Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,580 |
8,407 |
-173 |
-2.0% |
8,821 |
High |
8,634 |
8,684 |
50 |
0.6% |
8,833 |
Low |
8,255 |
8,116 |
-139 |
-1.7% |
8,116 |
Close |
8,402 |
8,612 |
210 |
2.5% |
8,612 |
Range |
379 |
568 |
189 |
49.9% |
717 |
ATR |
500 |
505 |
5 |
1.0% |
0 |
Volume |
321,787 |
303,500 |
-18,287 |
-5.7% |
1,190,228 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,175 |
9,961 |
8,925 |
|
R3 |
9,607 |
9,393 |
8,768 |
|
R2 |
9,039 |
9,039 |
8,716 |
|
R1 |
8,825 |
8,825 |
8,664 |
8,932 |
PP |
8,471 |
8,471 |
8,471 |
8,524 |
S1 |
8,257 |
8,257 |
8,560 |
8,364 |
S2 |
7,903 |
7,903 |
8,508 |
|
S3 |
7,335 |
7,689 |
8,456 |
|
S4 |
6,767 |
7,121 |
8,300 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,671 |
10,359 |
9,006 |
|
R3 |
9,954 |
9,642 |
8,809 |
|
R2 |
9,237 |
9,237 |
8,744 |
|
R1 |
8,925 |
8,925 |
8,678 |
8,723 |
PP |
8,520 |
8,520 |
8,520 |
8,419 |
S1 |
8,208 |
8,208 |
8,546 |
8,006 |
S2 |
7,803 |
7,803 |
8,481 |
|
S3 |
7,086 |
7,491 |
8,415 |
|
S4 |
6,369 |
6,774 |
8,218 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,833 |
8,116 |
717 |
8.3% |
473 |
5.5% |
69% |
False |
True |
238,045 |
10 |
8,833 |
7,436 |
1,397 |
16.2% |
470 |
5.5% |
84% |
False |
False |
289,565 |
20 |
9,210 |
7,436 |
1,774 |
20.6% |
497 |
5.8% |
66% |
False |
False |
285,123 |
40 |
9,898 |
7,436 |
2,462 |
28.6% |
577 |
6.7% |
48% |
False |
False |
293,918 |
60 |
11,611 |
7,436 |
4,175 |
48.5% |
551 |
6.4% |
28% |
False |
False |
291,759 |
80 |
11,788 |
7,436 |
4,352 |
50.5% |
471 |
5.5% |
27% |
False |
False |
219,211 |
100 |
11,848 |
7,436 |
4,412 |
51.2% |
423 |
4.9% |
27% |
False |
False |
175,450 |
120 |
12,330 |
7,436 |
4,894 |
56.8% |
389 |
4.5% |
24% |
False |
False |
146,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,098 |
2.618 |
10,171 |
1.618 |
9,603 |
1.000 |
9,252 |
0.618 |
9,035 |
HIGH |
8,684 |
0.618 |
8,467 |
0.500 |
8,400 |
0.382 |
8,333 |
LOW |
8,116 |
0.618 |
7,765 |
1.000 |
7,548 |
1.618 |
7,197 |
2.618 |
6,629 |
4.250 |
5,702 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,541 |
8,541 |
PP |
8,471 |
8,471 |
S1 |
8,400 |
8,400 |
|