Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,126.5 |
4,325.0 |
198.5 |
4.8% |
4,261.0 |
High |
4,222.5 |
4,350.0 |
127.5 |
3.0% |
4,286.0 |
Low |
4,003.5 |
4,205.0 |
201.5 |
5.0% |
3,953.0 |
Close |
4,024.0 |
4,303.0 |
279.0 |
6.9% |
4,024.0 |
Range |
219.0 |
145.0 |
-74.0 |
-33.8% |
333.0 |
ATR |
242.7 |
248.7 |
5.9 |
2.5% |
0.0 |
Volume |
145,371 |
158,884 |
13,513 |
9.3% |
668,728 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,721.0 |
4,657.0 |
4,383.0 |
|
R3 |
4,576.0 |
4,512.0 |
4,343.0 |
|
R2 |
4,431.0 |
4,431.0 |
4,329.5 |
|
R1 |
4,367.0 |
4,367.0 |
4,316.5 |
4,326.5 |
PP |
4,286.0 |
4,286.0 |
4,286.0 |
4,266.0 |
S1 |
4,222.0 |
4,222.0 |
4,289.5 |
4,181.5 |
S2 |
4,141.0 |
4,141.0 |
4,276.5 |
|
S3 |
3,996.0 |
4,077.0 |
4,263.0 |
|
S4 |
3,851.0 |
3,932.0 |
4,223.0 |
|
|
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 |
4,350.0 |
3,972.0 |
378.0 |
8.8% |
202.5 |
4.7% |
88% |
True |
False |
143,571 |
10 |
4,350.0 |
3,953.0 |
397.0 |
9.2% |
197.0 |
4.6% |
88% |
True |
False |
140,525 |
20 |
4,435.0 |
3,703.0 |
732.0 |
17.0% |
222.0 |
5.2% |
82% |
False |
False |
152,363 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
24.1% |
249.0 |
5.8% |
63% |
False |
False |
173,483 |
60 |
5,448.0 |
3,652.5 |
1,795.5 |
41.7% |
257.0 |
6.0% |
36% |
False |
False |
184,711 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
47.4% |
220.0 |
5.1% |
32% |
False |
False |
139,515 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
47.4% |
191.0 |
4.4% |
32% |
False |
False |
111,668 |
120 |
5,752.5 |
3,652.5 |
2,100.0 |
48.8% |
172.0 |
4.0% |
31% |
False |
False |
93,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,966.0 |
2.618 |
4,729.5 |
1.618 |
4,584.5 |
1.000 |
4,495.0 |
0.618 |
4,439.5 |
HIGH |
4,350.0 |
0.618 |
4,294.5 |
0.500 |
4,277.5 |
0.382 |
4,260.5 |
LOW |
4,205.0 |
0.618 |
4,115.5 |
1.000 |
4,060.0 |
1.618 |
3,970.5 |
2.618 |
3,825.5 |
4.250 |
3,589.0 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,294.5 |
4,261.0 |
PP |
4,286.0 |
4,219.0 |
S1 |
4,277.5 |
4,177.0 |
|