Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,887 |
8,719 |
-168 |
-1.9% |
8,821 |
High |
8,935 |
8,881 |
-54 |
-0.6% |
8,833 |
Low |
8,644 |
8,640 |
-4 |
0.0% |
8,116 |
Close |
8,720 |
8,715 |
-5 |
-0.1% |
8,612 |
Range |
291 |
241 |
-50 |
-17.2% |
717 |
ATR |
486 |
469 |
-18 |
-3.6% |
0 |
Volume |
274,017 |
279,022 |
5,005 |
1.8% |
1,190,228 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,468 |
9,333 |
8,848 |
|
R3 |
9,227 |
9,092 |
8,781 |
|
R2 |
8,986 |
8,986 |
8,759 |
|
R1 |
8,851 |
8,851 |
8,737 |
8,798 |
PP |
8,745 |
8,745 |
8,745 |
8,719 |
S1 |
8,610 |
8,610 |
8,693 |
8,557 |
S2 |
8,504 |
8,504 |
8,671 |
|
S3 |
8,263 |
8,369 |
8,649 |
|
S4 |
8,022 |
8,128 |
8,583 |
|
|
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% |
387 |
4.4% |
66% |
False |
False |
300,917 |
10 |
9,025 |
8,116 |
909 |
10.4% |
404 |
4.6% |
66% |
False |
False |
261,991 |
20 |
9,025 |
7,436 |
1,589 |
18.2% |
486 |
5.6% |
80% |
False |
False |
293,997 |
40 |
9,635 |
7,436 |
2,199 |
25.2% |
530 |
6.1% |
58% |
False |
False |
287,787 |
60 |
11,611 |
7,436 |
4,175 |
47.9% |
552 |
6.3% |
31% |
False |
False |
293,725 |
80 |
11,788 |
7,436 |
4,352 |
49.9% |
475 |
5.5% |
29% |
False |
False |
230,185 |
100 |
11,848 |
7,436 |
4,412 |
50.6% |
424 |
4.9% |
29% |
False |
False |
184,233 |
120 |
12,057 |
7,436 |
4,621 |
53.0% |
394 |
4.5% |
28% |
False |
False |
153,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,905 |
2.618 |
9,512 |
1.618 |
9,271 |
1.000 |
9,122 |
0.618 |
9,030 |
HIGH |
8,881 |
0.618 |
8,789 |
0.500 |
8,761 |
0.382 |
8,732 |
LOW |
8,640 |
0.618 |
8,491 |
1.000 |
8,399 |
1.618 |
8,250 |
2.618 |
8,009 |
4.250 |
7,616 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,761 |
8,798 |
PP |
8,745 |
8,770 |
S1 |
8,730 |
8,743 |
|