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 |
8,153.75 |
8,409.14 |
255.39 |
3.1% |
8,048.09 |
High |
8,437.17 |
8,624.19 |
187.02 |
2.2% |
8,831.35 |
Low |
8,143.51 |
8,234.15 |
90.64 |
1.1% |
8,048.09 |
Close |
8,419.09 |
8,591.69 |
172.60 |
2.1% |
8,829.04 |
Range |
293.66 |
390.04 |
96.38 |
32.8% |
783.26 |
ATR |
462.47 |
457.30 |
-5.17 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,653.46 |
9,512.62 |
8,806.21 |
|
R3 |
9,263.42 |
9,122.58 |
8,698.95 |
|
R2 |
8,873.38 |
8,873.38 |
8,663.20 |
|
R1 |
8,732.54 |
8,732.54 |
8,627.44 |
8,802.96 |
PP |
8,483.34 |
8,483.34 |
8,483.34 |
8,518.56 |
S1 |
8,342.50 |
8,342.50 |
8,555.94 |
8,412.92 |
S2 |
8,093.30 |
8,093.30 |
8,520.18 |
|
S3 |
7,703.26 |
7,952.46 |
8,484.43 |
|
S4 |
7,313.22 |
7,562.42 |
8,377.17 |
|
|
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 |
8.0% |
388.70 |
4.5% |
65% |
False |
False |
|
10 |
8,831.35 |
7,449.38 |
1,381.97 |
16.1% |
464.07 |
5.4% |
83% |
False |
False |
|
20 |
9,616.60 |
7,449.38 |
2,167.22 |
25.2% |
455.83 |
5.3% |
53% |
False |
False |
|
40 |
9,794.37 |
7,449.38 |
2,344.99 |
27.3% |
516.27 |
6.0% |
49% |
False |
False |
|
60 |
11,483.05 |
7,449.38 |
4,033.67 |
46.9% |
484.90 |
5.6% |
28% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
50.5% |
417.60 |
4.9% |
26% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
51.4% |
378.44 |
4.4% |
26% |
False |
False |
|
120 |
12,322.82 |
7,449.38 |
4,873.44 |
56.7% |
348.53 |
4.1% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,281.86 |
2.618 |
9,645.31 |
1.618 |
9,255.27 |
1.000 |
9,014.23 |
0.618 |
8,865.23 |
HIGH |
8,624.19 |
0.618 |
8,475.19 |
0.500 |
8,429.17 |
0.382 |
8,383.15 |
LOW |
8,234.15 |
0.618 |
7,993.11 |
1.000 |
7,844.11 |
1.618 |
7,603.07 |
2.618 |
7,213.03 |
4.250 |
6,576.48 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,537.52 |
8,555.86 |
PP |
8,483.34 |
8,520.03 |
S1 |
8,429.17 |
8,484.21 |
|