Trading Metrics calculated at close of trading on 10-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2008 |
10-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,213.75 |
1,217.75 |
4.00 |
0.3% |
1,185.75 |
High |
1,252.50 |
1,240.25 |
-12.25 |
-1.0% |
1,188.25 |
Low |
1,200.50 |
1,203.25 |
2.75 |
0.2% |
1,089.50 |
Close |
1,217.00 |
1,217.00 |
0.00 |
0.0% |
1,178.00 |
Range |
52.00 |
37.00 |
-15.00 |
-28.8% |
98.75 |
ATR |
73.20 |
70.61 |
-2.59 |
-3.5% |
0.00 |
Volume |
383,648 |
373,552 |
-10,096 |
-2.6% |
1,602,765 |
|
Daily Pivots for day following 10-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.25 |
1,311.00 |
1,237.25 |
|
R3 |
1,294.25 |
1,274.00 |
1,227.25 |
|
R2 |
1,257.25 |
1,257.25 |
1,223.75 |
|
R1 |
1,237.00 |
1,237.00 |
1,220.50 |
1,228.50 |
PP |
1,220.25 |
1,220.25 |
1,220.25 |
1,216.00 |
S1 |
1,200.00 |
1,200.00 |
1,213.50 |
1,191.50 |
S2 |
1,183.25 |
1,183.25 |
1,210.25 |
|
S3 |
1,146.25 |
1,163.00 |
1,206.75 |
|
S4 |
1,109.25 |
1,126.00 |
1,196.75 |
|
|
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 |
1,252.50 |
1,095.00 |
157.50 |
12.9% |
60.50 |
5.0% |
77% |
False |
False |
400,256 |
10 |
1,252.50 |
1,089.50 |
163.00 |
13.4% |
61.75 |
5.1% |
78% |
False |
False |
349,347 |
20 |
1,252.50 |
1,017.75 |
234.75 |
19.3% |
71.50 |
5.9% |
85% |
False |
False |
400,323 |
40 |
1,391.25 |
1,017.75 |
373.50 |
30.7% |
79.50 |
6.5% |
53% |
False |
False |
429,290 |
60 |
1,801.50 |
1,017.75 |
783.75 |
64.4% |
86.50 |
7.1% |
25% |
False |
False |
470,700 |
80 |
1,984.25 |
1,017.75 |
966.50 |
79.4% |
76.25 |
6.3% |
21% |
False |
False |
369,850 |
100 |
1,985.25 |
1,017.75 |
967.50 |
79.5% |
69.25 |
5.7% |
21% |
False |
False |
295,963 |
120 |
1,985.25 |
1,017.75 |
967.50 |
79.5% |
65.50 |
5.4% |
21% |
False |
False |
246,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,397.50 |
2.618 |
1,337.00 |
1.618 |
1,300.00 |
1.000 |
1,277.25 |
0.618 |
1,263.00 |
HIGH |
1,240.25 |
0.618 |
1,226.00 |
0.500 |
1,221.75 |
0.382 |
1,217.50 |
LOW |
1,203.25 |
0.618 |
1,180.50 |
1.000 |
1,166.25 |
1.618 |
1,143.50 |
2.618 |
1,106.50 |
4.250 |
1,046.00 |
|
|
Fisher Pivots for day following 10-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,221.75 |
1,215.25 |
PP |
1,220.25 |
1,213.50 |
S1 |
1,218.50 |
1,211.50 |
|