Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,264.5 |
4,366.0 |
101.5 |
2.4% |
4,261.0 |
High |
4,425.0 |
4,419.0 |
-6.0 |
-0.1% |
4,286.0 |
Low |
4,237.0 |
4,331.5 |
94.5 |
2.2% |
3,953.0 |
Close |
4,387.0 |
4,366.5 |
-20.5 |
-0.5% |
4,024.0 |
Range |
188.0 |
87.5 |
-100.5 |
-53.5% |
333.0 |
ATR |
244.4 |
233.1 |
-11.2 |
-4.6% |
0.0 |
Volume |
132,845 |
141,538 |
8,693 |
6.5% |
668,728 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,635.0 |
4,588.0 |
4,414.5 |
|
R3 |
4,547.5 |
4,500.5 |
4,390.5 |
|
R2 |
4,460.0 |
4,460.0 |
4,382.5 |
|
R1 |
4,413.0 |
4,413.0 |
4,374.5 |
4,436.5 |
PP |
4,372.5 |
4,372.5 |
4,372.5 |
4,384.0 |
S1 |
4,325.5 |
4,325.5 |
4,358.5 |
4,349.0 |
S2 |
4,285.0 |
4,285.0 |
4,350.5 |
|
S3 |
4,197.5 |
4,238.0 |
4,342.5 |
|
S4 |
4,110.0 |
4,150.5 |
4,318.5 |
|
|
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 |
9.7% |
179.0 |
4.1% |
86% |
False |
False |
142,959 |
10 |
4,425.0 |
3,953.0 |
472.0 |
10.8% |
183.0 |
4.2% |
88% |
False |
False |
129,694 |
20 |
4,435.0 |
3,703.0 |
732.0 |
16.8% |
216.5 |
5.0% |
91% |
False |
False |
151,910 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
23.7% |
236.0 |
5.4% |
69% |
False |
False |
168,016 |
60 |
5,448.0 |
3,652.5 |
1,795.5 |
41.1% |
254.5 |
5.8% |
40% |
False |
False |
182,886 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
46.7% |
221.5 |
5.1% |
35% |
False |
False |
142,935 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
46.7% |
192.0 |
4.4% |
35% |
False |
False |
114,410 |
120 |
5,729.5 |
3,652.5 |
2,077.0 |
47.6% |
173.0 |
4.0% |
34% |
False |
False |
95,374 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,791.0 |
2.618 |
4,648.0 |
1.618 |
4,560.5 |
1.000 |
4,506.5 |
0.618 |
4,473.0 |
HIGH |
4,419.0 |
0.618 |
4,385.5 |
0.500 |
4,375.0 |
0.382 |
4,365.0 |
LOW |
4,331.5 |
0.618 |
4,277.5 |
1.000 |
4,244.0 |
1.618 |
4,190.0 |
2.618 |
4,102.5 |
4.250 |
3,959.5 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,375.0 |
4,349.5 |
PP |
4,372.5 |
4,332.0 |
S1 |
4,369.5 |
4,315.0 |
|