Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,717.0 |
4,822.0 |
105.0 |
2.2% |
4,688.0 |
High |
4,878.5 |
4,867.0 |
-11.5 |
-0.2% |
4,757.0 |
Low |
4,653.0 |
4,771.0 |
118.0 |
2.5% |
4,339.0 |
Close |
4,807.5 |
4,833.0 |
25.5 |
0.5% |
4,393.0 |
Range |
225.5 |
96.0 |
-129.5 |
-57.4% |
418.0 |
ATR |
285.5 |
272.0 |
-13.5 |
-4.7% |
0.0 |
Volume |
4,625 |
3,871 |
-754 |
-16.3% |
5,888 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,111.7 |
5,068.3 |
4,885.8 |
|
R3 |
5,015.7 |
4,972.3 |
4,859.4 |
|
R2 |
4,919.7 |
4,919.7 |
4,850.6 |
|
R1 |
4,876.3 |
4,876.3 |
4,841.8 |
4,898.0 |
PP |
4,823.7 |
4,823.7 |
4,823.7 |
4,834.5 |
S1 |
4,780.3 |
4,780.3 |
4,824.2 |
4,802.0 |
S2 |
4,727.7 |
4,727.7 |
4,815.4 |
|
S3 |
4,631.7 |
4,684.3 |
4,806.6 |
|
S4 |
4,535.7 |
4,588.3 |
4,780.2 |
|
|
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 |
4,878.5 |
4,360.0 |
518.5 |
10.7% |
197.8 |
4.1% |
91% |
False |
False |
3,651 |
10 |
4,878.5 |
4,339.0 |
539.5 |
11.2% |
206.2 |
4.3% |
92% |
False |
False |
2,179 |
20 |
4,944.0 |
4,066.0 |
878.0 |
18.2% |
244.0 |
5.0% |
87% |
False |
False |
1,921 |
40 |
5,385.0 |
4,066.0 |
1,319.0 |
27.3% |
271.4 |
5.6% |
58% |
False |
False |
1,508 |
60 |
6,353.5 |
4,066.0 |
2,287.5 |
47.3% |
273.7 |
5.7% |
34% |
False |
False |
1,398 |
80 |
6,706.5 |
4,066.0 |
2,640.5 |
54.6% |
239.3 |
5.0% |
29% |
False |
False |
1,598 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
56.7% |
212.2 |
4.4% |
28% |
False |
False |
1,339 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
56.7% |
198.2 |
4.1% |
28% |
False |
False |
1,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,275.0 |
2.618 |
5,118.3 |
1.618 |
5,022.3 |
1.000 |
4,963.0 |
0.618 |
4,926.3 |
HIGH |
4,867.0 |
0.618 |
4,830.3 |
0.500 |
4,819.0 |
0.382 |
4,807.7 |
LOW |
4,771.0 |
0.618 |
4,711.7 |
1.000 |
4,675.0 |
1.618 |
4,615.7 |
2.618 |
4,519.7 |
4.250 |
4,363.0 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,828.3 |
4,808.5 |
PP |
4,823.7 |
4,784.0 |
S1 |
4,819.0 |
4,759.5 |
|