Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,581.0 |
4,530.0 |
-51.0 |
-1.1% |
4,688.0 |
High |
4,757.0 |
4,570.0 |
-187.0 |
-3.9% |
4,757.0 |
Low |
4,460.0 |
4,360.0 |
-100.0 |
-2.2% |
4,339.0 |
Close |
4,619.5 |
4,393.0 |
-226.5 |
-4.9% |
4,393.0 |
Range |
297.0 |
210.0 |
-87.0 |
-29.3% |
418.0 |
ATR |
282.7 |
281.1 |
-1.7 |
-0.6% |
0.0 |
Volume |
1,790 |
1,434 |
-356 |
-19.9% |
5,888 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,071.0 |
4,942.0 |
4,508.5 |
|
R3 |
4,861.0 |
4,732.0 |
4,450.8 |
|
R2 |
4,651.0 |
4,651.0 |
4,431.5 |
|
R1 |
4,522.0 |
4,522.0 |
4,412.3 |
4,481.5 |
PP |
4,441.0 |
4,441.0 |
4,441.0 |
4,420.8 |
S1 |
4,312.0 |
4,312.0 |
4,373.8 |
4,271.5 |
S2 |
4,231.0 |
4,231.0 |
4,354.5 |
|
S3 |
4,021.0 |
4,102.0 |
4,335.3 |
|
S4 |
3,811.0 |
3,892.0 |
4,277.5 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,750.3 |
5,489.7 |
4,622.9 |
|
R3 |
5,332.3 |
5,071.7 |
4,508.0 |
|
R2 |
4,914.3 |
4,914.3 |
4,469.6 |
|
R1 |
4,653.7 |
4,653.7 |
4,431.3 |
4,575.0 |
PP |
4,496.3 |
4,496.3 |
4,496.3 |
4,457.0 |
S1 |
4,235.7 |
4,235.7 |
4,354.7 |
4,157.0 |
S2 |
4,078.3 |
4,078.3 |
4,316.4 |
|
S3 |
3,660.3 |
3,817.7 |
4,278.1 |
|
S4 |
3,242.3 |
3,399.7 |
4,163.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,757.0 |
4,339.0 |
418.0 |
9.5% |
271.5 |
6.2% |
13% |
False |
False |
1,177 |
10 |
4,757.0 |
4,195.0 |
562.0 |
12.8% |
249.1 |
5.7% |
35% |
False |
False |
1,186 |
20 |
5,183.0 |
4,066.0 |
1,117.0 |
25.4% |
260.3 |
5.9% |
29% |
False |
False |
1,396 |
40 |
5,458.0 |
4,066.0 |
1,392.0 |
31.7% |
291.2 |
6.6% |
23% |
False |
False |
1,190 |
60 |
6,353.5 |
4,066.0 |
2,287.5 |
52.1% |
275.0 |
6.3% |
14% |
False |
False |
1,534 |
80 |
6,706.5 |
4,066.0 |
2,640.5 |
60.1% |
236.5 |
5.4% |
12% |
False |
False |
1,428 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
62.4% |
210.8 |
4.8% |
12% |
False |
False |
1,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,462.5 |
2.618 |
5,119.8 |
1.618 |
4,909.8 |
1.000 |
4,780.0 |
0.618 |
4,699.8 |
HIGH |
4,570.0 |
0.618 |
4,489.8 |
0.500 |
4,465.0 |
0.382 |
4,440.2 |
LOW |
4,360.0 |
0.618 |
4,230.2 |
1.000 |
4,150.0 |
1.618 |
4,020.2 |
2.618 |
3,810.2 |
4.250 |
3,467.5 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,465.0 |
4,558.5 |
PP |
4,441.0 |
4,503.3 |
S1 |
4,417.0 |
4,448.2 |
|