Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,407 |
8,607 |
200 |
2.4% |
8,821 |
High |
8,684 |
9,025 |
341 |
3.9% |
8,833 |
Low |
8,116 |
8,571 |
455 |
5.6% |
8,116 |
Close |
8,612 |
8,875 |
263 |
3.1% |
8,612 |
Range |
568 |
454 |
-114 |
-20.1% |
717 |
ATR |
505 |
501 |
-4 |
-0.7% |
0 |
Volume |
303,500 |
326,260 |
22,760 |
7.5% |
1,190,228 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,186 |
9,984 |
9,125 |
|
R3 |
9,732 |
9,530 |
9,000 |
|
R2 |
9,278 |
9,278 |
8,958 |
|
R1 |
9,076 |
9,076 |
8,917 |
9,177 |
PP |
8,824 |
8,824 |
8,824 |
8,874 |
S1 |
8,622 |
8,622 |
8,834 |
8,723 |
S2 |
8,370 |
8,370 |
8,792 |
|
S3 |
7,916 |
8,168 |
8,750 |
|
S4 |
7,462 |
7,714 |
8,625 |
|
|
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 |
9,025 |
8,116 |
909 |
10.2% |
422 |
4.8% |
83% |
True |
False |
289,557 |
10 |
9,025 |
7,906 |
1,119 |
12.6% |
452 |
5.1% |
87% |
True |
False |
278,009 |
20 |
9,210 |
7,436 |
1,774 |
20.0% |
503 |
5.7% |
81% |
False |
False |
287,856 |
40 |
9,898 |
7,436 |
2,462 |
27.7% |
562 |
6.3% |
58% |
False |
False |
293,525 |
60 |
11,611 |
7,436 |
4,175 |
47.0% |
555 |
6.3% |
34% |
False |
False |
294,379 |
80 |
11,788 |
7,436 |
4,352 |
49.0% |
474 |
5.3% |
33% |
False |
False |
223,286 |
100 |
11,848 |
7,436 |
4,412 |
49.7% |
423 |
4.8% |
33% |
False |
False |
178,710 |
120 |
12,205 |
7,436 |
4,769 |
53.7% |
391 |
4.4% |
30% |
False |
False |
148,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,955 |
2.618 |
10,214 |
1.618 |
9,760 |
1.000 |
9,479 |
0.618 |
9,306 |
HIGH |
9,025 |
0.618 |
8,852 |
0.500 |
8,798 |
0.382 |
8,745 |
LOW |
8,571 |
0.618 |
8,291 |
1.000 |
8,117 |
1.618 |
7,837 |
2.618 |
7,383 |
4.250 |
6,642 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,849 |
8,774 |
PP |
8,824 |
8,672 |
S1 |
8,798 |
8,571 |
|