Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,637.65 |
8,934.10 |
296.45 |
3.4% |
8,826.89 |
High |
9,026.41 |
8,934.10 |
-92.31 |
-1.0% |
8,827.05 |
Low |
8,637.49 |
8,651.74 |
14.25 |
0.2% |
8,118.50 |
Close |
8,934.18 |
8,691.33 |
-242.85 |
-2.7% |
8,635.42 |
Range |
388.92 |
282.36 |
-106.56 |
-27.4% |
708.55 |
ATR |
454.69 |
442.38 |
-12.30 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,606.14 |
9,431.09 |
8,846.63 |
|
R3 |
9,323.78 |
9,148.73 |
8,768.98 |
|
R2 |
9,041.42 |
9,041.42 |
8,743.10 |
|
R1 |
8,866.37 |
8,866.37 |
8,717.21 |
8,812.72 |
PP |
8,759.06 |
8,759.06 |
8,759.06 |
8,732.23 |
S1 |
8,584.01 |
8,584.01 |
8,665.45 |
8,530.36 |
S2 |
8,476.70 |
8,476.70 |
8,639.56 |
|
S3 |
8,194.34 |
8,301.65 |
8,613.68 |
|
S4 |
7,911.98 |
8,019.29 |
8,536.03 |
|
|
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 |
10.4% |
400.38 |
4.6% |
63% |
False |
False |
|
10 |
9,026.41 |
8,118.50 |
907.91 |
10.4% |
388.13 |
4.5% |
63% |
False |
False |
|
20 |
9,026.41 |
7,449.38 |
1,577.03 |
18.1% |
452.02 |
5.2% |
79% |
False |
False |
|
40 |
9,794.37 |
7,449.38 |
2,344.99 |
27.0% |
474.39 |
5.5% |
53% |
False |
False |
|
60 |
11,483.05 |
7,449.38 |
4,033.67 |
46.4% |
491.92 |
5.7% |
31% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
49.9% |
428.52 |
4.9% |
29% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
50.8% |
384.68 |
4.4% |
28% |
False |
False |
|
120 |
12,062.19 |
7,449.38 |
4,612.81 |
53.1% |
357.11 |
4.1% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,134.13 |
2.618 |
9,673.32 |
1.618 |
9,390.96 |
1.000 |
9,216.46 |
0.618 |
9,108.60 |
HIGH |
8,934.10 |
0.618 |
8,826.24 |
0.500 |
8,792.92 |
0.382 |
8,759.60 |
LOW |
8,651.74 |
0.618 |
8,477.24 |
1.000 |
8,369.38 |
1.618 |
8,194.88 |
2.618 |
7,912.52 |
4.250 |
7,451.71 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,792.92 |
8,651.71 |
PP |
8,759.06 |
8,612.08 |
S1 |
8,725.19 |
8,572.46 |
|