Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,663.0 |
4,717.0 |
54.0 |
1.2% |
4,688.0 |
High |
4,801.0 |
4,878.5 |
77.5 |
1.6% |
4,757.0 |
Low |
4,640.5 |
4,653.0 |
12.5 |
0.3% |
4,339.0 |
Close |
4,765.5 |
4,807.5 |
42.0 |
0.9% |
4,393.0 |
Range |
160.5 |
225.5 |
65.0 |
40.5% |
418.0 |
ATR |
290.1 |
285.5 |
-4.6 |
-1.6% |
0.0 |
Volume |
6,537 |
4,625 |
-1,912 |
-29.2% |
5,888 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,456.2 |
5,357.3 |
4,931.5 |
|
R3 |
5,230.7 |
5,131.8 |
4,869.5 |
|
R2 |
5,005.2 |
5,005.2 |
4,848.8 |
|
R1 |
4,906.3 |
4,906.3 |
4,828.2 |
4,955.8 |
PP |
4,779.7 |
4,779.7 |
4,779.7 |
4,804.4 |
S1 |
4,680.8 |
4,680.8 |
4,786.8 |
4,730.3 |
S2 |
4,554.2 |
4,554.2 |
4,766.2 |
|
S3 |
4,328.7 |
4,455.3 |
4,745.5 |
|
S4 |
4,103.2 |
4,229.8 |
4,683.5 |
|
|
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 |
4,878.5 |
4,360.0 |
518.5 |
10.8% |
225.2 |
4.7% |
86% |
True |
False |
3,066 |
10 |
4,878.5 |
4,339.0 |
539.5 |
11.2% |
220.3 |
4.6% |
87% |
True |
False |
1,906 |
20 |
4,944.0 |
4,066.0 |
878.0 |
18.3% |
255.2 |
5.3% |
84% |
False |
False |
1,826 |
40 |
5,385.0 |
4,066.0 |
1,319.0 |
27.4% |
281.2 |
5.8% |
56% |
False |
False |
1,435 |
60 |
6,353.5 |
4,066.0 |
2,287.5 |
47.6% |
276.5 |
5.8% |
32% |
False |
False |
1,515 |
80 |
6,706.5 |
4,066.0 |
2,640.5 |
54.9% |
238.9 |
5.0% |
28% |
False |
False |
1,562 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
57.0% |
211.7 |
4.4% |
27% |
False |
False |
1,302 |
120 |
6,856.0 |
4,066.0 |
2,790.0 |
58.0% |
198.0 |
4.1% |
27% |
False |
False |
1,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,836.9 |
2.618 |
5,468.9 |
1.618 |
5,243.4 |
1.000 |
5,104.0 |
0.618 |
5,017.9 |
HIGH |
4,878.5 |
0.618 |
4,792.4 |
0.500 |
4,765.8 |
0.382 |
4,739.1 |
LOW |
4,653.0 |
0.618 |
4,513.6 |
1.000 |
4,427.5 |
1.618 |
4,288.1 |
2.618 |
4,062.6 |
4.250 |
3,694.6 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,793.6 |
4,744.8 |
PP |
4,779.7 |
4,682.0 |
S1 |
4,765.8 |
4,619.3 |
|