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 |
4,791.5 |
4,793.0 |
1.5 |
0.0% |
4,648.0 |
High |
4,848.0 |
4,827.0 |
-21.0 |
-0.4% |
4,740.0 |
Low |
4,745.5 |
4,708.5 |
-37.0 |
-0.8% |
4,308.0 |
Close |
4,809.5 |
4,767.5 |
-42.0 |
-0.9% |
4,367.5 |
Range |
102.5 |
118.5 |
16.0 |
15.6% |
432.0 |
ATR |
282.5 |
270.8 |
-11.7 |
-4.1% |
0.0 |
Volume |
136,009 |
128,832 |
-7,177 |
-5.3% |
913,475 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,123.2 |
5,063.8 |
4,832.7 |
|
R3 |
5,004.7 |
4,945.3 |
4,800.1 |
|
R2 |
4,886.2 |
4,886.2 |
4,789.2 |
|
R1 |
4,826.8 |
4,826.8 |
4,778.4 |
4,797.3 |
PP |
4,767.7 |
4,767.7 |
4,767.7 |
4,752.9 |
S1 |
4,708.3 |
4,708.3 |
4,756.6 |
4,678.8 |
S2 |
4,649.2 |
4,649.2 |
4,745.8 |
|
S3 |
4,530.7 |
4,589.8 |
4,734.9 |
|
S4 |
4,412.2 |
4,471.3 |
4,702.3 |
|
|
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 |
11.1% |
170.8 |
3.6% |
83% |
False |
False |
153,426 |
10 |
4,855.5 |
4,308.0 |
547.5 |
11.5% |
219.4 |
4.6% |
84% |
False |
False |
160,722 |
20 |
4,890.0 |
4,034.0 |
856.0 |
18.0% |
241.5 |
5.1% |
86% |
False |
False |
176,063 |
40 |
5,356.0 |
4,032.5 |
1,323.5 |
27.8% |
281.0 |
5.9% |
56% |
False |
False |
192,224 |
60 |
6,301.5 |
4,032.5 |
2,269.0 |
47.6% |
290.8 |
6.1% |
32% |
False |
False |
216,615 |
80 |
6,637.0 |
4,032.5 |
2,604.5 |
54.6% |
255.3 |
5.4% |
28% |
False |
False |
166,885 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
56.7% |
227.5 |
4.8% |
27% |
False |
False |
133,710 |
120 |
6,738.0 |
4,032.5 |
2,705.5 |
56.7% |
213.6 |
4.5% |
27% |
False |
False |
111,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,330.6 |
2.618 |
5,137.2 |
1.618 |
5,018.7 |
1.000 |
4,945.5 |
0.618 |
4,900.2 |
HIGH |
4,827.0 |
0.618 |
4,781.7 |
0.500 |
4,767.8 |
0.382 |
4,753.8 |
LOW |
4,708.5 |
0.618 |
4,635.3 |
1.000 |
4,590.0 |
1.618 |
4,516.8 |
2.618 |
4,398.3 |
4.250 |
4,204.9 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,767.8 |
4,758.6 |
PP |
4,767.7 |
4,749.7 |
S1 |
4,767.6 |
4,740.8 |
|