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 |
4,530.0 |
4,663.0 |
133.0 |
2.9% |
4,688.0 |
High |
4,570.0 |
4,801.0 |
231.0 |
5.1% |
4,757.0 |
Low |
4,360.0 |
4,640.5 |
280.5 |
6.4% |
4,339.0 |
Close |
4,393.0 |
4,765.5 |
372.5 |
8.5% |
4,393.0 |
Range |
210.0 |
160.5 |
-49.5 |
-23.6% |
418.0 |
ATR |
281.1 |
290.1 |
9.1 |
3.2% |
0.0 |
Volume |
1,434 |
6,537 |
5,103 |
355.9% |
5,888 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,217.2 |
5,151.8 |
4,853.8 |
|
R3 |
5,056.7 |
4,991.3 |
4,809.6 |
|
R2 |
4,896.2 |
4,896.2 |
4,794.9 |
|
R1 |
4,830.8 |
4,830.8 |
4,780.2 |
4,863.5 |
PP |
4,735.7 |
4,735.7 |
4,735.7 |
4,752.0 |
S1 |
4,670.3 |
4,670.3 |
4,750.8 |
4,703.0 |
S2 |
4,575.2 |
4,575.2 |
4,736.1 |
|
S3 |
4,414.7 |
4,509.8 |
4,721.4 |
|
S4 |
4,254.2 |
4,349.3 |
4,677.2 |
|
|
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 |
4,801.0 |
4,339.0 |
462.0 |
9.7% |
232.0 |
4.9% |
92% |
True |
False |
2,352 |
10 |
4,801.0 |
4,339.0 |
462.0 |
9.7% |
218.7 |
4.6% |
92% |
True |
False |
1,584 |
20 |
4,997.0 |
4,066.0 |
931.0 |
19.5% |
255.5 |
5.4% |
75% |
False |
False |
1,660 |
40 |
5,458.0 |
4,066.0 |
1,392.0 |
29.2% |
283.3 |
5.9% |
50% |
False |
False |
1,340 |
60 |
6,353.5 |
4,066.0 |
2,287.5 |
48.0% |
275.6 |
5.8% |
31% |
False |
False |
1,543 |
80 |
6,706.5 |
4,066.0 |
2,640.5 |
55.4% |
237.2 |
5.0% |
26% |
False |
False |
1,508 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
57.5% |
211.0 |
4.4% |
26% |
False |
False |
1,260 |
120 |
6,856.0 |
4,066.0 |
2,790.0 |
58.5% |
197.2 |
4.1% |
25% |
False |
False |
1,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,483.1 |
2.618 |
5,221.2 |
1.618 |
5,060.7 |
1.000 |
4,961.5 |
0.618 |
4,900.2 |
HIGH |
4,801.0 |
0.618 |
4,739.7 |
0.500 |
4,720.8 |
0.382 |
4,701.8 |
LOW |
4,640.5 |
0.618 |
4,541.3 |
1.000 |
4,480.0 |
1.618 |
4,380.8 |
2.618 |
4,220.3 |
4.250 |
3,958.4 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,750.6 |
4,703.8 |
PP |
4,735.7 |
4,642.2 |
S1 |
4,720.8 |
4,580.5 |
|