Trading Metrics calculated at close of trading on 09-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2008 |
09-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,177.00 |
1,213.75 |
36.75 |
3.1% |
1,185.75 |
High |
1,237.75 |
1,252.50 |
14.75 |
1.2% |
1,188.25 |
Low |
1,170.75 |
1,200.50 |
29.75 |
2.5% |
1,089.50 |
Close |
1,212.00 |
1,217.00 |
5.00 |
0.4% |
1,178.00 |
Range |
67.00 |
52.00 |
-15.00 |
-22.4% |
98.75 |
ATR |
74.83 |
73.20 |
-1.63 |
-2.2% |
0.00 |
Volume |
440,158 |
383,648 |
-56,510 |
-12.8% |
1,602,765 |
|
Daily Pivots for day following 09-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.25 |
1,350.25 |
1,245.50 |
|
R3 |
1,327.25 |
1,298.25 |
1,231.25 |
|
R2 |
1,275.25 |
1,275.25 |
1,226.50 |
|
R1 |
1,246.25 |
1,246.25 |
1,221.75 |
1,260.75 |
PP |
1,223.25 |
1,223.25 |
1,223.25 |
1,230.50 |
S1 |
1,194.25 |
1,194.25 |
1,212.25 |
1,208.75 |
S2 |
1,171.25 |
1,171.25 |
1,207.50 |
|
S3 |
1,119.25 |
1,142.25 |
1,202.75 |
|
S4 |
1,067.25 |
1,090.25 |
1,188.50 |
|
|
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 |
1,252.50 |
1,095.00 |
157.50 |
12.9% |
67.00 |
5.5% |
77% |
True |
False |
400,830 |
10 |
1,252.50 |
1,089.50 |
163.00 |
13.4% |
63.75 |
5.2% |
78% |
True |
False |
353,517 |
20 |
1,262.00 |
1,017.75 |
244.25 |
20.1% |
72.50 |
5.9% |
82% |
False |
False |
396,236 |
40 |
1,499.00 |
1,017.75 |
481.25 |
39.5% |
82.25 |
6.8% |
41% |
False |
False |
432,043 |
60 |
1,801.50 |
1,017.75 |
783.75 |
64.4% |
87.00 |
7.1% |
25% |
False |
False |
473,248 |
80 |
1,985.25 |
1,017.75 |
967.50 |
79.5% |
76.00 |
6.2% |
21% |
False |
False |
365,185 |
100 |
1,985.25 |
1,017.75 |
967.50 |
79.5% |
69.25 |
5.7% |
21% |
False |
False |
292,232 |
120 |
1,985.25 |
1,017.75 |
967.50 |
79.5% |
65.25 |
5.4% |
21% |
False |
False |
243,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,473.50 |
2.618 |
1,388.75 |
1.618 |
1,336.75 |
1.000 |
1,304.50 |
0.618 |
1,284.75 |
HIGH |
1,252.50 |
0.618 |
1,232.75 |
0.500 |
1,226.50 |
0.382 |
1,220.25 |
LOW |
1,200.50 |
0.618 |
1,168.25 |
1.000 |
1,148.50 |
1.618 |
1,116.25 |
2.618 |
1,064.25 |
4.250 |
979.50 |
|
|
Fisher Pivots for day following 09-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,226.50 |
1,202.50 |
PP |
1,223.25 |
1,188.25 |
S1 |
1,220.25 |
1,173.75 |
|