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 |
4,688.0 |
4,380.0 |
-308.0 |
-6.6% |
4,286.0 |
High |
4,698.0 |
4,598.5 |
-99.5 |
-2.1% |
4,741.0 |
Low |
4,340.0 |
4,339.0 |
-1.0 |
0.0% |
4,195.0 |
Close |
4,401.5 |
4,586.0 |
184.5 |
4.2% |
4,697.5 |
Range |
358.0 |
259.5 |
-98.5 |
-27.5% |
546.0 |
ATR |
287.3 |
285.4 |
-2.0 |
-0.7% |
0.0 |
Volume |
663 |
1,054 |
391 |
59.0% |
5,978 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,286.3 |
5,195.7 |
4,728.7 |
|
R3 |
5,026.8 |
4,936.2 |
4,657.4 |
|
R2 |
4,767.3 |
4,767.3 |
4,633.6 |
|
R1 |
4,676.7 |
4,676.7 |
4,609.8 |
4,722.0 |
PP |
4,507.8 |
4,507.8 |
4,507.8 |
4,530.5 |
S1 |
4,417.2 |
4,417.2 |
4,562.2 |
4,462.5 |
S2 |
4,248.3 |
4,248.3 |
4,538.4 |
|
S3 |
3,988.8 |
4,157.7 |
4,514.6 |
|
S4 |
3,729.3 |
3,898.2 |
4,443.3 |
|
|
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 |
4,339.0 |
402.0 |
8.8% |
215.3 |
4.7% |
61% |
False |
True |
746 |
10 |
4,741.0 |
4,066.0 |
675.0 |
14.7% |
264.5 |
5.8% |
77% |
False |
False |
1,377 |
20 |
5,372.0 |
4,066.0 |
1,306.0 |
28.5% |
270.2 |
5.9% |
40% |
False |
False |
1,334 |
40 |
5,458.0 |
4,066.0 |
1,392.0 |
30.4% |
303.8 |
6.6% |
37% |
False |
False |
1,155 |
60 |
6,400.0 |
4,066.0 |
2,334.0 |
50.9% |
268.4 |
5.9% |
22% |
False |
False |
1,588 |
80 |
6,718.0 |
4,066.0 |
2,652.0 |
57.8% |
231.0 |
5.0% |
20% |
False |
False |
1,382 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
59.8% |
208.1 |
4.5% |
19% |
False |
False |
1,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,701.4 |
2.618 |
5,277.9 |
1.618 |
5,018.4 |
1.000 |
4,858.0 |
0.618 |
4,758.9 |
HIGH |
4,598.5 |
0.618 |
4,499.4 |
0.500 |
4,468.8 |
0.382 |
4,438.1 |
LOW |
4,339.0 |
0.618 |
4,178.6 |
1.000 |
4,079.5 |
1.618 |
3,919.1 |
2.618 |
3,659.6 |
4.250 |
3,236.1 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,546.9 |
4,570.7 |
PP |
4,507.8 |
4,555.3 |
S1 |
4,468.8 |
4,540.0 |
|