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 |
1,132.25 |
1,157.75 |
25.50 |
2.3% |
1,098.25 |
High |
1,166.50 |
1,169.00 |
2.50 |
0.2% |
1,199.50 |
Low |
1,096.00 |
1,109.00 |
13.00 |
1.2% |
1,072.25 |
Close |
1,156.00 |
1,135.00 |
-21.00 |
-1.8% |
1,186.00 |
Range |
70.50 |
60.00 |
-10.50 |
-14.9% |
127.25 |
ATR |
75.74 |
74.62 |
-1.12 |
-1.5% |
0.00 |
Volume |
376,422 |
422,325 |
45,903 |
12.2% |
1,619,993 |
|
Daily Pivots for day following 04-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.75 |
1,286.25 |
1,168.00 |
|
R3 |
1,257.75 |
1,226.25 |
1,151.50 |
|
R2 |
1,197.75 |
1,197.75 |
1,146.00 |
|
R1 |
1,166.25 |
1,166.25 |
1,140.50 |
1,152.00 |
PP |
1,137.75 |
1,137.75 |
1,137.75 |
1,130.50 |
S1 |
1,106.25 |
1,106.25 |
1,129.50 |
1,092.00 |
S2 |
1,077.75 |
1,077.75 |
1,124.00 |
|
S3 |
1,017.75 |
1,046.25 |
1,118.50 |
|
S4 |
957.75 |
986.25 |
1,102.00 |
|
|
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% |
60.75 |
5.3% |
41% |
False |
False |
305,154 |
10 |
1,199.50 |
1,017.75 |
181.75 |
16.0% |
68.25 |
6.0% |
65% |
False |
False |
389,521 |
20 |
1,321.25 |
1,017.75 |
303.50 |
26.7% |
72.50 |
6.4% |
39% |
False |
False |
394,632 |
40 |
1,499.00 |
1,017.75 |
481.25 |
42.4% |
87.00 |
7.7% |
24% |
False |
False |
455,575 |
60 |
1,801.50 |
1,017.75 |
783.75 |
69.1% |
86.25 |
7.6% |
15% |
False |
False |
466,516 |
80 |
1,985.25 |
1,017.75 |
967.50 |
85.2% |
74.75 |
6.6% |
12% |
False |
False |
350,132 |
100 |
1,985.25 |
1,017.75 |
967.50 |
85.2% |
68.75 |
6.1% |
12% |
False |
False |
280,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,424.00 |
2.618 |
1,326.00 |
1.618 |
1,266.00 |
1.000 |
1,229.00 |
0.618 |
1,206.00 |
HIGH |
1,169.00 |
0.618 |
1,146.00 |
0.500 |
1,139.00 |
0.382 |
1,132.00 |
LOW |
1,109.00 |
0.618 |
1,072.00 |
1.000 |
1,049.00 |
1.618 |
1,012.00 |
2.618 |
952.00 |
4.250 |
854.00 |
|
|
Fisher Pivots for day following 04-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,139.00 |
1,133.00 |
PP |
1,137.75 |
1,131.25 |
S1 |
1,136.25 |
1,129.25 |
|