Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,204.72 |
1,223.48 |
18.76 |
1.6% |
1,185.75 |
High |
1,251.56 |
1,236.53 |
-15.03 |
-1.2% |
1,180.09 |
Low |
1,202.14 |
1,203.72 |
1.58 |
0.1% |
1,091.04 |
Close |
1,212.45 |
1,222.38 |
9.93 |
0.8% |
1,177.87 |
Range |
49.42 |
32.81 |
-16.61 |
-33.6% |
89.05 |
ATR |
64.77 |
62.49 |
-2.28 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,319.31 |
1,303.65 |
1,240.43 |
|
R3 |
1,286.50 |
1,270.84 |
1,231.40 |
|
R2 |
1,253.69 |
1,253.69 |
1,228.40 |
|
R1 |
1,238.03 |
1,238.03 |
1,225.39 |
1,229.46 |
PP |
1,220.88 |
1,220.88 |
1,220.88 |
1,216.59 |
S1 |
1,205.22 |
1,205.22 |
1,219.37 |
1,196.65 |
S2 |
1,188.07 |
1,188.07 |
1,216.36 |
|
S3 |
1,155.26 |
1,172.41 |
1,213.36 |
|
S4 |
1,122.45 |
1,139.60 |
1,204.33 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,416.82 |
1,386.39 |
1,226.85 |
|
R3 |
1,327.77 |
1,297.34 |
1,202.36 |
|
R2 |
1,238.72 |
1,238.72 |
1,194.20 |
|
R1 |
1,208.29 |
1,208.29 |
1,186.03 |
1,178.98 |
PP |
1,149.67 |
1,149.67 |
1,149.67 |
1,135.01 |
S1 |
1,119.24 |
1,119.24 |
1,169.71 |
1,089.93 |
S2 |
1,060.62 |
1,060.62 |
1,161.54 |
|
S3 |
971.57 |
1,030.19 |
1,153.38 |
|
S4 |
882.52 |
941.14 |
1,128.89 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,251.56 |
1,096.09 |
155.47 |
12.7% |
52.90 |
4.3% |
81% |
False |
False |
|
10 |
1,251.56 |
1,091.04 |
160.52 |
13.1% |
51.66 |
4.2% |
82% |
False |
False |
|
20 |
1,251.56 |
1,018.86 |
232.70 |
19.0% |
59.31 |
4.9% |
87% |
False |
False |
|
40 |
1,382.65 |
1,018.86 |
363.79 |
29.8% |
63.99 |
5.2% |
56% |
False |
False |
|
60 |
1,773.83 |
1,018.86 |
754.97 |
61.8% |
69.69 |
5.7% |
27% |
False |
False |
|
80 |
1,937.76 |
1,018.86 |
918.90 |
75.2% |
62.21 |
5.1% |
22% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
78.1% |
57.50 |
4.7% |
21% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
78.1% |
54.97 |
4.5% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,375.97 |
2.618 |
1,322.43 |
1.618 |
1,289.62 |
1.000 |
1,269.34 |
0.618 |
1,256.81 |
HIGH |
1,236.53 |
0.618 |
1,224.00 |
0.500 |
1,220.13 |
0.382 |
1,216.25 |
LOW |
1,203.72 |
0.618 |
1,183.44 |
1.000 |
1,170.91 |
1.618 |
1,150.63 |
2.618 |
1,117.82 |
4.250 |
1,064.28 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,221.63 |
1,224.24 |
PP |
1,220.88 |
1,223.62 |
S1 |
1,220.13 |
1,223.00 |
|