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 |
1,091.25 |
1,132.25 |
41.00 |
3.8% |
1,098.25 |
High |
1,136.00 |
1,166.50 |
30.50 |
2.7% |
1,199.50 |
Low |
1,089.50 |
1,096.00 |
6.50 |
0.6% |
1,072.25 |
Close |
1,133.00 |
1,156.00 |
23.00 |
2.0% |
1,186.00 |
Range |
46.50 |
70.50 |
24.00 |
51.6% |
127.25 |
ATR |
76.15 |
75.74 |
-0.40 |
-0.5% |
0.00 |
Volume |
335,423 |
376,422 |
40,999 |
12.2% |
1,619,993 |
|
Daily Pivots for day following 03-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,351.00 |
1,324.00 |
1,194.75 |
|
R3 |
1,280.50 |
1,253.50 |
1,175.50 |
|
R2 |
1,210.00 |
1,210.00 |
1,169.00 |
|
R1 |
1,183.00 |
1,183.00 |
1,162.50 |
1,196.50 |
PP |
1,139.50 |
1,139.50 |
1,139.50 |
1,146.25 |
S1 |
1,112.50 |
1,112.50 |
1,149.50 |
1,126.00 |
S2 |
1,069.00 |
1,069.00 |
1,143.00 |
|
S3 |
998.50 |
1,042.00 |
1,136.50 |
|
S4 |
928.00 |
971.50 |
1,117.25 |
|
|
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 |
9.5% |
63.25 |
5.5% |
60% |
False |
False |
298,438 |
10 |
1,199.50 |
1,017.75 |
181.75 |
15.7% |
71.25 |
6.2% |
76% |
False |
False |
391,000 |
20 |
1,389.00 |
1,017.75 |
371.25 |
32.1% |
74.00 |
6.4% |
37% |
False |
False |
389,672 |
40 |
1,499.00 |
1,017.75 |
481.25 |
41.6% |
88.50 |
7.6% |
29% |
False |
False |
459,675 |
60 |
1,801.50 |
1,017.75 |
783.75 |
67.8% |
85.75 |
7.4% |
18% |
False |
False |
459,583 |
80 |
1,985.25 |
1,017.75 |
967.50 |
83.7% |
74.50 |
6.5% |
14% |
False |
False |
344,856 |
100 |
1,985.25 |
1,017.75 |
967.50 |
83.7% |
68.75 |
5.9% |
14% |
False |
False |
275,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,466.00 |
2.618 |
1,351.00 |
1.618 |
1,280.50 |
1.000 |
1,237.00 |
0.618 |
1,210.00 |
HIGH |
1,166.50 |
0.618 |
1,139.50 |
0.500 |
1,131.25 |
0.382 |
1,123.00 |
LOW |
1,096.00 |
0.618 |
1,052.50 |
1.000 |
1,025.50 |
1.618 |
982.00 |
2.618 |
911.50 |
4.250 |
796.50 |
|
|
Fisher Pivots for day following 03-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,147.75 |
1,150.25 |
PP |
1,139.50 |
1,144.50 |
S1 |
1,131.25 |
1,139.00 |
|