Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,587.07 |
8,376.08 |
-210.99 |
-2.5% |
8,826.89 |
High |
8,631.99 |
8,686.47 |
54.48 |
0.6% |
8,827.05 |
Low |
8,259.40 |
8,118.50 |
-140.90 |
-1.7% |
8,118.50 |
Close |
8,376.24 |
8,635.42 |
259.18 |
3.1% |
8,635.42 |
Range |
372.59 |
567.97 |
195.38 |
52.4% |
708.55 |
ATR |
451.25 |
459.59 |
8.34 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,184.04 |
9,977.70 |
8,947.80 |
|
R3 |
9,616.07 |
9,409.73 |
8,791.61 |
|
R2 |
9,048.10 |
9,048.10 |
8,739.55 |
|
R1 |
8,841.76 |
8,841.76 |
8,687.48 |
8,944.93 |
PP |
8,480.13 |
8,480.13 |
8,480.13 |
8,531.72 |
S1 |
8,273.79 |
8,273.79 |
8,583.36 |
8,376.96 |
S2 |
7,912.16 |
7,912.16 |
8,531.29 |
|
S3 |
7,344.19 |
7,705.82 |
8,479.23 |
|
S4 |
6,776.22 |
7,137.85 |
8,323.04 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,652.64 |
10,352.58 |
9,025.12 |
|
R3 |
9,944.09 |
9,644.03 |
8,830.27 |
|
R2 |
9,235.54 |
9,235.54 |
8,765.32 |
|
R1 |
8,935.48 |
8,935.48 |
8,700.37 |
8,731.24 |
PP |
8,526.99 |
8,526.99 |
8,526.99 |
8,424.87 |
S1 |
8,226.93 |
8,226.93 |
8,570.47 |
8,022.69 |
S2 |
7,818.44 |
7,818.44 |
8,505.52 |
|
S3 |
7,109.89 |
7,518.38 |
8,440.57 |
|
S4 |
6,401.34 |
6,809.83 |
8,245.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,827.05 |
8,118.50 |
708.55 |
8.2% |
461.99 |
5.3% |
73% |
False |
True |
|
10 |
8,831.35 |
7,449.38 |
1,381.97 |
16.0% |
438.33 |
5.1% |
86% |
False |
False |
|
20 |
9,159.58 |
7,449.38 |
1,710.20 |
19.8% |
451.69 |
5.2% |
69% |
False |
False |
|
40 |
9,794.37 |
7,449.38 |
2,344.99 |
27.2% |
507.22 |
5.9% |
51% |
False |
False |
|
60 |
11,483.05 |
7,449.38 |
4,033.67 |
46.7% |
492.04 |
5.7% |
29% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
50.3% |
424.84 |
4.9% |
27% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
51.2% |
381.62 |
4.4% |
27% |
False |
False |
|
120 |
12,158.68 |
7,449.38 |
4,709.30 |
54.5% |
354.03 |
4.1% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,100.34 |
2.618 |
10,173.42 |
1.618 |
9,605.45 |
1.000 |
9,254.44 |
0.618 |
9,037.48 |
HIGH |
8,686.47 |
0.618 |
8,469.51 |
0.500 |
8,402.49 |
0.382 |
8,335.46 |
LOW |
8,118.50 |
0.618 |
7,767.49 |
1.000 |
7,550.53 |
1.618 |
7,199.52 |
2.618 |
6,631.55 |
4.250 |
5,704.63 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,557.78 |
8,557.78 |
PP |
8,480.13 |
8,480.13 |
S1 |
8,402.49 |
8,402.49 |
|