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 |
3,636.0 |
3,503.0 |
-133.0 |
-3.7% |
3,568.0 |
High |
3,646.0 |
3,542.0 |
-104.0 |
-2.9% |
3,653.0 |
Low |
3,528.0 |
3,443.0 |
-85.0 |
-2.4% |
3,443.0 |
Close |
3,553.0 |
3,499.0 |
-54.0 |
-1.5% |
3,499.0 |
Range |
118.0 |
99.0 |
-19.0 |
-16.1% |
210.0 |
ATR |
116.0 |
115.6 |
-0.4 |
-0.4% |
0.0 |
Volume |
1,658 |
3,052 |
1,394 |
84.1% |
8,431 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,791.7 |
3,744.3 |
3,553.5 |
|
R3 |
3,692.7 |
3,645.3 |
3,526.2 |
|
R2 |
3,593.7 |
3,593.7 |
3,517.2 |
|
R1 |
3,546.3 |
3,546.3 |
3,508.1 |
3,520.5 |
PP |
3,494.7 |
3,494.7 |
3,494.7 |
3,481.8 |
S1 |
3,447.3 |
3,447.3 |
3,489.9 |
3,421.5 |
S2 |
3,395.7 |
3,395.7 |
3,480.9 |
|
S3 |
3,296.7 |
3,348.3 |
3,471.8 |
|
S4 |
3,197.7 |
3,249.3 |
3,444.6 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,161.7 |
4,040.3 |
3,614.5 |
|
R3 |
3,951.7 |
3,830.3 |
3,556.8 |
|
R2 |
3,741.7 |
3,741.7 |
3,537.5 |
|
R1 |
3,620.3 |
3,620.3 |
3,518.3 |
3,576.0 |
PP |
3,531.7 |
3,531.7 |
3,531.7 |
3,509.5 |
S1 |
3,410.3 |
3,410.3 |
3,479.8 |
3,366.0 |
S2 |
3,321.7 |
3,321.7 |
3,460.5 |
|
S3 |
3,111.7 |
3,200.3 |
3,441.3 |
|
S4 |
2,901.7 |
2,990.3 |
3,383.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,653.0 |
3,443.0 |
210.0 |
6.0% |
101.8 |
2.9% |
27% |
False |
True |
1,686 |
10 |
3,687.0 |
3,443.0 |
244.0 |
7.0% |
83.9 |
2.4% |
23% |
False |
True |
901 |
20 |
3,719.0 |
3,229.0 |
490.0 |
14.0% |
73.6 |
2.1% |
55% |
False |
False |
1,721 |
40 |
4,326.0 |
3,229.0 |
1,097.0 |
31.4% |
50.8 |
1.5% |
25% |
False |
False |
3,076 |
60 |
5,073.0 |
3,229.0 |
1,844.0 |
52.7% |
47.4 |
1.4% |
15% |
False |
False |
2,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,962.8 |
2.618 |
3,801.2 |
1.618 |
3,702.2 |
1.000 |
3,641.0 |
0.618 |
3,603.2 |
HIGH |
3,542.0 |
0.618 |
3,504.2 |
0.500 |
3,492.5 |
0.382 |
3,480.8 |
LOW |
3,443.0 |
0.618 |
3,381.8 |
1.000 |
3,344.0 |
1.618 |
3,282.8 |
2.618 |
3,183.8 |
4.250 |
3,022.3 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,496.8 |
3,544.5 |
PP |
3,494.7 |
3,529.3 |
S1 |
3,492.5 |
3,514.2 |
|