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 |
4,500.0 |
4,631.0 |
131.0 |
2.9% |
4,648.0 |
High |
4,560.0 |
4,779.5 |
219.5 |
4.8% |
4,740.0 |
Low |
4,325.5 |
4,610.5 |
285.0 |
6.6% |
4,308.0 |
Close |
4,367.5 |
4,739.0 |
371.5 |
8.5% |
4,367.5 |
Range |
234.5 |
169.0 |
-65.5 |
-27.9% |
432.0 |
ATR |
293.0 |
301.5 |
8.5 |
2.9% |
0.0 |
Volume |
180,446 |
159,336 |
-21,110 |
-11.7% |
913,475 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,216.7 |
5,146.8 |
4,832.0 |
|
R3 |
5,047.7 |
4,977.8 |
4,785.5 |
|
R2 |
4,878.7 |
4,878.7 |
4,770.0 |
|
R1 |
4,808.8 |
4,808.8 |
4,754.5 |
4,843.8 |
PP |
4,709.7 |
4,709.7 |
4,709.7 |
4,727.1 |
S1 |
4,639.8 |
4,639.8 |
4,723.5 |
4,674.8 |
S2 |
4,540.7 |
4,540.7 |
4,708.0 |
|
S3 |
4,371.7 |
4,470.8 |
4,692.5 |
|
S4 |
4,202.7 |
4,301.8 |
4,646.1 |
|
|
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 |
4,779.5 |
4,308.0 |
471.5 |
9.9% |
247.5 |
5.2% |
91% |
True |
False |
181,321 |
10 |
4,779.5 |
4,308.0 |
471.5 |
9.9% |
233.4 |
4.9% |
91% |
True |
False |
162,544 |
20 |
4,973.0 |
4,034.0 |
939.0 |
19.8% |
268.5 |
5.7% |
75% |
False |
False |
183,322 |
40 |
5,419.5 |
4,032.5 |
1,387.0 |
29.3% |
301.6 |
6.4% |
51% |
False |
False |
204,316 |
60 |
6,301.5 |
4,032.5 |
2,269.0 |
47.9% |
294.8 |
6.2% |
31% |
False |
False |
214,045 |
80 |
6,637.0 |
4,032.5 |
2,604.5 |
55.0% |
252.9 |
5.3% |
27% |
False |
False |
161,619 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
57.1% |
227.4 |
4.8% |
26% |
False |
False |
129,464 |
120 |
6,775.0 |
4,032.5 |
2,742.5 |
57.9% |
213.3 |
4.5% |
26% |
False |
False |
108,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,497.8 |
2.618 |
5,221.9 |
1.618 |
5,052.9 |
1.000 |
4,948.5 |
0.618 |
4,883.9 |
HIGH |
4,779.5 |
0.618 |
4,714.9 |
0.500 |
4,695.0 |
0.382 |
4,675.1 |
LOW |
4,610.5 |
0.618 |
4,506.1 |
1.000 |
4,441.5 |
1.618 |
4,337.1 |
2.618 |
4,168.1 |
4.250 |
3,892.3 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,724.3 |
4,676.8 |
PP |
4,709.7 |
4,614.7 |
S1 |
4,695.0 |
4,552.5 |
|