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 |
1,183.00 |
1,185.75 |
2.75 |
0.2% |
1,098.25 |
High |
1,199.50 |
1,188.25 |
-11.25 |
-0.9% |
1,199.50 |
Low |
1,171.25 |
1,090.25 |
-81.00 |
-6.9% |
1,072.25 |
Close |
1,186.00 |
1,094.50 |
-91.50 |
-7.7% |
1,186.00 |
Range |
28.25 |
98.00 |
69.75 |
246.9% |
127.25 |
ATR |
76.92 |
78.43 |
1.51 |
2.0% |
0.00 |
Volume |
304,609 |
86,994 |
-217,615 |
-71.4% |
1,619,993 |
|
Daily Pivots for day following 01-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.25 |
1,354.50 |
1,148.50 |
|
R3 |
1,320.25 |
1,256.50 |
1,121.50 |
|
R2 |
1,222.25 |
1,222.25 |
1,112.50 |
|
R1 |
1,158.50 |
1,158.50 |
1,103.50 |
1,141.50 |
PP |
1,124.25 |
1,124.25 |
1,124.25 |
1,115.75 |
S1 |
1,060.50 |
1,060.50 |
1,085.50 |
1,043.50 |
S2 |
1,026.25 |
1,026.25 |
1,076.50 |
|
S3 |
928.25 |
962.50 |
1,067.50 |
|
S4 |
830.25 |
864.50 |
1,040.50 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.25 |
1,487.50 |
1,256.00 |
|
R3 |
1,407.00 |
1,360.25 |
1,221.00 |
|
R2 |
1,279.75 |
1,279.75 |
1,209.25 |
|
R1 |
1,233.00 |
1,233.00 |
1,197.75 |
1,256.50 |
PP |
1,152.50 |
1,152.50 |
1,152.50 |
1,164.25 |
S1 |
1,105.75 |
1,105.75 |
1,174.25 |
1,129.00 |
S2 |
1,025.25 |
1,025.25 |
1,162.75 |
|
S3 |
898.00 |
978.50 |
1,151.00 |
|
S4 |
770.75 |
851.25 |
1,116.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,199.50 |
1,072.25 |
127.25 |
11.6% |
69.50 |
6.3% |
17% |
False |
False |
341,397 |
10 |
1,199.50 |
1,017.75 |
181.75 |
16.6% |
70.75 |
6.5% |
42% |
False |
False |
400,212 |
20 |
1,389.00 |
1,017.75 |
371.25 |
33.9% |
72.50 |
6.6% |
21% |
False |
False |
382,405 |
40 |
1,499.00 |
1,017.75 |
481.25 |
44.0% |
91.50 |
8.4% |
16% |
False |
False |
471,055 |
60 |
1,821.75 |
1,017.75 |
804.00 |
73.5% |
85.75 |
7.8% |
10% |
False |
False |
447,791 |
80 |
1,985.25 |
1,017.75 |
967.50 |
88.4% |
74.00 |
6.8% |
8% |
False |
False |
335,967 |
100 |
1,985.25 |
1,017.75 |
967.50 |
88.4% |
68.75 |
6.3% |
8% |
False |
False |
268,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,604.75 |
2.618 |
1,444.75 |
1.618 |
1,346.75 |
1.000 |
1,286.25 |
0.618 |
1,248.75 |
HIGH |
1,188.25 |
0.618 |
1,150.75 |
0.500 |
1,139.25 |
0.382 |
1,127.75 |
LOW |
1,090.25 |
0.618 |
1,029.75 |
1.000 |
992.25 |
1.618 |
931.75 |
2.618 |
833.75 |
4.250 |
673.75 |
|
|
Fisher Pivots for day following 01-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,139.25 |
1,145.00 |
PP |
1,124.25 |
1,128.00 |
S1 |
1,109.50 |
1,111.25 |
|