Trading Metrics calculated at close of trading on 05-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2008 |
05-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,157.75 |
1,134.00 |
-23.75 |
-2.1% |
1,185.75 |
High |
1,169.00 |
1,181.00 |
12.00 |
1.0% |
1,188.25 |
Low |
1,109.00 |
1,095.00 |
-14.00 |
-1.3% |
1,089.50 |
Close |
1,135.00 |
1,178.00 |
43.00 |
3.8% |
1,178.00 |
Range |
60.00 |
86.00 |
26.00 |
43.3% |
98.75 |
ATR |
74.62 |
75.43 |
0.81 |
1.1% |
0.00 |
Volume |
422,325 |
381,601 |
-40,724 |
-9.6% |
1,602,765 |
|
Daily Pivots for day following 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,409.25 |
1,379.75 |
1,225.25 |
|
R3 |
1,323.25 |
1,293.75 |
1,201.75 |
|
R2 |
1,237.25 |
1,237.25 |
1,193.75 |
|
R1 |
1,207.75 |
1,207.75 |
1,186.00 |
1,222.50 |
PP |
1,151.25 |
1,151.25 |
1,151.25 |
1,158.75 |
S1 |
1,121.75 |
1,121.75 |
1,170.00 |
1,136.50 |
S2 |
1,065.25 |
1,065.25 |
1,162.25 |
|
S3 |
979.25 |
1,035.75 |
1,154.25 |
|
S4 |
893.25 |
949.75 |
1,130.75 |
|
|
Weekly Pivots for week ending 05-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,448.25 |
1,411.75 |
1,232.25 |
|
R3 |
1,349.50 |
1,313.00 |
1,205.25 |
|
R2 |
1,250.75 |
1,250.75 |
1,196.00 |
|
R1 |
1,214.25 |
1,214.25 |
1,187.00 |
1,183.00 |
PP |
1,152.00 |
1,152.00 |
1,152.00 |
1,136.25 |
S1 |
1,115.50 |
1,115.50 |
1,169.00 |
1,084.50 |
S2 |
1,053.25 |
1,053.25 |
1,160.00 |
|
S3 |
954.50 |
1,016.75 |
1,150.75 |
|
S4 |
855.75 |
918.00 |
1,123.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,188.25 |
1,089.50 |
98.75 |
8.4% |
72.25 |
6.1% |
90% |
False |
False |
320,553 |
10 |
1,199.50 |
1,017.75 |
181.75 |
15.4% |
68.50 |
5.8% |
88% |
False |
False |
380,757 |
20 |
1,321.25 |
1,017.75 |
303.50 |
25.8% |
73.25 |
6.2% |
53% |
False |
False |
395,079 |
40 |
1,499.00 |
1,017.75 |
481.25 |
40.9% |
86.50 |
7.3% |
33% |
False |
False |
447,094 |
60 |
1,801.50 |
1,017.75 |
783.75 |
66.5% |
86.50 |
7.3% |
20% |
False |
False |
472,605 |
80 |
1,985.25 |
1,017.75 |
967.50 |
82.1% |
75.50 |
6.4% |
17% |
False |
False |
354,900 |
100 |
1,985.25 |
1,017.75 |
967.50 |
82.1% |
69.00 |
5.9% |
17% |
False |
False |
284,004 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,546.50 |
2.618 |
1,406.25 |
1.618 |
1,320.25 |
1.000 |
1,267.00 |
0.618 |
1,234.25 |
HIGH |
1,181.00 |
0.618 |
1,148.25 |
0.500 |
1,138.00 |
0.382 |
1,127.75 |
LOW |
1,095.00 |
0.618 |
1,041.75 |
1.000 |
1,009.00 |
1.618 |
955.75 |
2.618 |
869.75 |
4.250 |
729.50 |
|
|
Fisher Pivots for day following 05-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,164.75 |
1,164.75 |
PP |
1,151.25 |
1,151.25 |
S1 |
1,138.00 |
1,138.00 |
|