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 |
4,333.5 |
4,327.5 |
-6.0 |
-0.1% |
4,197.0 |
High |
4,375.0 |
4,404.0 |
29.0 |
0.7% |
4,235.5 |
Low |
4,303.0 |
4,277.0 |
-26.0 |
-0.6% |
3,950.0 |
Close |
4,331.5 |
4,354.5 |
23.0 |
0.5% |
3,993.0 |
Range |
72.0 |
127.0 |
55.0 |
76.4% |
285.5 |
ATR |
203.1 |
197.7 |
-5.4 |
-2.7% |
0.0 |
Volume |
7,694 |
15,647 |
7,953 |
103.4% |
14,717 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,726.0 |
4,667.5 |
4,424.5 |
|
R3 |
4,599.0 |
4,540.5 |
4,389.5 |
|
R2 |
4,472.0 |
4,472.0 |
4,378.0 |
|
R1 |
4,413.5 |
4,413.5 |
4,366.0 |
4,443.0 |
PP |
4,345.0 |
4,345.0 |
4,345.0 |
4,360.0 |
S1 |
4,286.5 |
4,286.5 |
4,343.0 |
4,316.0 |
S2 |
4,218.0 |
4,218.0 |
4,331.0 |
|
S3 |
4,091.0 |
4,159.5 |
4,319.5 |
|
S4 |
3,964.0 |
4,032.5 |
4,284.5 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,916.0 |
4,740.0 |
4,150.0 |
|
R3 |
4,630.5 |
4,454.5 |
4,071.5 |
|
R2 |
4,345.0 |
4,345.0 |
4,045.5 |
|
R1 |
4,169.0 |
4,169.0 |
4,019.0 |
4,114.0 |
PP |
4,059.5 |
4,059.5 |
4,059.5 |
4,032.0 |
S1 |
3,883.5 |
3,883.5 |
3,967.0 |
3,829.0 |
S2 |
3,774.0 |
3,774.0 |
3,940.5 |
|
S3 |
3,488.5 |
3,598.0 |
3,914.5 |
|
S4 |
3,203.0 |
3,312.5 |
3,836.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,404.0 |
3,988.0 |
416.0 |
9.6% |
139.0 |
3.2% |
88% |
True |
False |
6,079 |
10 |
4,404.0 |
3,950.0 |
454.0 |
10.4% |
161.0 |
3.7% |
89% |
True |
False |
4,283 |
20 |
4,404.0 |
3,672.5 |
731.5 |
16.8% |
170.5 |
3.9% |
93% |
True |
False |
2,286 |
40 |
4,644.5 |
3,672.5 |
972.0 |
22.3% |
182.0 |
4.2% |
70% |
False |
False |
1,223 |
60 |
5,442.5 |
3,672.5 |
1,770.0 |
40.6% |
197.0 |
4.5% |
39% |
False |
False |
1,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,944.0 |
2.618 |
4,736.5 |
1.618 |
4,609.5 |
1.000 |
4,531.0 |
0.618 |
4,482.5 |
HIGH |
4,404.0 |
0.618 |
4,355.5 |
0.500 |
4,340.5 |
0.382 |
4,325.5 |
LOW |
4,277.0 |
0.618 |
4,198.5 |
1.000 |
4,150.0 |
1.618 |
4,071.5 |
2.618 |
3,944.5 |
4.250 |
3,737.0 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,350.0 |
4,338.0 |
PP |
4,345.0 |
4,322.0 |
S1 |
4,340.5 |
4,305.5 |
|