
4,747.6 |
4,992.3 |
PP |
4,544.5 |
4,544.5 |
4,544.5 |
4,593.6 |
S1 |
4,348.0 |
4,348.0 |
4,647.5 |
4,446.3 |
S2 |
3,998.5 |
3,998.5 |
4,597.4 |
|
S3 |
3,452.5 |
3,802.0 |
4,547.4 |
|
S4 |
2,906.5 |
3,256.0 |
4,397.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,741.0 |
4,340.0 |
401.0 |
9.1% |
205.4 |
4.7% |
15% |
False |
True |
816 |
10 |
4,741.0 |
4,066.0 |
675.0 |
15.3% |
255.0 |
5.8% |
50% |
False |
False |
1,341 |
20 |
5,385.0 |
4,066.0 |
1,319.0 |
30.0% |
273.6 |
6.2% |
25% |
False |
False |
1,322 |
40 |
5,599.0 |
4,066.0 |
1,533.0 |
34.8% |
305.4 |
6.9% |
22% |
False |
False |
1,168 |
60 |
6,466.5 |
4,066.0 |
2,400.5 |
54.5% |
266.9 |
6.1% |
14% |
False |
False |
1,603 |
80 |
6,806.5 |
4,066.0 |
2,740.5 |
62.3% |
228.7 |
5.2% |
12% |
False |
False |
1,372 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
62.3% |
206.9 |
4.7% |
12% |
False |
False |
1,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,219.5 |
2.618 |
5,635.2 |
1.618 |
5,277.2 |
1.000 |
5,056.0 |
0.618 |
4,919.2 |
HIGH |
4,698.0 |
0.618 |
4,561.2 |
0.500 |
4,519.0 |
0.382 |
4,476.8 |
LOW |
4,340.0 |
0.618 |
4,118.8 |
1.000 |
3,982.0 |
1.618 |
3,760.8 |
2.618 |
3,402.8 |
4.250 |
2,818.5 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,519.0 |
4,540.5 |
PP |
4,479.8 |
4,494.2 |
S1 |
4,440.7 |
4,447.8 |
|