Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,655.0 |
3,492.0 |
-163.0 |
-4.5% |
3,740.0 |
High |
3,655.0 |
3,571.0 |
-84.0 |
-2.3% |
3,748.0 |
Low |
3,519.0 |
3,472.0 |
-47.0 |
-1.3% |
3,472.0 |
Close |
3,540.0 |
3,522.0 |
-18.0 |
-0.5% |
3,522.0 |
Range |
136.0 |
99.0 |
-37.0 |
-27.2% |
276.0 |
ATR |
161.0 |
156.6 |
-4.4 |
-2.8% |
0.0 |
Volume |
25,362 |
25,587 |
225 |
0.9% |
142,471 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,818.7 |
3,769.3 |
3,576.5 |
|
R3 |
3,719.7 |
3,670.3 |
3,549.2 |
|
R2 |
3,620.7 |
3,620.7 |
3,540.2 |
|
R1 |
3,571.3 |
3,571.3 |
3,531.1 |
3,596.0 |
PP |
3,521.7 |
3,521.7 |
3,521.7 |
3,534.0 |
S1 |
3,472.3 |
3,472.3 |
3,512.9 |
3,497.0 |
S2 |
3,422.7 |
3,422.7 |
3,503.9 |
|
S3 |
3,323.7 |
3,373.3 |
3,494.8 |
|
S4 |
3,224.7 |
3,274.3 |
3,467.6 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,408.7 |
4,241.3 |
3,673.8 |
|
R3 |
4,132.7 |
3,965.3 |
3,597.9 |
|
R2 |
3,856.7 |
3,856.7 |
3,572.6 |
|
R1 |
3,689.3 |
3,689.3 |
3,547.3 |
3,635.0 |
PP |
3,580.7 |
3,580.7 |
3,580.7 |
3,553.5 |
S1 |
3,413.3 |
3,413.3 |
3,496.7 |
3,359.0 |
S2 |
3,304.7 |
3,304.7 |
3,471.4 |
|
S3 |
3,028.7 |
3,137.3 |
3,446.1 |
|
S4 |
2,752.7 |
2,861.3 |
3,370.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,748.0 |
3,472.0 |
276.0 |
7.8% |
116.0 |
3.3% |
18% |
False |
True |
28,494 |
10 |
3,763.0 |
3,373.0 |
390.0 |
11.1% |
117.4 |
3.3% |
38% |
False |
False |
30,180 |
20 |
4,207.0 |
3,234.0 |
973.0 |
27.6% |
125.4 |
3.6% |
30% |
False |
False |
32,918 |
40 |
4,500.0 |
3,234.0 |
1,266.0 |
35.9% |
131.3 |
3.7% |
23% |
False |
False |
35,029 |
60 |
5,097.0 |
3,234.0 |
1,863.0 |
52.9% |
134.0 |
3.8% |
15% |
False |
False |
37,930 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
56.6% |
115.4 |
3.3% |
14% |
False |
False |
28,639 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
56.6% |
100.0 |
2.8% |
14% |
False |
False |
22,928 |
120 |
5,370.0 |
3,234.0 |
2,136.0 |
60.6% |
90.7 |
2.6% |
13% |
False |
False |
19,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,991.8 |
2.618 |
3,830.2 |
1.618 |
3,731.2 |
1.000 |
3,670.0 |
0.618 |
3,632.2 |
HIGH |
3,571.0 |
0.618 |
3,533.2 |
0.500 |
3,521.5 |
0.382 |
3,509.8 |
LOW |
3,472.0 |
0.618 |
3,410.8 |
1.000 |
3,373.0 |
1.618 |
3,311.8 |
2.618 |
3,212.8 |
4.250 |
3,051.3 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,521.8 |
3,563.5 |
PP |
3,521.7 |
3,549.7 |
S1 |
3,521.5 |
3,535.8 |
|