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 |
4,687.0 |
4,791.5 |
104.5 |
2.2% |
4,648.0 |
High |
4,855.5 |
4,848.0 |
-7.5 |
-0.2% |
4,740.0 |
Low |
4,626.0 |
4,745.5 |
119.5 |
2.6% |
4,308.0 |
Close |
4,783.0 |
4,809.5 |
26.5 |
0.6% |
4,367.5 |
Range |
229.5 |
102.5 |
-127.0 |
-55.3% |
432.0 |
ATR |
296.4 |
282.5 |
-13.8 |
-4.7% |
0.0 |
Volume |
162,510 |
136,009 |
-26,501 |
-16.3% |
913,475 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,108.5 |
5,061.5 |
4,865.9 |
|
R3 |
5,006.0 |
4,959.0 |
4,837.7 |
|
R2 |
4,903.5 |
4,903.5 |
4,828.3 |
|
R1 |
4,856.5 |
4,856.5 |
4,818.9 |
4,880.0 |
PP |
4,801.0 |
4,801.0 |
4,801.0 |
4,812.8 |
S1 |
4,754.0 |
4,754.0 |
4,800.1 |
4,777.5 |
S2 |
4,698.5 |
4,698.5 |
4,790.7 |
|
S3 |
4,596.0 |
4,651.5 |
4,781.3 |
|
S4 |
4,493.5 |
4,549.0 |
4,753.1 |
|
|
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 |
4,855.5 |
4,325.5 |
530.0 |
11.0% |
209.1 |
4.3% |
91% |
False |
False |
168,038 |
10 |
4,855.5 |
4,308.0 |
547.5 |
11.4% |
217.4 |
4.5% |
92% |
False |
False |
154,099 |
20 |
4,929.5 |
4,034.0 |
895.5 |
18.6% |
256.5 |
5.3% |
87% |
False |
False |
179,856 |
40 |
5,356.0 |
4,032.5 |
1,323.5 |
27.5% |
287.6 |
6.0% |
59% |
False |
False |
197,677 |
60 |
6,301.5 |
4,032.5 |
2,269.0 |
47.2% |
293.0 |
6.1% |
34% |
False |
False |
216,517 |
80 |
6,637.0 |
4,032.5 |
2,604.5 |
54.2% |
254.7 |
5.3% |
30% |
False |
False |
165,297 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
56.3% |
228.3 |
4.7% |
29% |
False |
False |
132,433 |
120 |
6,738.0 |
4,032.5 |
2,705.5 |
56.3% |
214.1 |
4.5% |
29% |
False |
False |
110,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,283.6 |
2.618 |
5,116.3 |
1.618 |
5,013.8 |
1.000 |
4,950.5 |
0.618 |
4,911.3 |
HIGH |
4,848.0 |
0.618 |
4,808.8 |
0.500 |
4,796.8 |
0.382 |
4,784.7 |
LOW |
4,745.5 |
0.618 |
4,682.2 |
1.000 |
4,643.0 |
1.618 |
4,579.7 |
2.618 |
4,477.2 |
4.250 |
4,309.9 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,805.3 |
4,784.0 |
PP |
4,801.0 |
4,758.5 |
S1 |
4,796.8 |
4,733.0 |
|