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 |
8,693.00 |
8,750.13 |
57.13 |
0.7% |
8,826.89 |
High |
8,879.22 |
8,809.45 |
-69.77 |
-0.8% |
8,827.05 |
Low |
8,646.33 |
8,512.76 |
-133.57 |
-1.5% |
8,118.50 |
Close |
8,761.42 |
8,565.09 |
-196.33 |
-2.2% |
8,635.42 |
Range |
232.89 |
296.69 |
63.80 |
27.4% |
708.55 |
ATR |
427.42 |
418.08 |
-9.34 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,519.17 |
9,338.82 |
8,728.27 |
|
R3 |
9,222.48 |
9,042.13 |
8,646.68 |
|
R2 |
8,925.79 |
8,925.79 |
8,619.48 |
|
R1 |
8,745.44 |
8,745.44 |
8,592.29 |
8,687.27 |
PP |
8,629.10 |
8,629.10 |
8,629.10 |
8,600.02 |
S1 |
8,448.75 |
8,448.75 |
8,537.89 |
8,390.58 |
S2 |
8,332.41 |
8,332.41 |
8,510.70 |
|
S3 |
8,035.72 |
8,152.06 |
8,483.50 |
|
S4 |
7,739.03 |
7,855.37 |
8,401.91 |
|
|
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 |
10.6% |
353.77 |
4.1% |
49% |
False |
False |
|
10 |
9,026.41 |
8,118.50 |
907.91 |
10.6% |
366.95 |
4.3% |
49% |
False |
False |
|
20 |
9,026.41 |
7,449.38 |
1,577.03 |
18.4% |
442.17 |
5.2% |
71% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.7% |
450.44 |
5.3% |
51% |
False |
False |
|
60 |
11,483.05 |
7,449.38 |
4,033.67 |
47.1% |
487.21 |
5.7% |
28% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
50.7% |
429.94 |
5.0% |
26% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
51.6% |
386.32 |
4.5% |
25% |
False |
False |
|
120 |
11,924.19 |
7,449.38 |
4,474.81 |
52.2% |
358.90 |
4.2% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,070.38 |
2.618 |
9,586.18 |
1.618 |
9,289.49 |
1.000 |
9,106.14 |
0.618 |
8,992.80 |
HIGH |
8,809.45 |
0.618 |
8,696.11 |
0.500 |
8,661.11 |
0.382 |
8,626.10 |
LOW |
8,512.76 |
0.618 |
8,329.41 |
1.000 |
8,216.07 |
1.618 |
8,032.72 |
2.618 |
7,736.03 |
4.250 |
7,251.83 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,661.11 |
8,723.43 |
PP |
8,629.10 |
8,670.65 |
S1 |
8,597.10 |
8,617.87 |
|