Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,793.0 |
4,581.0 |
-212.0 |
-4.4% |
4,631.0 |
High |
4,827.0 |
4,759.5 |
-67.5 |
-1.4% |
4,855.5 |
Low |
4,708.5 |
4,523.0 |
-185.5 |
-3.9% |
4,523.0 |
Close |
4,767.5 |
4,675.0 |
-92.5 |
-1.9% |
4,675.0 |
Range |
118.5 |
236.5 |
118.0 |
99.6% |
332.5 |
ATR |
270.8 |
268.9 |
-1.9 |
-0.7% |
0.0 |
Volume |
128,832 |
183,417 |
54,585 |
42.4% |
770,104 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,362.0 |
5,255.0 |
4,805.1 |
|
R3 |
5,125.5 |
5,018.5 |
4,740.0 |
|
R2 |
4,889.0 |
4,889.0 |
4,718.4 |
|
R1 |
4,782.0 |
4,782.0 |
4,696.7 |
4,835.5 |
PP |
4,652.5 |
4,652.5 |
4,652.5 |
4,679.3 |
S1 |
4,545.5 |
4,545.5 |
4,653.3 |
4,599.0 |
S2 |
4,416.0 |
4,416.0 |
4,631.6 |
|
S3 |
4,179.5 |
4,309.0 |
4,610.0 |
|
S4 |
3,943.0 |
4,072.5 |
4,544.9 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,682.0 |
5,511.0 |
4,857.9 |
|
R3 |
5,349.5 |
5,178.5 |
4,766.4 |
|
R2 |
5,017.0 |
5,017.0 |
4,736.0 |
|
R1 |
4,846.0 |
4,846.0 |
4,705.5 |
4,931.5 |
PP |
4,684.5 |
4,684.5 |
4,684.5 |
4,727.3 |
S1 |
4,513.5 |
4,513.5 |
4,644.5 |
4,599.0 |
S2 |
4,352.0 |
4,352.0 |
4,614.0 |
|
S3 |
4,019.5 |
4,181.0 |
4,583.6 |
|
S4 |
3,687.0 |
3,848.5 |
4,492.1 |
|
|
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 |
4,523.0 |
332.5 |
7.1% |
171.2 |
3.7% |
46% |
False |
True |
154,020 |
10 |
4,855.5 |
4,308.0 |
547.5 |
11.7% |
228.8 |
4.9% |
67% |
False |
False |
168,357 |
20 |
4,855.5 |
4,034.0 |
821.5 |
17.6% |
241.7 |
5.2% |
78% |
False |
False |
176,217 |
40 |
5,356.0 |
4,032.5 |
1,323.5 |
28.3% |
277.5 |
5.9% |
49% |
False |
False |
190,264 |
60 |
6,281.0 |
4,032.5 |
2,248.5 |
48.1% |
291.6 |
6.2% |
29% |
False |
False |
215,050 |
80 |
6,637.0 |
4,032.5 |
2,604.5 |
55.7% |
256.7 |
5.5% |
25% |
False |
False |
169,165 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
57.9% |
228.4 |
4.9% |
24% |
False |
False |
135,533 |
120 |
6,738.0 |
4,032.5 |
2,705.5 |
57.9% |
214.7 |
4.6% |
24% |
False |
False |
113,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,764.6 |
2.618 |
5,378.7 |
1.618 |
5,142.2 |
1.000 |
4,996.0 |
0.618 |
4,905.7 |
HIGH |
4,759.5 |
0.618 |
4,669.2 |
0.500 |
4,641.3 |
0.382 |
4,613.3 |
LOW |
4,523.0 |
0.618 |
4,376.8 |
1.000 |
4,286.5 |
1.618 |
4,140.3 |
2.618 |
3,903.8 |
4.250 |
3,517.9 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,663.8 |
4,685.5 |
PP |
4,652.5 |
4,682.0 |
S1 |
4,641.3 |
4,678.5 |
|