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 |
906.25 |
890.50 |
-15.75 |
-1.7% |
897.50 |
High |
916.25 |
908.75 |
-7.50 |
-0.8% |
897.50 |
Low |
884.50 |
884.50 |
0.00 |
0.0% |
813.00 |
Close |
889.50 |
895.75 |
6.25 |
0.7% |
872.50 |
Range |
31.75 |
24.25 |
-7.50 |
-23.6% |
84.50 |
ATR |
54.91 |
52.72 |
-2.19 |
-4.0% |
0.00 |
Volume |
2,646,329 |
2,629,268 |
-17,061 |
-0.6% |
12,929,040 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
969.00 |
956.75 |
909.00 |
|
R3 |
944.75 |
932.50 |
902.50 |
|
R2 |
920.50 |
920.50 |
900.25 |
|
R1 |
908.25 |
908.25 |
898.00 |
914.50 |
PP |
896.25 |
896.25 |
896.25 |
899.50 |
S1 |
884.00 |
884.00 |
893.50 |
890.00 |
S2 |
872.00 |
872.00 |
891.25 |
|
S3 |
847.75 |
859.75 |
889.00 |
|
S4 |
823.50 |
835.50 |
882.50 |
|
|
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 |
11.4% |
42.75 |
4.8% |
77% |
False |
False |
2,932,666 |
10 |
919.25 |
813.00 |
106.25 |
11.9% |
46.50 |
5.2% |
78% |
False |
False |
2,671,962 |
20 |
919.25 |
739.00 |
180.25 |
20.1% |
54.25 |
6.1% |
87% |
False |
False |
3,094,623 |
40 |
1,008.50 |
739.00 |
269.50 |
30.1% |
59.00 |
6.6% |
58% |
False |
False |
3,125,025 |
60 |
1,291.25 |
739.00 |
552.25 |
61.7% |
63.00 |
7.0% |
28% |
False |
False |
3,350,499 |
80 |
1,305.25 |
739.00 |
566.25 |
63.2% |
54.50 |
6.1% |
28% |
False |
False |
2,630,765 |
100 |
1,315.25 |
739.00 |
576.25 |
64.3% |
48.25 |
5.4% |
27% |
False |
False |
2,105,311 |
120 |
1,340.25 |
739.00 |
601.25 |
67.1% |
44.75 |
5.0% |
26% |
False |
False |
1,755,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,011.75 |
2.618 |
972.25 |
1.618 |
948.00 |
1.000 |
933.00 |
0.618 |
923.75 |
HIGH |
908.75 |
0.618 |
899.50 |
0.500 |
896.50 |
0.382 |
893.75 |
LOW |
884.50 |
0.618 |
869.50 |
1.000 |
860.25 |
1.618 |
845.25 |
2.618 |
821.00 |
4.250 |
781.50 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
896.50 |
895.00 |
PP |
896.25 |
894.25 |
S1 |
896.00 |
893.50 |
|