Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,366.0 |
4,362.0 |
-4.0 |
-0.1% |
4,261.0 |
High |
4,419.0 |
4,439.5 |
20.5 |
0.5% |
4,286.0 |
Low |
4,331.5 |
4,310.0 |
-21.5 |
-0.5% |
3,953.0 |
Close |
4,366.5 |
4,389.0 |
22.5 |
0.5% |
4,024.0 |
Range |
87.5 |
129.5 |
42.0 |
48.0% |
333.0 |
ATR |
233.1 |
225.7 |
-7.4 |
-3.2% |
0.0 |
Volume |
141,538 |
123,336 |
-18,202 |
-12.9% |
668,728 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,768.0 |
4,708.0 |
4,460.0 |
|
R3 |
4,638.5 |
4,578.5 |
4,424.5 |
|
R2 |
4,509.0 |
4,509.0 |
4,412.5 |
|
R1 |
4,449.0 |
4,449.0 |
4,401.0 |
4,479.0 |
PP |
4,379.5 |
4,379.5 |
4,379.5 |
4,394.5 |
S1 |
4,319.5 |
4,319.5 |
4,377.0 |
4,349.5 |
S2 |
4,250.0 |
4,250.0 |
4,365.5 |
|
S3 |
4,120.5 |
4,190.0 |
4,353.5 |
|
S4 |
3,991.0 |
4,060.5 |
4,318.0 |
|
|
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 |
4,439.5 |
4,003.5 |
436.0 |
9.9% |
154.0 |
3.5% |
88% |
True |
False |
140,394 |
10 |
4,439.5 |
3,953.0 |
486.5 |
11.1% |
188.0 |
4.3% |
90% |
True |
False |
128,287 |
20 |
4,439.5 |
3,703.0 |
736.5 |
16.8% |
202.5 |
4.6% |
93% |
True |
False |
149,717 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
23.6% |
232.5 |
5.3% |
71% |
False |
False |
165,954 |
60 |
5,448.0 |
3,652.5 |
1,795.5 |
40.9% |
252.5 |
5.8% |
41% |
False |
False |
180,748 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
46.4% |
222.5 |
5.1% |
36% |
False |
False |
144,470 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
46.4% |
193.0 |
4.4% |
36% |
False |
False |
115,643 |
120 |
5,707.5 |
3,652.5 |
2,055.0 |
46.8% |
174.0 |
4.0% |
36% |
False |
False |
96,400 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,990.0 |
2.618 |
4,778.5 |
1.618 |
4,649.0 |
1.000 |
4,569.0 |
0.618 |
4,519.5 |
HIGH |
4,439.5 |
0.618 |
4,390.0 |
0.500 |
4,375.0 |
0.382 |
4,359.5 |
LOW |
4,310.0 |
0.618 |
4,230.0 |
1.000 |
4,180.5 |
1.618 |
4,100.5 |
2.618 |
3,971.0 |
4.250 |
3,759.5 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,384.0 |
4,372.0 |
PP |
4,379.5 |
4,355.0 |
S1 |
4,375.0 |
4,338.0 |
|