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 |
4,561.5 |
4,500.0 |
-61.5 |
-1.3% |
4,648.0 |
High |
4,740.0 |
4,560.0 |
-180.0 |
-3.8% |
4,740.0 |
Low |
4,430.0 |
4,325.5 |
-104.5 |
-2.4% |
4,308.0 |
Close |
4,593.0 |
4,367.5 |
-225.5 |
-4.9% |
4,367.5 |
Range |
310.0 |
234.5 |
-75.5 |
-24.4% |
432.0 |
ATR |
295.0 |
293.0 |
-2.0 |
-0.7% |
0.0 |
Volume |
201,892 |
180,446 |
-21,446 |
-10.6% |
913,475 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,121.2 |
4,978.8 |
4,496.5 |
|
R3 |
4,886.7 |
4,744.3 |
4,432.0 |
|
R2 |
4,652.2 |
4,652.2 |
4,410.5 |
|
R1 |
4,509.8 |
4,509.8 |
4,389.0 |
4,463.8 |
PP |
4,417.7 |
4,417.7 |
4,417.7 |
4,394.6 |
S1 |
4,275.3 |
4,275.3 |
4,346.0 |
4,229.3 |
S2 |
4,183.2 |
4,183.2 |
4,324.5 |
|
S3 |
3,948.7 |
4,040.8 |
4,303.0 |
|
S4 |
3,714.2 |
3,806.3 |
4,238.5 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,767.8 |
5,499.7 |
4,605.1 |
|
R3 |
5,335.8 |
5,067.7 |
4,486.3 |
|
R2 |
4,903.8 |
4,903.8 |
4,446.7 |
|
R1 |
4,635.7 |
4,635.7 |
4,407.1 |
4,553.8 |
PP |
4,471.8 |
4,471.8 |
4,471.8 |
4,430.9 |
S1 |
4,203.7 |
4,203.7 |
4,327.9 |
4,121.8 |
S2 |
4,039.8 |
4,039.8 |
4,288.3 |
|
S3 |
3,607.8 |
3,771.7 |
4,248.7 |
|
S4 |
3,175.8 |
3,339.7 |
4,129.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,740.0 |
4,308.0 |
432.0 |
9.9% |
286.4 |
6.6% |
14% |
False |
False |
182,695 |
10 |
4,740.0 |
4,164.5 |
575.5 |
13.2% |
264.4 |
6.1% |
35% |
False |
False |
168,166 |
20 |
5,149.0 |
4,034.0 |
1,115.0 |
25.5% |
273.3 |
6.3% |
30% |
False |
False |
183,000 |
40 |
5,419.5 |
4,032.5 |
1,387.0 |
31.8% |
310.0 |
7.1% |
24% |
False |
False |
206,839 |
60 |
6,301.5 |
4,032.5 |
2,269.0 |
52.0% |
294.3 |
6.7% |
15% |
False |
False |
211,850 |
80 |
6,637.0 |
4,032.5 |
2,604.5 |
59.6% |
252.3 |
5.8% |
13% |
False |
False |
159,642 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
61.9% |
227.1 |
5.2% |
12% |
False |
False |
127,878 |
120 |
6,775.0 |
4,032.5 |
2,742.5 |
62.8% |
212.3 |
4.9% |
12% |
False |
False |
106,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,556.6 |
2.618 |
5,173.9 |
1.618 |
4,939.4 |
1.000 |
4,794.5 |
0.618 |
4,704.9 |
HIGH |
4,560.0 |
0.618 |
4,470.4 |
0.500 |
4,442.8 |
0.382 |
4,415.1 |
LOW |
4,325.5 |
0.618 |
4,180.6 |
1.000 |
4,091.0 |
1.618 |
3,946.1 |
2.618 |
3,711.6 |
4.250 |
3,328.9 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,442.8 |
4,532.8 |
PP |
4,417.7 |
4,477.7 |
S1 |
4,392.6 |
4,422.6 |
|