Trading Metrics calculated at close of trading on 08-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2008 |
08-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,134.00 |
1,177.00 |
43.00 |
3.8% |
1,185.75 |
High |
1,181.00 |
1,237.75 |
56.75 |
4.8% |
1,188.25 |
Low |
1,095.00 |
1,170.75 |
75.75 |
6.9% |
1,089.50 |
Close |
1,178.00 |
1,212.00 |
34.00 |
2.9% |
1,178.00 |
Range |
86.00 |
67.00 |
-19.00 |
-22.1% |
98.75 |
ATR |
75.43 |
74.83 |
-0.60 |
-0.8% |
0.00 |
Volume |
381,601 |
440,158 |
58,557 |
15.3% |
1,602,765 |
|
Daily Pivots for day following 08-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.75 |
1,377.00 |
1,248.75 |
|
R3 |
1,340.75 |
1,310.00 |
1,230.50 |
|
R2 |
1,273.75 |
1,273.75 |
1,224.25 |
|
R1 |
1,243.00 |
1,243.00 |
1,218.25 |
1,258.50 |
PP |
1,206.75 |
1,206.75 |
1,206.75 |
1,214.50 |
S1 |
1,176.00 |
1,176.00 |
1,205.75 |
1,191.50 |
S2 |
1,139.75 |
1,139.75 |
1,199.75 |
|
S3 |
1,072.75 |
1,109.00 |
1,193.50 |
|
S4 |
1,005.75 |
1,042.00 |
1,175.25 |
|
|
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 |
1,237.75 |
1,089.50 |
148.25 |
12.2% |
66.00 |
5.4% |
83% |
True |
False |
391,185 |
10 |
1,237.75 |
1,072.25 |
165.50 |
13.7% |
67.75 |
5.6% |
84% |
True |
False |
366,291 |
20 |
1,321.25 |
1,017.75 |
303.50 |
25.0% |
74.00 |
6.1% |
64% |
False |
False |
393,961 |
40 |
1,499.00 |
1,017.75 |
481.25 |
39.7% |
85.00 |
7.0% |
40% |
False |
False |
443,180 |
60 |
1,801.50 |
1,017.75 |
783.75 |
64.7% |
87.00 |
7.2% |
25% |
False |
False |
473,787 |
80 |
1,985.25 |
1,017.75 |
967.50 |
79.8% |
75.75 |
6.3% |
20% |
False |
False |
360,399 |
100 |
1,985.25 |
1,017.75 |
967.50 |
79.8% |
69.00 |
5.7% |
20% |
False |
False |
288,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,522.50 |
2.618 |
1,413.25 |
1.618 |
1,346.25 |
1.000 |
1,304.75 |
0.618 |
1,279.25 |
HIGH |
1,237.75 |
0.618 |
1,212.25 |
0.500 |
1,204.25 |
0.382 |
1,196.25 |
LOW |
1,170.75 |
0.618 |
1,129.25 |
1.000 |
1,103.75 |
1.618 |
1,062.25 |
2.618 |
995.25 |
4.250 |
886.00 |
|
|
Fisher Pivots for day following 08-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,209.50 |
1,196.75 |
PP |
1,206.75 |
1,181.50 |
S1 |
1,204.25 |
1,166.50 |
|