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 |
8,700 |
8,719 |
19 |
0.2% |
8,767 |
High |
8,857 |
8,792 |
-65 |
-0.7% |
8,789 |
Low |
8,617 |
8,491 |
-126 |
-1.5% |
8,100 |
Close |
8,692 |
8,570 |
-122 |
-1.4% |
8,594 |
Range |
240 |
301 |
61 |
25.4% |
689 |
ATR |
457 |
446 |
-11 |
-2.4% |
0 |
Volume |
1,456 |
5,802 |
4,346 |
298.5% |
2,692 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,521 |
9,346 |
8,736 |
|
R3 |
9,220 |
9,045 |
8,653 |
|
R2 |
8,919 |
8,919 |
8,625 |
|
R1 |
8,744 |
8,744 |
8,598 |
8,681 |
PP |
8,618 |
8,618 |
8,618 |
8,586 |
S1 |
8,443 |
8,443 |
8,543 |
8,380 |
S2 |
8,317 |
8,317 |
8,515 |
|
S3 |
8,016 |
8,142 |
8,487 |
|
S4 |
7,715 |
7,841 |
8,405 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,561 |
10,267 |
8,973 |
|
R3 |
9,872 |
9,578 |
8,784 |
|
R2 |
9,183 |
9,183 |
8,720 |
|
R1 |
8,889 |
8,889 |
8,657 |
8,692 |
PP |
8,494 |
8,494 |
8,494 |
8,396 |
S1 |
8,200 |
8,200 |
8,531 |
8,003 |
S2 |
7,805 |
7,805 |
8,468 |
|
S3 |
7,116 |
7,511 |
8,405 |
|
S4 |
6,427 |
6,822 |
8,215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,005 |
8,100 |
905 |
10.6% |
363 |
4.2% |
52% |
False |
False |
2,024 |
10 |
9,005 |
8,100 |
905 |
10.6% |
378 |
4.4% |
52% |
False |
False |
1,230 |
20 |
9,005 |
7,398 |
1,607 |
18.8% |
465 |
5.4% |
73% |
False |
False |
845 |
40 |
9,612 |
7,398 |
2,214 |
25.8% |
497 |
5.8% |
53% |
False |
False |
501 |
60 |
11,540 |
7,398 |
4,142 |
48.3% |
530 |
6.2% |
28% |
False |
False |
454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,071 |
2.618 |
9,580 |
1.618 |
9,279 |
1.000 |
9,093 |
0.618 |
8,978 |
HIGH |
8,792 |
0.618 |
8,677 |
0.500 |
8,642 |
0.382 |
8,606 |
LOW |
8,491 |
0.618 |
8,305 |
1.000 |
8,190 |
1.618 |
8,004 |
2.618 |
7,703 |
4.250 |
7,212 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,642 |
8,700 |
PP |
8,618 |
8,657 |
S1 |
8,594 |
8,613 |
|