Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,730 |
8,588 |
-142 |
-1.6% |
8,607 |
High |
8,811 |
8,704 |
-107 |
-1.2% |
9,025 |
Low |
8,511 |
8,232 |
-279 |
-3.3% |
8,232 |
Close |
8,597 |
8,689 |
92 |
1.1% |
8,689 |
Range |
300 |
472 |
172 |
57.3% |
793 |
ATR |
457 |
458 |
1 |
0.2% |
0 |
Volume |
255,284 |
115,498 |
-139,786 |
-54.8% |
1,250,081 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,958 |
9,795 |
8,949 |
|
R3 |
9,486 |
9,323 |
8,819 |
|
R2 |
9,014 |
9,014 |
8,776 |
|
R1 |
8,851 |
8,851 |
8,732 |
8,933 |
PP |
8,542 |
8,542 |
8,542 |
8,582 |
S1 |
8,379 |
8,379 |
8,646 |
8,461 |
S2 |
8,070 |
8,070 |
8,603 |
|
S3 |
7,598 |
7,907 |
8,559 |
|
S4 |
7,126 |
7,435 |
8,430 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,028 |
10,651 |
9,125 |
|
R3 |
10,235 |
9,858 |
8,907 |
|
R2 |
9,442 |
9,442 |
8,835 |
|
R1 |
9,065 |
9,065 |
8,762 |
9,254 |
PP |
8,649 |
8,649 |
8,649 |
8,743 |
S1 |
8,272 |
8,272 |
8,616 |
8,461 |
S2 |
7,856 |
7,856 |
8,544 |
|
S3 |
7,063 |
7,479 |
8,471 |
|
S4 |
6,270 |
6,686 |
8,253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,025 |
8,232 |
793 |
9.1% |
352 |
4.0% |
58% |
False |
True |
250,016 |
10 |
9,025 |
8,116 |
909 |
10.5% |
412 |
4.7% |
63% |
False |
False |
244,030 |
20 |
9,025 |
7,436 |
1,589 |
18.3% |
451 |
5.2% |
79% |
False |
False |
289,308 |
40 |
9,635 |
7,436 |
2,199 |
25.3% |
505 |
5.8% |
57% |
False |
False |
280,214 |
60 |
11,611 |
7,436 |
4,175 |
48.0% |
546 |
6.3% |
30% |
False |
False |
286,485 |
80 |
11,788 |
7,436 |
4,352 |
50.1% |
479 |
5.5% |
29% |
False |
False |
234,812 |
100 |
11,848 |
7,436 |
4,412 |
50.8% |
428 |
4.9% |
28% |
False |
False |
187,934 |
120 |
11,921 |
7,436 |
4,485 |
51.6% |
397 |
4.6% |
28% |
False |
False |
156,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,710 |
2.618 |
9,940 |
1.618 |
9,468 |
1.000 |
9,176 |
0.618 |
8,996 |
HIGH |
8,704 |
0.618 |
8,524 |
0.500 |
8,468 |
0.382 |
8,412 |
LOW |
8,232 |
0.618 |
7,940 |
1.000 |
7,760 |
1.618 |
7,468 |
2.618 |
6,996 |
4.250 |
6,226 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,615 |
8,645 |
PP |
8,542 |
8,601 |
S1 |
8,468 |
8,557 |
|