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 |
1,185.75 |
1,091.25 |
-94.50 |
-8.0% |
1,098.25 |
High |
1,188.25 |
1,136.00 |
-52.25 |
-4.4% |
1,199.50 |
Low |
1,090.25 |
1,089.50 |
-0.75 |
-0.1% |
1,072.25 |
Close |
1,094.50 |
1,133.00 |
38.50 |
3.5% |
1,186.00 |
Range |
98.00 |
46.50 |
-51.50 |
-52.6% |
127.25 |
ATR |
78.43 |
76.15 |
-2.28 |
-2.9% |
0.00 |
Volume |
86,994 |
335,423 |
248,429 |
285.6% |
1,619,993 |
|
Daily Pivots for day following 02-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.00 |
1,242.50 |
1,158.50 |
|
R3 |
1,212.50 |
1,196.00 |
1,145.75 |
|
R2 |
1,166.00 |
1,166.00 |
1,141.50 |
|
R1 |
1,149.50 |
1,149.50 |
1,137.25 |
1,157.75 |
PP |
1,119.50 |
1,119.50 |
1,119.50 |
1,123.50 |
S1 |
1,103.00 |
1,103.00 |
1,128.75 |
1,111.25 |
S2 |
1,073.00 |
1,073.00 |
1,124.50 |
|
S3 |
1,026.50 |
1,056.50 |
1,120.25 |
|
S4 |
980.00 |
1,010.00 |
1,107.50 |
|
|
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 |
1,089.50 |
110.00 |
9.7% |
60.50 |
5.3% |
40% |
False |
True |
306,204 |
10 |
1,199.50 |
1,017.75 |
181.75 |
16.0% |
70.50 |
6.2% |
63% |
False |
False |
389,819 |
20 |
1,389.00 |
1,017.75 |
371.25 |
32.8% |
73.00 |
6.4% |
31% |
False |
False |
381,584 |
40 |
1,499.00 |
1,017.75 |
481.25 |
42.5% |
89.25 |
7.9% |
24% |
False |
False |
466,898 |
60 |
1,821.75 |
1,017.75 |
804.00 |
71.0% |
85.75 |
7.6% |
14% |
False |
False |
453,337 |
80 |
1,985.25 |
1,017.75 |
967.50 |
85.4% |
74.25 |
6.6% |
12% |
False |
False |
340,155 |
100 |
1,985.25 |
1,017.75 |
967.50 |
85.4% |
68.75 |
6.1% |
12% |
False |
False |
272,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,333.50 |
2.618 |
1,257.75 |
1.618 |
1,211.25 |
1.000 |
1,182.50 |
0.618 |
1,164.75 |
HIGH |
1,136.00 |
0.618 |
1,118.25 |
0.500 |
1,112.75 |
0.382 |
1,107.25 |
LOW |
1,089.50 |
0.618 |
1,060.75 |
1.000 |
1,043.00 |
1.618 |
1,014.25 |
2.618 |
967.75 |
4.250 |
892.00 |
|
|
Fisher Pivots for day following 02-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,126.25 |
1,144.50 |
PP |
1,119.50 |
1,140.75 |
S1 |
1,112.75 |
1,136.75 |
|