Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,565.0 |
3,694.0 |
129.0 |
3.6% |
3,740.0 |
High |
3,666.0 |
3,694.0 |
28.0 |
0.8% |
3,748.0 |
Low |
3,549.0 |
3,553.0 |
4.0 |
0.1% |
3,472.0 |
Close |
3,642.0 |
3,614.0 |
-28.0 |
-0.8% |
3,522.0 |
Range |
117.0 |
141.0 |
24.0 |
20.5% |
276.0 |
ATR |
155.7 |
154.6 |
-1.0 |
-0.7% |
0.0 |
Volume |
34,055 |
36,471 |
2,416 |
7.1% |
142,471 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,043.3 |
3,969.7 |
3,691.6 |
|
R3 |
3,902.3 |
3,828.7 |
3,652.8 |
|
R2 |
3,761.3 |
3,761.3 |
3,639.9 |
|
R1 |
3,687.7 |
3,687.7 |
3,626.9 |
3,654.0 |
PP |
3,620.3 |
3,620.3 |
3,620.3 |
3,603.5 |
S1 |
3,546.7 |
3,546.7 |
3,601.1 |
3,513.0 |
S2 |
3,479.3 |
3,479.3 |
3,588.2 |
|
S3 |
3,338.3 |
3,405.7 |
3,575.2 |
|
S4 |
3,197.3 |
3,264.7 |
3,536.5 |
|
|
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 |
3,694.0 |
3,472.0 |
222.0 |
6.1% |
126.0 |
3.5% |
64% |
True |
False |
30,735 |
10 |
3,763.0 |
3,472.0 |
291.0 |
8.1% |
122.6 |
3.4% |
49% |
False |
False |
29,934 |
20 |
3,994.0 |
3,234.0 |
760.0 |
21.0% |
127.2 |
3.5% |
50% |
False |
False |
32,979 |
40 |
4,390.0 |
3,234.0 |
1,156.0 |
32.0% |
130.0 |
3.6% |
33% |
False |
False |
34,436 |
60 |
5,097.0 |
3,234.0 |
1,863.0 |
51.5% |
135.0 |
3.7% |
20% |
False |
False |
36,221 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
55.1% |
117.4 |
3.2% |
19% |
False |
False |
29,520 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
55.1% |
101.3 |
2.8% |
19% |
False |
False |
23,632 |
120 |
5,370.0 |
3,234.0 |
2,136.0 |
59.1% |
92.7 |
2.6% |
18% |
False |
False |
19,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,293.3 |
2.618 |
4,063.1 |
1.618 |
3,922.1 |
1.000 |
3,835.0 |
0.618 |
3,781.1 |
HIGH |
3,694.0 |
0.618 |
3,640.1 |
0.500 |
3,623.5 |
0.382 |
3,606.9 |
LOW |
3,553.0 |
0.618 |
3,465.9 |
1.000 |
3,412.0 |
1.618 |
3,324.9 |
2.618 |
3,183.9 |
4.250 |
2,953.8 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,623.5 |
3,603.7 |
PP |
3,620.3 |
3,593.3 |
S1 |
3,617.2 |
3,583.0 |
|