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 |
890.50 |
898.25 |
7.75 |
0.9% |
897.50 |
High |
908.75 |
905.00 |
-3.75 |
-0.4% |
897.50 |
Low |
884.50 |
868.25 |
-16.25 |
-1.8% |
813.00 |
Close |
895.75 |
875.00 |
-20.75 |
-2.3% |
872.50 |
Range |
24.25 |
36.75 |
12.50 |
51.5% |
84.50 |
ATR |
52.72 |
51.58 |
-1.14 |
-2.2% |
0.00 |
Volume |
2,629,268 |
2,582,026 |
-47,242 |
-1.8% |
12,929,040 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
993.00 |
970.75 |
895.25 |
|
R3 |
956.25 |
934.00 |
885.00 |
|
R2 |
919.50 |
919.50 |
881.75 |
|
R1 |
897.25 |
897.25 |
878.25 |
890.00 |
PP |
882.75 |
882.75 |
882.75 |
879.00 |
S1 |
860.50 |
860.50 |
871.75 |
853.25 |
S2 |
846.00 |
846.00 |
868.25 |
|
S3 |
809.25 |
823.75 |
865.00 |
|
S4 |
772.50 |
787.00 |
854.75 |
|
|
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 |
11.7% |
41.50 |
4.7% |
57% |
False |
False |
2,782,649 |
10 |
919.25 |
813.00 |
106.25 |
12.1% |
44.25 |
5.1% |
58% |
False |
False |
2,618,550 |
20 |
919.25 |
739.00 |
180.25 |
20.6% |
53.00 |
6.1% |
75% |
False |
False |
3,089,770 |
40 |
1,008.50 |
739.00 |
269.50 |
30.8% |
57.25 |
6.5% |
50% |
False |
False |
3,087,217 |
60 |
1,291.25 |
739.00 |
552.25 |
63.1% |
62.50 |
7.1% |
25% |
False |
False |
3,311,548 |
80 |
1,305.25 |
739.00 |
566.25 |
64.7% |
54.50 |
6.2% |
24% |
False |
False |
2,662,966 |
100 |
1,315.25 |
739.00 |
576.25 |
65.9% |
48.50 |
5.5% |
24% |
False |
False |
2,131,123 |
120 |
1,340.25 |
739.00 |
601.25 |
68.7% |
45.00 |
5.1% |
23% |
False |
False |
1,776,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,061.25 |
2.618 |
1,001.25 |
1.618 |
964.50 |
1.000 |
941.75 |
0.618 |
927.75 |
HIGH |
905.00 |
0.618 |
891.00 |
0.500 |
886.50 |
0.382 |
882.25 |
LOW |
868.25 |
0.618 |
845.50 |
1.000 |
831.50 |
1.618 |
808.75 |
2.618 |
772.00 |
4.250 |
712.00 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
886.50 |
892.25 |
PP |
882.75 |
886.50 |
S1 |
879.00 |
880.75 |
|