Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,376.08 |
8,637.65 |
261.57 |
3.1% |
8,826.89 |
High |
8,686.47 |
9,026.41 |
339.94 |
3.9% |
8,827.05 |
Low |
8,118.50 |
8,637.49 |
518.99 |
6.4% |
8,118.50 |
Close |
8,635.42 |
8,934.18 |
298.76 |
3.5% |
8,635.42 |
Range |
567.97 |
388.92 |
-179.05 |
-31.5% |
708.55 |
ATR |
459.59 |
454.69 |
-4.90 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,032.79 |
9,872.40 |
9,148.09 |
|
R3 |
9,643.87 |
9,483.48 |
9,041.13 |
|
R2 |
9,254.95 |
9,254.95 |
9,005.48 |
|
R1 |
9,094.56 |
9,094.56 |
8,969.83 |
9,174.76 |
PP |
8,866.03 |
8,866.03 |
8,866.03 |
8,906.12 |
S1 |
8,705.64 |
8,705.64 |
8,898.53 |
8,785.84 |
S2 |
8,477.11 |
8,477.11 |
8,862.88 |
|
S3 |
8,088.19 |
8,316.72 |
8,827.23 |
|
S4 |
7,699.27 |
7,927.80 |
8,720.27 |
|
|
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 |
9,026.41 |
8,118.50 |
907.91 |
10.2% |
402.64 |
4.5% |
90% |
True |
False |
|
10 |
9,026.41 |
8,048.09 |
978.32 |
11.0% |
414.98 |
4.6% |
91% |
True |
False |
|
20 |
9,159.58 |
7,449.38 |
1,710.20 |
19.1% |
457.85 |
5.1% |
87% |
False |
False |
|
40 |
9,794.37 |
7,449.38 |
2,344.99 |
26.2% |
491.48 |
5.5% |
63% |
False |
False |
|
60 |
11,483.05 |
7,449.38 |
4,033.67 |
45.1% |
495.53 |
5.5% |
37% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
48.6% |
426.36 |
4.8% |
34% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
49.4% |
383.14 |
4.3% |
34% |
False |
False |
|
120 |
12,114.79 |
7,449.38 |
4,665.41 |
52.2% |
355.90 |
4.0% |
32% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,679.32 |
2.618 |
10,044.60 |
1.618 |
9,655.68 |
1.000 |
9,415.33 |
0.618 |
9,266.76 |
HIGH |
9,026.41 |
0.618 |
8,877.84 |
0.500 |
8,831.95 |
0.382 |
8,786.06 |
LOW |
8,637.49 |
0.618 |
8,397.14 |
1.000 |
8,248.57 |
1.618 |
8,008.22 |
2.618 |
7,619.30 |
4.250 |
6,984.58 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,900.10 |
8,813.61 |
PP |
8,866.03 |
8,693.03 |
S1 |
8,831.95 |
8,572.46 |
|