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 |
1,109.99 |
1,103.94 |
-6.05 |
-0.5% |
1,106.02 |
High |
1,132.93 |
1,166.20 |
33.27 |
2.9% |
1,193.09 |
Low |
1,091.04 |
1,101.63 |
10.59 |
1.0% |
1,096.55 |
Close |
1,130.00 |
1,166.20 |
36.20 |
3.2% |
1,185.75 |
Range |
41.89 |
64.57 |
22.68 |
54.1% |
96.54 |
ATR |
65.74 |
65.66 |
-0.08 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.39 |
1,316.86 |
1,201.71 |
|
R3 |
1,273.82 |
1,252.29 |
1,183.96 |
|
R2 |
1,209.25 |
1,209.25 |
1,178.04 |
|
R1 |
1,187.72 |
1,187.72 |
1,172.12 |
1,198.49 |
PP |
1,144.68 |
1,144.68 |
1,144.68 |
1,150.06 |
S1 |
1,123.15 |
1,123.15 |
1,160.28 |
1,133.92 |
S2 |
1,080.11 |
1,080.11 |
1,154.36 |
|
S3 |
1,015.54 |
1,058.58 |
1,148.44 |
|
S4 |
950.97 |
994.01 |
1,130.69 |
|
|
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 |
8.8% |
50.43 |
4.3% |
74% |
False |
False |
|
10 |
1,193.09 |
1,018.86 |
174.23 |
14.9% |
59.23 |
5.1% |
85% |
False |
False |
|
20 |
1,365.28 |
1,018.86 |
346.42 |
29.7% |
59.20 |
5.1% |
43% |
False |
False |
|
40 |
1,470.99 |
1,018.86 |
452.13 |
38.8% |
71.15 |
6.1% |
33% |
False |
False |
|
60 |
1,775.47 |
1,018.86 |
756.61 |
64.9% |
69.09 |
5.9% |
19% |
False |
False |
|
80 |
1,973.56 |
1,018.86 |
954.70 |
81.9% |
60.97 |
5.2% |
15% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
81.9% |
56.88 |
4.9% |
15% |
False |
False |
|
120 |
1,993.12 |
1,018.86 |
974.26 |
83.5% |
54.30 |
4.7% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.62 |
2.618 |
1,335.24 |
1.618 |
1,270.67 |
1.000 |
1,230.77 |
0.618 |
1,206.10 |
HIGH |
1,166.20 |
0.618 |
1,141.53 |
0.500 |
1,133.92 |
0.382 |
1,126.30 |
LOW |
1,101.63 |
0.618 |
1,061.73 |
1.000 |
1,037.06 |
1.618 |
997.16 |
2.618 |
932.59 |
4.250 |
827.21 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,155.44 |
1,153.67 |
PP |
1,144.68 |
1,141.15 |
S1 |
1,133.92 |
1,128.62 |
|