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 |
1,223.48 |
1,210.84 |
-12.64 |
-1.0% |
1,185.75 |
High |
1,236.53 |
1,229.02 |
-7.51 |
-0.6% |
1,180.09 |
Low |
1,203.72 |
1,176.11 |
-27.61 |
-2.3% |
1,091.04 |
Close |
1,222.38 |
1,180.46 |
-41.92 |
-3.4% |
1,177.87 |
Range |
32.81 |
52.91 |
20.10 |
61.3% |
89.05 |
ATR |
62.49 |
61.80 |
-0.68 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,353.93 |
1,320.10 |
1,209.56 |
|
R3 |
1,301.02 |
1,267.19 |
1,195.01 |
|
R2 |
1,248.11 |
1,248.11 |
1,190.16 |
|
R1 |
1,214.28 |
1,214.28 |
1,185.31 |
1,204.74 |
PP |
1,195.20 |
1,195.20 |
1,195.20 |
1,190.43 |
S1 |
1,161.37 |
1,161.37 |
1,175.61 |
1,151.83 |
S2 |
1,142.29 |
1,142.29 |
1,170.76 |
|
S3 |
1,089.38 |
1,108.46 |
1,165.91 |
|
S4 |
1,036.47 |
1,055.55 |
1,151.36 |
|
|
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 |
13.2% |
51.88 |
4.4% |
54% |
False |
False |
|
10 |
1,251.56 |
1,091.04 |
160.52 |
13.6% |
50.34 |
4.3% |
56% |
False |
False |
|
20 |
1,251.56 |
1,018.86 |
232.70 |
19.7% |
59.66 |
5.1% |
69% |
False |
False |
|
40 |
1,382.65 |
1,018.86 |
363.79 |
30.8% |
62.51 |
5.3% |
44% |
False |
False |
|
60 |
1,773.83 |
1,018.86 |
754.97 |
64.0% |
69.31 |
5.9% |
21% |
False |
False |
|
80 |
1,937.76 |
1,018.86 |
918.90 |
77.8% |
62.47 |
5.3% |
18% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
80.9% |
57.66 |
4.9% |
17% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
80.9% |
55.16 |
4.7% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.89 |
2.618 |
1,367.54 |
1.618 |
1,314.63 |
1.000 |
1,281.93 |
0.618 |
1,261.72 |
HIGH |
1,229.02 |
0.618 |
1,208.81 |
0.500 |
1,202.57 |
0.382 |
1,196.32 |
LOW |
1,176.11 |
0.618 |
1,143.41 |
1.000 |
1,123.20 |
1.618 |
1,090.50 |
2.618 |
1,037.59 |
4.250 |
951.24 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,202.57 |
1,213.84 |
PP |
1,195.20 |
1,202.71 |
S1 |
1,187.83 |
1,191.59 |
|