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 |
898.25 |
873.00 |
-25.25 |
-2.8% |
872.25 |
High |
905.00 |
887.25 |
-17.75 |
-2.0% |
919.25 |
Low |
868.25 |
829.00 |
-39.25 |
-4.5% |
829.00 |
Close |
875.00 |
886.00 |
11.00 |
1.3% |
886.00 |
Range |
36.75 |
58.25 |
21.50 |
58.5% |
90.25 |
ATR |
51.58 |
52.06 |
0.48 |
0.9% |
0.00 |
Volume |
2,582,026 |
1,700,088 |
-881,938 |
-34.2% |
12,779,217 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,042.25 |
1,022.25 |
918.00 |
|
R3 |
984.00 |
964.00 |
902.00 |
|
R2 |
925.75 |
925.75 |
896.75 |
|
R1 |
905.75 |
905.75 |
891.25 |
915.75 |
PP |
867.50 |
867.50 |
867.50 |
872.50 |
S1 |
847.50 |
847.50 |
880.75 |
857.50 |
S2 |
809.25 |
809.25 |
875.25 |
|
S3 |
751.00 |
789.25 |
870.00 |
|
S4 |
692.75 |
731.00 |
854.00 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.75 |
1,107.75 |
935.75 |
|
R3 |
1,058.50 |
1,017.50 |
910.75 |
|
R2 |
968.25 |
968.25 |
902.50 |
|
R1 |
927.25 |
927.25 |
894.25 |
947.75 |
PP |
878.00 |
878.00 |
878.00 |
888.50 |
S1 |
837.00 |
837.00 |
877.75 |
857.50 |
S2 |
787.75 |
787.75 |
869.50 |
|
S3 |
697.50 |
746.75 |
861.25 |
|
S4 |
607.25 |
656.50 |
836.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
919.25 |
829.00 |
90.25 |
10.2% |
40.50 |
4.6% |
63% |
False |
True |
2,555,843 |
10 |
919.25 |
813.00 |
106.25 |
12.0% |
48.00 |
5.4% |
69% |
False |
False |
2,570,825 |
20 |
919.25 |
739.00 |
180.25 |
20.3% |
51.00 |
5.8% |
82% |
False |
False |
3,024,697 |
40 |
1,008.50 |
739.00 |
269.50 |
30.4% |
56.50 |
6.4% |
55% |
False |
False |
3,033,937 |
60 |
1,291.25 |
739.00 |
552.25 |
62.3% |
62.00 |
7.0% |
27% |
False |
False |
3,255,962 |
80 |
1,305.25 |
739.00 |
566.25 |
63.9% |
55.25 |
6.2% |
26% |
False |
False |
2,684,174 |
100 |
1,315.25 |
739.00 |
576.25 |
65.0% |
48.75 |
5.5% |
26% |
False |
False |
2,148,076 |
120 |
1,322.75 |
739.00 |
583.75 |
65.9% |
45.25 |
5.1% |
25% |
False |
False |
1,790,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,134.75 |
2.618 |
1,039.75 |
1.618 |
981.50 |
1.000 |
945.50 |
0.618 |
923.25 |
HIGH |
887.25 |
0.618 |
865.00 |
0.500 |
858.00 |
0.382 |
851.25 |
LOW |
829.00 |
0.618 |
793.00 |
1.000 |
770.75 |
1.618 |
734.75 |
2.618 |
676.50 |
4.250 |
581.50 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
876.75 |
880.25 |
PP |
867.50 |
874.50 |
S1 |
858.00 |
869.00 |
|