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 |
869.00 |
847.50 |
-21.50 |
-2.5% |
897.50 |
High |
875.50 |
879.50 |
4.00 |
0.5% |
897.50 |
Low |
832.00 |
817.00 |
-15.00 |
-1.8% |
813.00 |
Close |
847.50 |
872.50 |
25.00 |
2.9% |
872.50 |
Range |
43.50 |
62.50 |
19.00 |
43.7% |
84.50 |
ATR |
56.66 |
57.07 |
0.42 |
0.7% |
0.00 |
Volume |
3,332,111 |
2,834,117 |
-497,994 |
-14.9% |
12,929,040 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,043.75 |
1,020.75 |
907.00 |
|
R3 |
981.25 |
958.25 |
889.75 |
|
R2 |
918.75 |
918.75 |
884.00 |
|
R1 |
895.75 |
895.75 |
878.25 |
907.25 |
PP |
856.25 |
856.25 |
856.25 |
862.00 |
S1 |
833.25 |
833.25 |
866.75 |
844.75 |
S2 |
793.75 |
793.75 |
861.00 |
|
S3 |
731.25 |
770.75 |
855.25 |
|
S4 |
668.75 |
708.25 |
838.00 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,114.50 |
1,078.00 |
919.00 |
|
R3 |
1,030.00 |
993.50 |
895.75 |
|
R2 |
945.50 |
945.50 |
888.00 |
|
R1 |
909.00 |
909.00 |
880.25 |
885.00 |
PP |
861.00 |
861.00 |
861.00 |
849.00 |
S1 |
824.50 |
824.50 |
864.75 |
800.50 |
S2 |
776.50 |
776.50 |
857.00 |
|
S3 |
692.00 |
740.00 |
849.25 |
|
S4 |
607.50 |
655.50 |
826.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
897.50 |
813.00 |
84.50 |
9.7% |
55.25 |
6.3% |
70% |
False |
False |
2,585,808 |
10 |
897.50 |
739.00 |
158.50 |
18.2% |
54.25 |
6.2% |
84% |
False |
False |
3,038,622 |
20 |
962.50 |
739.00 |
223.50 |
25.6% |
55.75 |
6.4% |
60% |
False |
False |
3,086,809 |
40 |
1,067.00 |
739.00 |
328.00 |
37.6% |
64.00 |
7.3% |
41% |
False |
False |
3,248,319 |
60 |
1,291.25 |
739.00 |
552.25 |
63.3% |
63.25 |
7.3% |
24% |
False |
False |
3,352,792 |
80 |
1,307.25 |
739.00 |
568.25 |
65.1% |
54.00 |
6.2% |
23% |
False |
False |
2,524,676 |
100 |
1,315.25 |
739.00 |
576.25 |
66.0% |
48.00 |
5.5% |
23% |
False |
False |
2,020,472 |
120 |
1,351.75 |
739.00 |
612.75 |
70.2% |
44.25 |
5.1% |
22% |
False |
False |
1,684,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,145.00 |
2.618 |
1,043.00 |
1.618 |
980.50 |
1.000 |
942.00 |
0.618 |
918.00 |
HIGH |
879.50 |
0.618 |
855.50 |
0.500 |
848.25 |
0.382 |
841.00 |
LOW |
817.00 |
0.618 |
778.50 |
1.000 |
754.50 |
1.618 |
716.00 |
2.618 |
653.50 |
4.250 |
551.50 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
864.50 |
864.50 |
PP |
856.25 |
856.25 |
S1 |
848.25 |
848.25 |
|