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 |
8,409.14 |
8,587.07 |
177.93 |
2.1% |
8,048.09 |
High |
8,624.19 |
8,631.99 |
7.80 |
0.1% |
8,831.35 |
Low |
8,234.15 |
8,259.40 |
25.25 |
0.3% |
8,048.09 |
Close |
8,591.69 |
8,376.24 |
-215.45 |
-2.5% |
8,829.04 |
Range |
390.04 |
372.59 |
-17.45 |
-4.5% |
783.26 |
ATR |
457.30 |
451.25 |
-6.05 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,540.31 |
9,330.87 |
8,581.16 |
|
R3 |
9,167.72 |
8,958.28 |
8,478.70 |
|
R2 |
8,795.13 |
8,795.13 |
8,444.55 |
|
R1 |
8,585.69 |
8,585.69 |
8,410.39 |
8,504.12 |
PP |
8,422.54 |
8,422.54 |
8,422.54 |
8,381.76 |
S1 |
8,213.10 |
8,213.10 |
8,342.09 |
8,131.53 |
S2 |
8,049.95 |
8,049.95 |
8,307.93 |
|
S3 |
7,677.36 |
7,840.51 |
8,273.78 |
|
S4 |
7,304.77 |
7,467.92 |
8,171.32 |
|
|
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% |
380.13 |
4.5% |
34% |
False |
False |
|
10 |
8,831.35 |
7,449.38 |
1,381.97 |
16.5% |
449.57 |
5.4% |
67% |
False |
False |
|
20 |
9,159.58 |
7,449.38 |
1,710.20 |
20.4% |
449.20 |
5.4% |
54% |
False |
False |
|
40 |
9,794.37 |
7,449.38 |
2,344.99 |
28.0% |
514.75 |
6.1% |
40% |
False |
False |
|
60 |
11,483.05 |
7,449.38 |
4,033.67 |
48.2% |
488.35 |
5.8% |
23% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
51.8% |
420.00 |
5.0% |
21% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
52.7% |
379.20 |
4.5% |
21% |
False |
False |
|
120 |
12,322.82 |
7,449.38 |
4,873.44 |
58.2% |
350.74 |
4.2% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,215.50 |
2.618 |
9,607.43 |
1.618 |
9,234.84 |
1.000 |
9,004.58 |
0.618 |
8,862.25 |
HIGH |
8,631.99 |
0.618 |
8,489.66 |
0.500 |
8,445.70 |
0.382 |
8,401.73 |
LOW |
8,259.40 |
0.618 |
8,029.14 |
1.000 |
7,886.81 |
1.618 |
7,656.55 |
2.618 |
7,283.96 |
4.250 |
6,675.89 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,445.70 |
8,387.75 |
PP |
8,422.54 |
8,383.91 |
S1 |
8,399.39 |
8,380.08 |
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