Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
872.25 |
906.25 |
34.00 |
3.9% |
897.50 |
High |
919.25 |
916.25 |
-3.00 |
-0.3% |
897.50 |
Low |
867.50 |
884.50 |
17.00 |
2.0% |
813.00 |
Close |
904.75 |
889.50 |
-15.25 |
-1.7% |
872.50 |
Range |
51.75 |
31.75 |
-20.00 |
-38.6% |
84.50 |
ATR |
56.69 |
54.91 |
-1.78 |
-3.1% |
0.00 |
Volume |
3,221,506 |
2,646,329 |
-575,177 |
-17.9% |
12,929,040 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
992.00 |
972.50 |
907.00 |
|
R3 |
960.25 |
940.75 |
898.25 |
|
R2 |
928.50 |
928.50 |
895.25 |
|
R1 |
909.00 |
909.00 |
892.50 |
903.00 |
PP |
896.75 |
896.75 |
896.75 |
893.75 |
S1 |
877.25 |
877.25 |
886.50 |
871.00 |
S2 |
865.00 |
865.00 |
883.75 |
|
S3 |
833.25 |
845.50 |
880.75 |
|
S4 |
801.50 |
813.75 |
872.00 |
|
|
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 |
919.25 |
817.00 |
102.25 |
11.5% |
47.50 |
5.3% |
71% |
False |
False |
3,055,312 |
10 |
919.25 |
813.00 |
106.25 |
11.9% |
48.00 |
5.4% |
72% |
False |
False |
2,750,375 |
20 |
927.25 |
739.00 |
188.25 |
21.2% |
55.25 |
6.2% |
80% |
False |
False |
3,069,702 |
40 |
1,067.00 |
739.00 |
328.00 |
36.9% |
60.75 |
6.8% |
46% |
False |
False |
3,143,260 |
60 |
1,291.25 |
739.00 |
552.25 |
62.1% |
63.50 |
7.1% |
27% |
False |
False |
3,373,238 |
80 |
1,307.25 |
739.00 |
568.25 |
63.9% |
54.50 |
6.1% |
26% |
False |
False |
2,597,938 |
100 |
1,315.25 |
739.00 |
576.25 |
64.8% |
48.25 |
5.4% |
26% |
False |
False |
2,079,068 |
120 |
1,340.25 |
739.00 |
601.25 |
67.6% |
44.75 |
5.0% |
25% |
False |
False |
1,733,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,051.25 |
2.618 |
999.25 |
1.618 |
967.50 |
1.000 |
948.00 |
0.618 |
935.75 |
HIGH |
916.25 |
0.618 |
904.00 |
0.500 |
900.50 |
0.382 |
896.75 |
LOW |
884.50 |
0.618 |
865.00 |
1.000 |
852.75 |
1.618 |
833.25 |
2.618 |
801.50 |
4.250 |
749.50 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
900.50 |
882.50 |
PP |
896.75 |
875.25 |
S1 |
893.00 |
868.00 |
|