Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,610.0 |
3,674.0 |
64.0 |
1.8% |
3,740.0 |
High |
3,675.0 |
3,683.0 |
8.0 |
0.2% |
3,748.0 |
Low |
3,553.0 |
3,552.0 |
-1.0 |
0.0% |
3,472.0 |
Close |
3,621.0 |
3,586.0 |
-35.0 |
-1.0% |
3,522.0 |
Range |
122.0 |
131.0 |
9.0 |
7.4% |
276.0 |
ATR |
152.3 |
150.8 |
-1.5 |
-1.0% |
0.0 |
Volume |
29,341 |
26,717 |
-2,624 |
-8.9% |
142,471 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,000.0 |
3,924.0 |
3,658.1 |
|
R3 |
3,869.0 |
3,793.0 |
3,622.0 |
|
R2 |
3,738.0 |
3,738.0 |
3,610.0 |
|
R1 |
3,662.0 |
3,662.0 |
3,598.0 |
3,634.5 |
PP |
3,607.0 |
3,607.0 |
3,607.0 |
3,593.3 |
S1 |
3,531.0 |
3,531.0 |
3,574.0 |
3,503.5 |
S2 |
3,476.0 |
3,476.0 |
3,562.0 |
|
S3 |
3,345.0 |
3,400.0 |
3,550.0 |
|
S4 |
3,214.0 |
3,269.0 |
3,514.0 |
|
|
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 |
6.2% |
122.0 |
3.4% |
51% |
False |
False |
30,434 |
10 |
3,763.0 |
3,472.0 |
291.0 |
8.1% |
122.7 |
3.4% |
39% |
False |
False |
29,985 |
20 |
3,930.0 |
3,234.0 |
696.0 |
19.4% |
131.0 |
3.7% |
51% |
False |
False |
32,872 |
40 |
4,381.0 |
3,234.0 |
1,147.0 |
32.0% |
131.2 |
3.7% |
31% |
False |
False |
33,559 |
60 |
5,097.0 |
3,234.0 |
1,863.0 |
52.0% |
135.1 |
3.8% |
19% |
False |
False |
35,576 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
55.5% |
120.3 |
3.4% |
18% |
False |
False |
30,216 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
55.5% |
103.6 |
2.9% |
18% |
False |
False |
24,192 |
120 |
5,362.0 |
3,234.0 |
2,128.0 |
59.3% |
94.8 |
2.6% |
17% |
False |
False |
20,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,239.8 |
2.618 |
4,026.0 |
1.618 |
3,895.0 |
1.000 |
3,814.0 |
0.618 |
3,764.0 |
HIGH |
3,683.0 |
0.618 |
3,633.0 |
0.500 |
3,617.5 |
0.382 |
3,602.0 |
LOW |
3,552.0 |
0.618 |
3,471.0 |
1.000 |
3,421.0 |
1.618 |
3,340.0 |
2.618 |
3,209.0 |
4.250 |
2,995.3 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,617.5 |
3,623.0 |
PP |
3,607.0 |
3,610.7 |
S1 |
3,596.5 |
3,598.3 |
|