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 |
8,934.10 |
8,693.00 |
-241.10 |
-2.7% |
8,826.89 |
High |
8,934.10 |
8,879.22 |
-54.88 |
-0.6% |
8,827.05 |
Low |
8,651.74 |
8,646.33 |
-5.41 |
-0.1% |
8,118.50 |
Close |
8,691.33 |
8,761.42 |
70.09 |
0.8% |
8,635.42 |
Range |
282.36 |
232.89 |
-49.47 |
-17.5% |
708.55 |
ATR |
442.38 |
427.42 |
-14.96 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,460.99 |
9,344.10 |
8,889.51 |
|
R3 |
9,228.10 |
9,111.21 |
8,825.46 |
|
R2 |
8,995.21 |
8,995.21 |
8,804.12 |
|
R1 |
8,878.32 |
8,878.32 |
8,782.77 |
8,936.77 |
PP |
8,762.32 |
8,762.32 |
8,762.32 |
8,791.55 |
S1 |
8,645.43 |
8,645.43 |
8,740.07 |
8,703.88 |
S2 |
8,529.43 |
8,529.43 |
8,718.72 |
|
S3 |
8,296.54 |
8,412.54 |
8,697.38 |
|
S4 |
8,063.65 |
8,179.65 |
8,633.33 |
|
|
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% |
368.95 |
4.2% |
71% |
False |
False |
|
10 |
9,026.41 |
8,118.50 |
907.91 |
10.4% |
378.82 |
4.3% |
71% |
False |
False |
|
20 |
9,026.41 |
7,449.38 |
1,577.03 |
18.0% |
448.30 |
5.1% |
83% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.2% |
462.49 |
5.3% |
60% |
False |
False |
|
60 |
11,483.05 |
7,449.38 |
4,033.67 |
46.0% |
489.96 |
5.6% |
33% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
49.5% |
428.22 |
4.9% |
30% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
50.4% |
385.65 |
4.4% |
30% |
False |
False |
|
120 |
11,924.19 |
7,449.38 |
4,474.81 |
51.1% |
357.03 |
4.1% |
29% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,869.00 |
2.618 |
9,488.93 |
1.618 |
9,256.04 |
1.000 |
9,112.11 |
0.618 |
9,023.15 |
HIGH |
8,879.22 |
0.618 |
8,790.26 |
0.500 |
8,762.78 |
0.382 |
8,735.29 |
LOW |
8,646.33 |
0.618 |
8,502.40 |
1.000 |
8,413.44 |
1.618 |
8,269.51 |
2.618 |
8,036.62 |
4.250 |
7,656.55 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,762.78 |
8,831.95 |
PP |
8,762.32 |
8,808.44 |
S1 |
8,761.87 |
8,784.93 |
|