Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,178.0 |
4,126.5 |
-51.5 |
-1.2% |
4,261.0 |
High |
4,271.0 |
4,222.5 |
-48.5 |
-1.1% |
4,286.0 |
Low |
4,016.5 |
4,003.5 |
-13.0 |
-0.3% |
3,953.0 |
Close |
4,170.0 |
4,024.0 |
-146.0 |
-3.5% |
4,024.0 |
Range |
254.5 |
219.0 |
-35.5 |
-13.9% |
333.0 |
ATR |
244.6 |
242.7 |
-1.8 |
-0.7% |
0.0 |
Volume |
136,161 |
145,371 |
9,210 |
6.8% |
668,728 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,740.5 |
4,601.0 |
4,144.5 |
|
R3 |
4,521.5 |
4,382.0 |
4,084.0 |
|
R2 |
4,302.5 |
4,302.5 |
4,064.0 |
|
R1 |
4,163.0 |
4,163.0 |
4,044.0 |
4,123.0 |
PP |
4,083.5 |
4,083.5 |
4,083.5 |
4,063.5 |
S1 |
3,944.0 |
3,944.0 |
4,004.0 |
3,904.0 |
S2 |
3,864.5 |
3,864.5 |
3,984.0 |
|
S3 |
3,645.5 |
3,725.0 |
3,964.0 |
|
S4 |
3,426.5 |
3,506.0 |
3,903.5 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,086.5 |
4,888.5 |
4,207.0 |
|
R3 |
4,753.5 |
4,555.5 |
4,115.5 |
|
R2 |
4,420.5 |
4,420.5 |
4,085.0 |
|
R1 |
4,222.5 |
4,222.5 |
4,054.5 |
4,155.0 |
PP |
4,087.5 |
4,087.5 |
4,087.5 |
4,054.0 |
S1 |
3,889.5 |
3,889.5 |
3,993.5 |
3,822.0 |
S2 |
3,754.5 |
3,754.5 |
3,963.0 |
|
S3 |
3,421.5 |
3,556.5 |
3,932.5 |
|
S4 |
3,088.5 |
3,223.5 |
3,841.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,286.0 |
3,953.0 |
333.0 |
8.3% |
240.0 |
6.0% |
21% |
False |
False |
133,745 |
10 |
4,323.0 |
3,833.0 |
490.0 |
12.2% |
222.5 |
5.5% |
39% |
False |
False |
143,945 |
20 |
4,550.0 |
3,703.0 |
847.0 |
21.0% |
228.0 |
5.7% |
38% |
False |
False |
152,930 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
25.7% |
256.0 |
6.4% |
36% |
False |
False |
180,464 |
60 |
5,448.0 |
3,652.5 |
1,795.5 |
44.6% |
257.5 |
6.4% |
21% |
False |
False |
182,664 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
50.6% |
219.5 |
5.5% |
18% |
False |
False |
137,531 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
50.6% |
191.0 |
4.7% |
18% |
False |
False |
110,079 |
120 |
5,752.5 |
3,652.5 |
2,100.0 |
52.2% |
171.0 |
4.2% |
18% |
False |
False |
91,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,153.0 |
2.618 |
4,796.0 |
1.618 |
4,577.0 |
1.000 |
4,441.5 |
0.618 |
4,358.0 |
HIGH |
4,222.5 |
0.618 |
4,139.0 |
0.500 |
4,113.0 |
0.382 |
4,087.0 |
LOW |
4,003.5 |
0.618 |
3,868.0 |
1.000 |
3,784.5 |
1.618 |
3,649.0 |
2.618 |
3,430.0 |
4.250 |
3,073.0 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,113.0 |
4,137.0 |
PP |
4,083.5 |
4,099.5 |
S1 |
4,053.5 |
4,062.0 |
|