Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,674.0 |
3,538.0 |
-136.0 |
-3.7% |
3,565.0 |
High |
3,683.0 |
3,582.0 |
-101.0 |
-2.7% |
3,694.0 |
Low |
3,552.0 |
3,476.0 |
-76.0 |
-2.1% |
3,476.0 |
Close |
3,586.0 |
3,536.0 |
-50.0 |
-1.4% |
3,536.0 |
Range |
131.0 |
106.0 |
-25.0 |
-19.1% |
218.0 |
ATR |
150.8 |
147.9 |
-2.9 |
-1.9% |
0.0 |
Volume |
26,717 |
34,196 |
7,479 |
28.0% |
160,780 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,849.3 |
3,798.7 |
3,594.3 |
|
R3 |
3,743.3 |
3,692.7 |
3,565.2 |
|
R2 |
3,637.3 |
3,637.3 |
3,555.4 |
|
R1 |
3,586.7 |
3,586.7 |
3,545.7 |
3,559.0 |
PP |
3,531.3 |
3,531.3 |
3,531.3 |
3,517.5 |
S1 |
3,480.7 |
3,480.7 |
3,526.3 |
3,453.0 |
S2 |
3,425.3 |
3,425.3 |
3,516.6 |
|
S3 |
3,319.3 |
3,374.7 |
3,506.9 |
|
S4 |
3,213.3 |
3,268.7 |
3,477.7 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,222.7 |
4,097.3 |
3,655.9 |
|
R3 |
4,004.7 |
3,879.3 |
3,596.0 |
|
R2 |
3,786.7 |
3,786.7 |
3,576.0 |
|
R1 |
3,661.3 |
3,661.3 |
3,556.0 |
3,615.0 |
PP |
3,568.7 |
3,568.7 |
3,568.7 |
3,545.5 |
S1 |
3,443.3 |
3,443.3 |
3,516.0 |
3,397.0 |
S2 |
3,350.7 |
3,350.7 |
3,496.0 |
|
S3 |
3,132.7 |
3,225.3 |
3,476.1 |
|
S4 |
2,914.7 |
3,007.3 |
3,416.1 |
|
|
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 |
3,476.0 |
218.0 |
6.2% |
123.4 |
3.5% |
28% |
False |
True |
32,156 |
10 |
3,748.0 |
3,472.0 |
276.0 |
7.8% |
119.7 |
3.4% |
23% |
False |
False |
30,325 |
20 |
3,763.0 |
3,234.0 |
529.0 |
15.0% |
127.2 |
3.6% |
57% |
False |
False |
32,904 |
40 |
4,381.0 |
3,234.0 |
1,147.0 |
32.4% |
128.0 |
3.6% |
26% |
False |
False |
33,447 |
60 |
5,097.0 |
3,234.0 |
1,863.0 |
52.7% |
134.9 |
3.8% |
16% |
False |
False |
35,275 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
56.3% |
121.6 |
3.4% |
15% |
False |
False |
30,642 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
56.3% |
104.1 |
2.9% |
15% |
False |
False |
24,533 |
120 |
5,362.0 |
3,234.0 |
2,128.0 |
60.2% |
94.7 |
2.7% |
14% |
False |
False |
20,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,032.5 |
2.618 |
3,859.5 |
1.618 |
3,753.5 |
1.000 |
3,688.0 |
0.618 |
3,647.5 |
HIGH |
3,582.0 |
0.618 |
3,541.5 |
0.500 |
3,529.0 |
0.382 |
3,516.5 |
LOW |
3,476.0 |
0.618 |
3,410.5 |
1.000 |
3,370.0 |
1.618 |
3,304.5 |
2.618 |
3,198.5 |
4.250 |
3,025.5 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,533.7 |
3,579.5 |
PP |
3,531.3 |
3,565.0 |
S1 |
3,529.0 |
3,550.5 |
|