Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,719 |
8,730 |
11 |
0.1% |
8,821 |
High |
8,881 |
8,811 |
-70 |
-0.8% |
8,833 |
Low |
8,640 |
8,511 |
-129 |
-1.5% |
8,116 |
Close |
8,715 |
8,597 |
-118 |
-1.4% |
8,612 |
Range |
241 |
300 |
59 |
24.5% |
717 |
ATR |
469 |
457 |
-12 |
-2.6% |
0 |
Volume |
279,022 |
255,284 |
-23,738 |
-8.5% |
1,190,228 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,540 |
9,368 |
8,762 |
|
R3 |
9,240 |
9,068 |
8,680 |
|
R2 |
8,940 |
8,940 |
8,652 |
|
R1 |
8,768 |
8,768 |
8,625 |
8,704 |
PP |
8,640 |
8,640 |
8,640 |
8,608 |
S1 |
8,468 |
8,468 |
8,570 |
8,404 |
S2 |
8,340 |
8,340 |
8,542 |
|
S3 |
8,040 |
8,168 |
8,515 |
|
S4 |
7,740 |
7,868 |
8,432 |
|
|
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 |
10.6% |
371 |
4.3% |
53% |
False |
False |
287,616 |
10 |
9,025 |
8,116 |
909 |
10.6% |
388 |
4.5% |
53% |
False |
False |
255,986 |
20 |
9,025 |
7,436 |
1,589 |
18.5% |
474 |
5.5% |
73% |
False |
False |
294,832 |
40 |
9,635 |
7,436 |
2,199 |
25.6% |
513 |
6.0% |
53% |
False |
False |
284,980 |
60 |
11,611 |
7,436 |
4,175 |
48.6% |
548 |
6.4% |
28% |
False |
False |
291,066 |
80 |
11,788 |
7,436 |
4,352 |
50.6% |
476 |
5.5% |
27% |
False |
False |
233,372 |
100 |
11,848 |
7,436 |
4,412 |
51.3% |
426 |
5.0% |
26% |
False |
False |
186,784 |
120 |
11,925 |
7,436 |
4,489 |
52.2% |
394 |
4.6% |
26% |
False |
False |
155,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,086 |
2.618 |
9,597 |
1.618 |
9,297 |
1.000 |
9,111 |
0.618 |
8,997 |
HIGH |
8,811 |
0.618 |
8,697 |
0.500 |
8,661 |
0.382 |
8,626 |
LOW |
8,511 |
0.618 |
8,326 |
1.000 |
8,211 |
1.618 |
8,026 |
2.618 |
7,726 |
4.250 |
7,236 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,661 |
8,723 |
PP |
8,640 |
8,681 |
S1 |
8,618 |
8,639 |
|