Trading Metrics calculated at close of trading on 04-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2008 |
04-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,103.94 |
1,144.30 |
40.36 |
3.7% |
1,106.02 |
High |
1,166.20 |
1,168.65 |
2.45 |
0.2% |
1,193.09 |
Low |
1,101.63 |
1,110.66 |
9.03 |
0.8% |
1,096.55 |
Close |
1,166.20 |
1,127.75 |
-38.45 |
-3.3% |
1,185.75 |
Range |
64.57 |
57.99 |
-6.58 |
-10.2% |
96.54 |
ATR |
65.66 |
65.11 |
-0.55 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,309.66 |
1,276.69 |
1,159.64 |
|
R3 |
1,251.67 |
1,218.70 |
1,143.70 |
|
R2 |
1,193.68 |
1,193.68 |
1,138.38 |
|
R1 |
1,160.71 |
1,160.71 |
1,133.07 |
1,148.20 |
PP |
1,135.69 |
1,135.69 |
1,135.69 |
1,129.43 |
S1 |
1,102.72 |
1,102.72 |
1,122.43 |
1,090.21 |
S2 |
1,077.70 |
1,077.70 |
1,117.12 |
|
S3 |
1,019.71 |
1,044.73 |
1,111.80 |
|
S4 |
961.72 |
986.74 |
1,095.86 |
|
|
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 |
1,185.99 |
1,091.04 |
94.95 |
8.4% |
48.80 |
4.3% |
39% |
False |
False |
|
10 |
1,193.09 |
1,018.86 |
174.23 |
15.4% |
56.94 |
5.0% |
62% |
False |
False |
|
20 |
1,298.09 |
1,018.86 |
279.23 |
24.8% |
58.76 |
5.2% |
39% |
False |
False |
|
40 |
1,470.99 |
1,018.86 |
452.13 |
40.1% |
70.34 |
6.2% |
24% |
False |
False |
|
60 |
1,775.47 |
1,018.86 |
756.61 |
67.1% |
69.58 |
6.2% |
14% |
False |
False |
|
80 |
1,973.56 |
1,018.86 |
954.70 |
84.7% |
61.38 |
5.4% |
11% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
84.7% |
56.81 |
5.0% |
11% |
False |
False |
|
120 |
1,993.12 |
1,018.86 |
974.26 |
86.4% |
54.46 |
4.8% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,415.11 |
2.618 |
1,320.47 |
1.618 |
1,262.48 |
1.000 |
1,226.64 |
0.618 |
1,204.49 |
HIGH |
1,168.65 |
0.618 |
1,146.50 |
0.500 |
1,139.66 |
0.382 |
1,132.81 |
LOW |
1,110.66 |
0.618 |
1,074.82 |
1.000 |
1,052.67 |
1.618 |
1,016.83 |
2.618 |
958.84 |
4.250 |
864.20 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,139.66 |
1,129.85 |
PP |
1,135.69 |
1,129.15 |
S1 |
1,131.72 |
1,128.45 |
|