Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
845.25 |
871.25 |
26.00 |
3.1% |
895.00 |
High |
878.50 |
918.75 |
40.25 |
4.6% |
895.75 |
Low |
816.25 |
867.25 |
51.00 |
6.2% |
811.50 |
Close |
871.50 |
904.25 |
32.75 |
3.8% |
871.50 |
Range |
62.25 |
51.50 |
-10.75 |
-17.3% |
84.25 |
ATR |
56.61 |
56.24 |
-0.36 |
-0.6% |
0.00 |
Volume |
49,405 |
56,502 |
7,097 |
14.4% |
141,084 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,051.25 |
1,029.25 |
932.50 |
|
R3 |
999.75 |
977.75 |
918.50 |
|
R2 |
948.25 |
948.25 |
913.75 |
|
R1 |
926.25 |
926.25 |
909.00 |
937.25 |
PP |
896.75 |
896.75 |
896.75 |
902.25 |
S1 |
874.75 |
874.75 |
899.50 |
885.75 |
S2 |
845.25 |
845.25 |
894.75 |
|
S3 |
793.75 |
823.25 |
890.00 |
|
S4 |
742.25 |
771.75 |
876.00 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,112.25 |
1,076.25 |
917.75 |
|
R3 |
1,028.00 |
992.00 |
894.75 |
|
R2 |
943.75 |
943.75 |
887.00 |
|
R1 |
907.75 |
907.75 |
879.25 |
883.50 |
PP |
859.50 |
859.50 |
859.50 |
847.50 |
S1 |
823.50 |
823.50 |
863.75 |
799.50 |
S2 |
775.25 |
775.25 |
856.00 |
|
S3 |
691.00 |
739.25 |
848.25 |
|
S4 |
606.75 |
655.00 |
825.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
918.75 |
811.50 |
107.25 |
11.9% |
48.50 |
5.4% |
86% |
True |
False |
39,371 |
10 |
918.75 |
781.50 |
137.25 |
15.2% |
53.00 |
5.9% |
89% |
True |
False |
25,142 |
20 |
960.25 |
737.25 |
223.00 |
24.7% |
56.00 |
6.2% |
75% |
False |
False |
16,214 |
40 |
1,066.50 |
737.25 |
329.25 |
36.4% |
62.25 |
6.9% |
51% |
False |
False |
10,201 |
60 |
1,281.75 |
737.25 |
544.50 |
60.2% |
62.00 |
6.9% |
31% |
False |
False |
8,398 |
80 |
1,303.75 |
737.25 |
566.50 |
62.6% |
50.25 |
5.6% |
29% |
False |
False |
6,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,137.50 |
2.618 |
1,053.50 |
1.618 |
1,002.00 |
1.000 |
970.25 |
0.618 |
950.50 |
HIGH |
918.75 |
0.618 |
899.00 |
0.500 |
893.00 |
0.382 |
887.00 |
LOW |
867.25 |
0.618 |
835.50 |
1.000 |
815.75 |
1.618 |
784.00 |
2.618 |
732.50 |
4.250 |
648.50 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
900.50 |
892.00 |
PP |
896.75 |
879.75 |
S1 |
893.00 |
867.50 |
|