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 |
1,185.75 |
1,109.99 |
-75.76 |
-6.4% |
1,106.02 |
High |
1,156.53 |
1,132.93 |
-23.60 |
-2.0% |
1,193.09 |
Low |
1,091.16 |
1,091.04 |
-0.12 |
0.0% |
1,096.55 |
Close |
1,091.16 |
1,130.00 |
38.84 |
3.6% |
1,185.75 |
Range |
65.37 |
41.89 |
-23.48 |
-35.9% |
96.54 |
ATR |
67.58 |
65.74 |
-1.83 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,243.66 |
1,228.72 |
1,153.04 |
|
R3 |
1,201.77 |
1,186.83 |
1,141.52 |
|
R2 |
1,159.88 |
1,159.88 |
1,137.68 |
|
R1 |
1,144.94 |
1,144.94 |
1,133.84 |
1,152.41 |
PP |
1,117.99 |
1,117.99 |
1,117.99 |
1,121.73 |
S1 |
1,103.05 |
1,103.05 |
1,126.16 |
1,110.52 |
S2 |
1,076.10 |
1,076.10 |
1,122.32 |
|
S3 |
1,034.21 |
1,061.16 |
1,118.48 |
|
S4 |
992.32 |
1,019.27 |
1,106.96 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.08 |
1,413.46 |
1,238.85 |
|
R3 |
1,351.54 |
1,316.92 |
1,212.30 |
|
R2 |
1,255.00 |
1,255.00 |
1,203.45 |
|
R1 |
1,220.38 |
1,220.38 |
1,194.60 |
1,237.69 |
PP |
1,158.46 |
1,158.46 |
1,158.46 |
1,167.12 |
S1 |
1,123.84 |
1,123.84 |
1,176.90 |
1,141.15 |
S2 |
1,061.92 |
1,061.92 |
1,168.05 |
|
S3 |
965.38 |
1,027.30 |
1,159.20 |
|
S4 |
868.84 |
930.76 |
1,132.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,193.09 |
1,091.04 |
102.05 |
9.0% |
46.78 |
4.1% |
38% |
False |
True |
|
10 |
1,193.09 |
1,018.86 |
174.23 |
15.4% |
58.17 |
5.1% |
64% |
False |
False |
|
20 |
1,382.65 |
1,018.86 |
363.79 |
32.2% |
57.99 |
5.1% |
31% |
False |
False |
|
40 |
1,470.99 |
1,018.86 |
452.13 |
40.0% |
72.12 |
6.4% |
25% |
False |
False |
|
60 |
1,779.32 |
1,018.86 |
760.46 |
67.3% |
68.98 |
6.1% |
15% |
False |
False |
|
80 |
1,973.56 |
1,018.86 |
954.70 |
84.5% |
60.72 |
5.4% |
12% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
84.5% |
56.68 |
5.0% |
12% |
False |
False |
|
120 |
1,993.12 |
1,018.86 |
974.26 |
86.2% |
54.09 |
4.8% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.96 |
2.618 |
1,242.60 |
1.618 |
1,200.71 |
1.000 |
1,174.82 |
0.618 |
1,158.82 |
HIGH |
1,132.93 |
0.618 |
1,116.93 |
0.500 |
1,111.99 |
0.382 |
1,107.04 |
LOW |
1,091.04 |
0.618 |
1,065.15 |
1.000 |
1,049.15 |
1.618 |
1,023.26 |
2.618 |
981.37 |
4.250 |
913.01 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,124.00 |
1,138.52 |
PP |
1,117.99 |
1,135.68 |
S1 |
1,111.99 |
1,132.84 |
|