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 |
8,724.70 |
8,826.89 |
102.19 |
1.2% |
8,048.09 |
High |
8,831.35 |
8,827.05 |
-4.30 |
0.0% |
8,831.35 |
Low |
8,672.69 |
8,141.36 |
-531.33 |
-6.1% |
8,048.09 |
Close |
8,829.04 |
8,149.09 |
-679.95 |
-7.7% |
8,829.04 |
Range |
158.66 |
685.69 |
527.03 |
332.2% |
783.26 |
ATR |
459.13 |
475.46 |
16.32 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,429.57 |
9,975.02 |
8,526.22 |
|
R3 |
9,743.88 |
9,289.33 |
8,337.65 |
|
R2 |
9,058.19 |
9,058.19 |
8,274.80 |
|
R1 |
8,603.64 |
8,603.64 |
8,211.94 |
8,488.07 |
PP |
8,372.50 |
8,372.50 |
8,372.50 |
8,314.72 |
S1 |
7,917.95 |
7,917.95 |
8,086.24 |
7,802.38 |
S2 |
7,686.81 |
7,686.81 |
8,023.38 |
|
S3 |
7,001.12 |
7,232.26 |
7,960.53 |
|
S4 |
6,315.43 |
6,546.57 |
7,771.96 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,919.27 |
10,657.42 |
9,259.83 |
|
R3 |
10,136.01 |
9,874.16 |
9,044.44 |
|
R2 |
9,352.75 |
9,352.75 |
8,972.64 |
|
R1 |
9,090.90 |
9,090.90 |
8,900.84 |
9,221.83 |
PP |
8,569.49 |
8,569.49 |
8,569.49 |
8,634.96 |
S1 |
8,307.64 |
8,307.64 |
8,757.24 |
8,438.57 |
S2 |
7,786.23 |
7,786.23 |
8,685.44 |
|
S3 |
7,002.97 |
7,524.38 |
8,613.64 |
|
S4 |
6,219.71 |
6,741.12 |
8,398.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,831.35 |
8,048.09 |
783.26 |
9.6% |
427.33 |
5.2% |
13% |
False |
False |
|
10 |
8,831.35 |
7,449.38 |
1,381.97 |
17.0% |
465.39 |
5.7% |
51% |
False |
False |
|
20 |
9,653.95 |
7,449.38 |
2,204.57 |
27.1% |
445.90 |
5.5% |
32% |
False |
False |
|
40 |
10,322.76 |
7,449.38 |
2,873.38 |
35.3% |
536.29 |
6.6% |
24% |
False |
False |
|
60 |
11,577.50 |
7,449.38 |
4,128.12 |
50.7% |
485.05 |
6.0% |
17% |
False |
False |
|
80 |
11,867.11 |
7,449.38 |
4,417.73 |
54.2% |
416.10 |
5.1% |
16% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
54.2% |
376.59 |
4.6% |
16% |
False |
False |
|
120 |
12,322.82 |
7,449.38 |
4,873.44 |
59.8% |
345.81 |
4.2% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,741.23 |
2.618 |
10,622.19 |
1.618 |
9,936.50 |
1.000 |
9,512.74 |
0.618 |
9,250.81 |
HIGH |
8,827.05 |
0.618 |
8,565.12 |
0.500 |
8,484.21 |
0.382 |
8,403.29 |
LOW |
8,141.36 |
0.618 |
7,717.60 |
1.000 |
7,455.67 |
1.618 |
7,031.91 |
2.618 |
6,346.22 |
4.250 |
5,227.18 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,484.21 |
8,486.36 |
PP |
8,372.50 |
8,373.93 |
S1 |
8,260.80 |
8,261.51 |
|