Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,810.5 |
4,595.0 |
-215.5 |
-4.5% |
4,663.0 |
High |
4,850.0 |
4,778.0 |
-72.0 |
-1.5% |
4,878.5 |
Low |
4,732.0 |
4,549.0 |
-183.0 |
-3.9% |
4,549.0 |
Close |
4,790.5 |
4,696.5 |
-94.0 |
-2.0% |
4,696.5 |
Range |
118.0 |
229.0 |
111.0 |
94.1% |
329.5 |
ATR |
261.0 |
259.6 |
-1.4 |
-0.5% |
0.0 |
Volume |
6,024 |
10,491 |
4,467 |
74.2% |
31,548 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,361.5 |
5,258.0 |
4,822.5 |
|
R3 |
5,132.5 |
5,029.0 |
4,759.5 |
|
R2 |
4,903.5 |
4,903.5 |
4,738.5 |
|
R1 |
4,800.0 |
4,800.0 |
4,717.5 |
4,851.8 |
PP |
4,674.5 |
4,674.5 |
4,674.5 |
4,700.4 |
S1 |
4,571.0 |
4,571.0 |
4,675.5 |
4,622.8 |
S2 |
4,445.5 |
4,445.5 |
4,654.5 |
|
S3 |
4,216.5 |
4,342.0 |
4,633.5 |
|
S4 |
3,987.5 |
4,113.0 |
4,570.6 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,696.5 |
5,526.0 |
4,877.7 |
|
R3 |
5,367.0 |
5,196.5 |
4,787.1 |
|
R2 |
5,037.5 |
5,037.5 |
4,756.9 |
|
R1 |
4,867.0 |
4,867.0 |
4,726.7 |
4,952.3 |
PP |
4,708.0 |
4,708.0 |
4,708.0 |
4,750.6 |
S1 |
4,537.5 |
4,537.5 |
4,666.3 |
4,622.8 |
S2 |
4,378.5 |
4,378.5 |
4,636.1 |
|
S3 |
4,049.0 |
4,208.0 |
4,605.9 |
|
S4 |
3,719.5 |
3,878.5 |
4,515.3 |
|
|
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 |
4,549.0 |
329.5 |
7.0% |
165.8 |
3.5% |
45% |
False |
True |
6,309 |
10 |
4,878.5 |
4,339.0 |
539.5 |
11.5% |
218.7 |
4.7% |
66% |
False |
False |
3,743 |
20 |
4,878.5 |
4,066.0 |
812.5 |
17.3% |
230.1 |
4.9% |
78% |
False |
False |
2,581 |
40 |
5,385.0 |
4,066.0 |
1,319.0 |
28.1% |
263.6 |
5.6% |
48% |
False |
False |
1,891 |
60 |
6,345.0 |
4,066.0 |
2,279.0 |
48.5% |
273.0 |
5.8% |
28% |
False |
False |
1,531 |
80 |
6,706.5 |
4,066.0 |
2,640.5 |
56.2% |
241.2 |
5.1% |
24% |
False |
False |
1,786 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
58.4% |
212.7 |
4.5% |
23% |
False |
False |
1,492 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
58.4% |
198.9 |
4.2% |
23% |
False |
False |
1,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,751.3 |
2.618 |
5,377.5 |
1.618 |
5,148.5 |
1.000 |
5,007.0 |
0.618 |
4,919.5 |
HIGH |
4,778.0 |
0.618 |
4,690.5 |
0.500 |
4,663.5 |
0.382 |
4,636.5 |
LOW |
4,549.0 |
0.618 |
4,407.5 |
1.000 |
4,320.0 |
1.618 |
4,178.5 |
2.618 |
3,949.5 |
4.250 |
3,575.8 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,685.5 |
4,708.0 |
PP |
4,674.5 |
4,704.2 |
S1 |
4,663.5 |
4,700.3 |
|