Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,325.0 |
4,264.5 |
-60.5 |
-1.4% |
4,261.0 |
High |
4,350.0 |
4,425.0 |
75.0 |
1.7% |
4,286.0 |
Low |
4,205.0 |
4,237.0 |
32.0 |
0.8% |
3,953.0 |
Close |
4,303.0 |
4,387.0 |
84.0 |
2.0% |
4,024.0 |
Range |
145.0 |
188.0 |
43.0 |
29.7% |
333.0 |
ATR |
248.7 |
244.4 |
-4.3 |
-1.7% |
0.0 |
Volume |
158,884 |
132,845 |
-26,039 |
-16.4% |
668,728 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,913.5 |
4,838.5 |
4,490.5 |
|
R3 |
4,725.5 |
4,650.5 |
4,438.5 |
|
R2 |
4,537.5 |
4,537.5 |
4,421.5 |
|
R1 |
4,462.5 |
4,462.5 |
4,404.0 |
4,500.0 |
PP |
4,349.5 |
4,349.5 |
4,349.5 |
4,368.5 |
S1 |
4,274.5 |
4,274.5 |
4,370.0 |
4,312.0 |
S2 |
4,161.5 |
4,161.5 |
4,352.5 |
|
S3 |
3,973.5 |
4,086.5 |
4,335.5 |
|
S4 |
3,785.5 |
3,898.5 |
4,283.5 |
|
|
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 |
4,425.0 |
4,003.5 |
421.5 |
9.6% |
199.5 |
4.5% |
91% |
True |
False |
144,275 |
10 |
4,425.0 |
3,953.0 |
472.0 |
10.8% |
194.5 |
4.4% |
92% |
True |
False |
133,990 |
20 |
4,435.0 |
3,703.0 |
732.0 |
16.7% |
224.0 |
5.1% |
93% |
False |
False |
152,261 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
23.6% |
246.0 |
5.6% |
71% |
False |
False |
170,427 |
60 |
5,448.0 |
3,652.5 |
1,795.5 |
40.9% |
257.0 |
5.9% |
41% |
False |
False |
184,833 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
46.4% |
221.5 |
5.0% |
36% |
False |
False |
141,167 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
46.4% |
192.0 |
4.4% |
36% |
False |
False |
112,995 |
120 |
5,730.0 |
3,652.5 |
2,077.5 |
47.4% |
173.0 |
3.9% |
35% |
False |
False |
94,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,224.0 |
2.618 |
4,917.0 |
1.618 |
4,729.0 |
1.000 |
4,613.0 |
0.618 |
4,541.0 |
HIGH |
4,425.0 |
0.618 |
4,353.0 |
0.500 |
4,331.0 |
0.382 |
4,309.0 |
LOW |
4,237.0 |
0.618 |
4,121.0 |
1.000 |
4,049.0 |
1.618 |
3,933.0 |
2.618 |
3,745.0 |
4.250 |
3,438.0 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,368.5 |
4,329.5 |
PP |
4,349.5 |
4,272.0 |
S1 |
4,331.0 |
4,214.0 |
|