Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,694.0 |
3,610.0 |
-84.0 |
-2.3% |
3,740.0 |
High |
3,694.0 |
3,675.0 |
-19.0 |
-0.5% |
3,748.0 |
Low |
3,553.0 |
3,553.0 |
0.0 |
0.0% |
3,472.0 |
Close |
3,614.0 |
3,621.0 |
7.0 |
0.2% |
3,522.0 |
Range |
141.0 |
122.0 |
-19.0 |
-13.5% |
276.0 |
ATR |
154.6 |
152.3 |
-2.3 |
-1.5% |
0.0 |
Volume |
36,471 |
29,341 |
-7,130 |
-19.5% |
142,471 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,982.3 |
3,923.7 |
3,688.1 |
|
R3 |
3,860.3 |
3,801.7 |
3,654.6 |
|
R2 |
3,738.3 |
3,738.3 |
3,643.4 |
|
R1 |
3,679.7 |
3,679.7 |
3,632.2 |
3,709.0 |
PP |
3,616.3 |
3,616.3 |
3,616.3 |
3,631.0 |
S1 |
3,557.7 |
3,557.7 |
3,609.8 |
3,587.0 |
S2 |
3,494.3 |
3,494.3 |
3,598.6 |
|
S3 |
3,372.3 |
3,435.7 |
3,587.5 |
|
S4 |
3,250.3 |
3,313.7 |
3,553.9 |
|
|
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% |
123.0 |
3.4% |
67% |
False |
False |
30,163 |
10 |
3,763.0 |
3,472.0 |
291.0 |
8.0% |
121.9 |
3.4% |
51% |
False |
False |
30,056 |
20 |
3,930.0 |
3,234.0 |
696.0 |
19.2% |
128.5 |
3.5% |
56% |
False |
False |
33,197 |
40 |
4,381.0 |
3,234.0 |
1,147.0 |
31.7% |
130.6 |
3.6% |
34% |
False |
False |
34,112 |
60 |
5,097.0 |
3,234.0 |
1,863.0 |
51.4% |
134.7 |
3.7% |
21% |
False |
False |
35,815 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
55.0% |
118.7 |
3.3% |
19% |
False |
False |
29,886 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
55.0% |
102.6 |
2.8% |
19% |
False |
False |
23,925 |
120 |
5,370.0 |
3,234.0 |
2,136.0 |
59.0% |
93.7 |
2.6% |
18% |
False |
False |
19,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,193.5 |
2.618 |
3,994.4 |
1.618 |
3,872.4 |
1.000 |
3,797.0 |
0.618 |
3,750.4 |
HIGH |
3,675.0 |
0.618 |
3,628.4 |
0.500 |
3,614.0 |
0.382 |
3,599.6 |
LOW |
3,553.0 |
0.618 |
3,477.6 |
1.000 |
3,431.0 |
1.618 |
3,355.6 |
2.618 |
3,233.6 |
4.250 |
3,034.5 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,618.7 |
3,621.5 |
PP |
3,616.3 |
3,621.3 |
S1 |
3,614.0 |
3,621.2 |
|