Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,492.0 |
3,565.0 |
73.0 |
2.1% |
3,740.0 |
High |
3,571.0 |
3,666.0 |
95.0 |
2.7% |
3,748.0 |
Low |
3,472.0 |
3,549.0 |
77.0 |
2.2% |
3,472.0 |
Close |
3,522.0 |
3,642.0 |
120.0 |
3.4% |
3,522.0 |
Range |
99.0 |
117.0 |
18.0 |
18.2% |
276.0 |
ATR |
156.6 |
155.7 |
-0.9 |
-0.6% |
0.0 |
Volume |
25,587 |
34,055 |
8,468 |
33.1% |
142,471 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,970.0 |
3,923.0 |
3,706.4 |
|
R3 |
3,853.0 |
3,806.0 |
3,674.2 |
|
R2 |
3,736.0 |
3,736.0 |
3,663.5 |
|
R1 |
3,689.0 |
3,689.0 |
3,652.7 |
3,712.5 |
PP |
3,619.0 |
3,619.0 |
3,619.0 |
3,630.8 |
S1 |
3,572.0 |
3,572.0 |
3,631.3 |
3,595.5 |
S2 |
3,502.0 |
3,502.0 |
3,620.6 |
|
S3 |
3,385.0 |
3,455.0 |
3,609.8 |
|
S4 |
3,268.0 |
3,338.0 |
3,577.7 |
|
|
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 |
3,666.0 |
3,472.0 |
194.0 |
5.3% |
120.6 |
3.3% |
88% |
True |
False |
30,574 |
10 |
3,763.0 |
3,472.0 |
291.0 |
8.0% |
118.5 |
3.3% |
58% |
False |
False |
30,104 |
20 |
4,050.0 |
3,234.0 |
816.0 |
22.4% |
125.5 |
3.4% |
50% |
False |
False |
32,669 |
40 |
4,500.0 |
3,234.0 |
1,266.0 |
34.8% |
130.7 |
3.6% |
32% |
False |
False |
34,656 |
60 |
5,097.0 |
3,234.0 |
1,863.0 |
51.2% |
134.2 |
3.7% |
22% |
False |
False |
37,336 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
54.7% |
116.1 |
3.2% |
20% |
False |
False |
29,064 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
54.7% |
100.6 |
2.8% |
20% |
False |
False |
23,268 |
120 |
5,370.0 |
3,234.0 |
2,136.0 |
58.6% |
91.5 |
2.5% |
19% |
False |
False |
19,413 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,163.3 |
2.618 |
3,972.3 |
1.618 |
3,855.3 |
1.000 |
3,783.0 |
0.618 |
3,738.3 |
HIGH |
3,666.0 |
0.618 |
3,621.3 |
0.500 |
3,607.5 |
0.382 |
3,593.7 |
LOW |
3,549.0 |
0.618 |
3,476.7 |
1.000 |
3,432.0 |
1.618 |
3,359.7 |
2.618 |
3,242.7 |
4.250 |
3,051.8 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,630.5 |
3,617.7 |
PP |
3,619.0 |
3,593.3 |
S1 |
3,607.5 |
3,569.0 |
|