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 |
8,826.89 |
8,153.75 |
-673.14 |
-7.6% |
8,048.09 |
High |
8,827.05 |
8,437.17 |
-389.88 |
-4.4% |
8,831.35 |
Low |
8,141.36 |
8,143.51 |
2.15 |
0.0% |
8,048.09 |
Close |
8,149.09 |
8,419.09 |
270.00 |
3.3% |
8,829.04 |
Range |
685.69 |
293.66 |
-392.03 |
-57.2% |
783.26 |
ATR |
475.46 |
462.47 |
-12.99 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,214.24 |
9,110.32 |
8,580.60 |
|
R3 |
8,920.58 |
8,816.66 |
8,499.85 |
|
R2 |
8,626.92 |
8,626.92 |
8,472.93 |
|
R1 |
8,523.00 |
8,523.00 |
8,446.01 |
8,574.96 |
PP |
8,333.26 |
8,333.26 |
8,333.26 |
8,359.24 |
S1 |
8,229.34 |
8,229.34 |
8,392.17 |
8,281.30 |
S2 |
8,039.60 |
8,039.60 |
8,365.25 |
|
S3 |
7,745.94 |
7,935.68 |
8,338.33 |
|
S4 |
7,452.28 |
7,642.02 |
8,257.58 |
|
|
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 |
8,141.36 |
689.99 |
8.2% |
375.87 |
4.5% |
40% |
False |
False |
|
10 |
8,831.35 |
7,449.38 |
1,381.97 |
16.4% |
462.32 |
5.5% |
70% |
False |
False |
|
20 |
9,653.95 |
7,449.38 |
2,204.57 |
26.2% |
452.83 |
5.4% |
44% |
False |
False |
|
40 |
10,124.03 |
7,449.38 |
2,674.65 |
31.8% |
523.70 |
6.2% |
36% |
False |
False |
|
60 |
11,577.50 |
7,449.38 |
4,128.12 |
49.0% |
484.18 |
5.8% |
23% |
False |
False |
|
80 |
11,867.11 |
7,449.38 |
4,417.73 |
52.5% |
415.12 |
4.9% |
22% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
52.5% |
376.89 |
4.5% |
22% |
False |
False |
|
120 |
12,322.82 |
7,449.38 |
4,873.44 |
57.9% |
346.66 |
4.1% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,685.23 |
2.618 |
9,205.97 |
1.618 |
8,912.31 |
1.000 |
8,730.83 |
0.618 |
8,618.65 |
HIGH |
8,437.17 |
0.618 |
8,324.99 |
0.500 |
8,290.34 |
0.382 |
8,255.69 |
LOW |
8,143.51 |
0.618 |
7,962.03 |
1.000 |
7,849.85 |
1.618 |
7,668.37 |
2.618 |
7,374.71 |
4.250 |
6,895.46 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,376.17 |
8,486.36 |
PP |
8,333.26 |
8,463.93 |
S1 |
8,290.34 |
8,441.51 |
|