Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,822.0 |
4,810.5 |
-11.5 |
-0.2% |
4,688.0 |
High |
4,867.0 |
4,850.0 |
-17.0 |
-0.3% |
4,757.0 |
Low |
4,771.0 |
4,732.0 |
-39.0 |
-0.8% |
4,339.0 |
Close |
4,833.0 |
4,790.5 |
-42.5 |
-0.9% |
4,393.0 |
Range |
96.0 |
118.0 |
22.0 |
22.9% |
418.0 |
ATR |
272.0 |
261.0 |
-11.0 |
-4.0% |
0.0 |
Volume |
3,871 |
6,024 |
2,153 |
55.6% |
5,888 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,144.8 |
5,085.7 |
4,855.4 |
|
R3 |
5,026.8 |
4,967.7 |
4,823.0 |
|
R2 |
4,908.8 |
4,908.8 |
4,812.1 |
|
R1 |
4,849.7 |
4,849.7 |
4,801.3 |
4,820.3 |
PP |
4,790.8 |
4,790.8 |
4,790.8 |
4,776.1 |
S1 |
4,731.7 |
4,731.7 |
4,779.7 |
4,702.3 |
S2 |
4,672.8 |
4,672.8 |
4,768.9 |
|
S3 |
4,554.8 |
4,613.7 |
4,758.1 |
|
S4 |
4,436.8 |
4,495.7 |
4,725.6 |
|
|
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% |
162.0 |
3.4% |
83% |
False |
False |
4,498 |
10 |
4,878.5 |
4,339.0 |
539.5 |
11.3% |
209.4 |
4.4% |
84% |
False |
False |
2,739 |
20 |
4,919.0 |
4,066.0 |
853.0 |
17.8% |
230.1 |
4.8% |
85% |
False |
False |
2,130 |
40 |
5,385.0 |
4,066.0 |
1,319.0 |
27.5% |
266.6 |
5.6% |
55% |
False |
False |
1,641 |
60 |
6,353.5 |
4,066.0 |
2,287.5 |
47.8% |
271.9 |
5.7% |
32% |
False |
False |
1,386 |
80 |
6,706.5 |
4,066.0 |
2,640.5 |
55.1% |
239.9 |
5.0% |
27% |
False |
False |
1,662 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
57.2% |
211.7 |
4.4% |
26% |
False |
False |
1,394 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
57.2% |
197.8 |
4.1% |
26% |
False |
False |
1,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,351.5 |
2.618 |
5,158.9 |
1.618 |
5,040.9 |
1.000 |
4,968.0 |
0.618 |
4,922.9 |
HIGH |
4,850.0 |
0.618 |
4,804.9 |
0.500 |
4,791.0 |
0.382 |
4,777.1 |
LOW |
4,732.0 |
0.618 |
4,659.1 |
1.000 |
4,614.0 |
1.618 |
4,541.1 |
2.618 |
4,423.1 |
4.250 |
4,230.5 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,791.0 |
4,782.3 |
PP |
4,790.8 |
4,774.0 |
S1 |
4,790.7 |
4,765.8 |
|