Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,607 |
8,887 |
280 |
3.3% |
8,821 |
High |
9,025 |
8,935 |
-90 |
-1.0% |
8,833 |
Low |
8,571 |
8,644 |
73 |
0.9% |
8,116 |
Close |
8,875 |
8,720 |
-155 |
-1.7% |
8,612 |
Range |
454 |
291 |
-163 |
-35.9% |
717 |
ATR |
501 |
486 |
-15 |
-3.0% |
0 |
Volume |
326,260 |
274,017 |
-52,243 |
-16.0% |
1,190,228 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,639 |
9,471 |
8,880 |
|
R3 |
9,348 |
9,180 |
8,800 |
|
R2 |
9,057 |
9,057 |
8,773 |
|
R1 |
8,889 |
8,889 |
8,747 |
8,828 |
PP |
8,766 |
8,766 |
8,766 |
8,736 |
S1 |
8,598 |
8,598 |
8,693 |
8,537 |
S2 |
8,475 |
8,475 |
8,667 |
|
S3 |
8,184 |
8,307 |
8,640 |
|
S4 |
7,893 |
8,016 |
8,560 |
|
|
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 |
10.4% |
418 |
4.8% |
66% |
False |
False |
299,302 |
10 |
9,025 |
8,116 |
909 |
10.4% |
413 |
4.7% |
66% |
False |
False |
264,871 |
20 |
9,025 |
7,436 |
1,589 |
18.2% |
494 |
5.7% |
81% |
False |
False |
290,118 |
40 |
9,898 |
7,436 |
2,462 |
28.2% |
544 |
6.2% |
52% |
False |
False |
287,698 |
60 |
11,611 |
7,436 |
4,175 |
47.9% |
554 |
6.4% |
31% |
False |
False |
295,070 |
80 |
11,788 |
7,436 |
4,352 |
49.9% |
474 |
5.4% |
30% |
False |
False |
226,702 |
100 |
11,848 |
7,436 |
4,412 |
50.6% |
424 |
4.9% |
29% |
False |
False |
181,447 |
120 |
12,090 |
7,436 |
4,654 |
53.4% |
392 |
4.5% |
28% |
False |
False |
151,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,172 |
2.618 |
9,697 |
1.618 |
9,406 |
1.000 |
9,226 |
0.618 |
9,115 |
HIGH |
8,935 |
0.618 |
8,824 |
0.500 |
8,790 |
0.382 |
8,755 |
LOW |
8,644 |
0.618 |
8,464 |
1.000 |
8,353 |
1.618 |
8,173 |
2.618 |
7,882 |
4.250 |
7,407 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,790 |
8,670 |
PP |
8,766 |
8,620 |
S1 |
8,743 |
8,571 |
|