Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,750.13 |
8,563.10 |
-187.03 |
-2.1% |
8,637.65 |
High |
8,809.45 |
8,682.57 |
-126.88 |
-1.4% |
9,026.41 |
Low |
8,512.76 |
8,347.81 |
-164.95 |
-1.9% |
8,347.81 |
Close |
8,565.09 |
8,629.68 |
64.59 |
0.8% |
8,629.68 |
Range |
296.69 |
334.76 |
38.07 |
12.8% |
678.60 |
ATR |
418.08 |
412.13 |
-5.95 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,557.63 |
9,428.42 |
8,813.80 |
|
R3 |
9,222.87 |
9,093.66 |
8,721.74 |
|
R2 |
8,888.11 |
8,888.11 |
8,691.05 |
|
R1 |
8,758.90 |
8,758.90 |
8,660.37 |
8,823.51 |
PP |
8,553.35 |
8,553.35 |
8,553.35 |
8,585.66 |
S1 |
8,424.14 |
8,424.14 |
8,598.99 |
8,488.75 |
S2 |
8,218.59 |
8,218.59 |
8,568.31 |
|
S3 |
7,883.83 |
8,089.38 |
8,537.62 |
|
S4 |
7,549.07 |
7,754.62 |
8,445.56 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,703.77 |
10,345.32 |
9,002.91 |
|
R3 |
10,025.17 |
9,666.72 |
8,816.30 |
|
R2 |
9,346.57 |
9,346.57 |
8,754.09 |
|
R1 |
8,988.12 |
8,988.12 |
8,691.89 |
8,828.05 |
PP |
8,667.97 |
8,667.97 |
8,667.97 |
8,587.93 |
S1 |
8,309.52 |
8,309.52 |
8,567.48 |
8,149.45 |
S2 |
7,989.37 |
7,989.37 |
8,505.27 |
|
S3 |
7,310.77 |
7,630.92 |
8,443.07 |
|
S4 |
6,632.17 |
6,952.32 |
8,256.45 |
|
|
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 |
8,347.81 |
678.60 |
7.9% |
307.12 |
3.6% |
42% |
False |
True |
|
10 |
9,026.41 |
8,118.50 |
907.91 |
10.5% |
384.56 |
4.5% |
56% |
False |
False |
|
20 |
9,026.41 |
7,449.38 |
1,577.03 |
18.3% |
413.35 |
4.8% |
75% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.5% |
438.42 |
5.1% |
54% |
False |
False |
|
60 |
11,483.05 |
7,449.38 |
4,033.67 |
46.7% |
482.51 |
5.6% |
29% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
50.3% |
432.08 |
5.0% |
27% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
51.2% |
388.27 |
4.5% |
27% |
False |
False |
|
120 |
11,924.19 |
7,449.38 |
4,474.81 |
51.9% |
360.20 |
4.2% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,105.30 |
2.618 |
9,558.97 |
1.618 |
9,224.21 |
1.000 |
9,017.33 |
0.618 |
8,889.45 |
HIGH |
8,682.57 |
0.618 |
8,554.69 |
0.500 |
8,515.19 |
0.382 |
8,475.69 |
LOW |
8,347.81 |
0.618 |
8,140.93 |
1.000 |
8,013.05 |
1.618 |
7,806.17 |
2.618 |
7,471.41 |
4.250 |
6,925.08 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,591.52 |
8,624.29 |
PP |
8,553.35 |
8,618.90 |
S1 |
8,515.19 |
8,613.52 |
|