Trading Metrics calculated at close of trading on 11-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2008 |
11-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,217.75 |
1,217.75 |
0.00 |
0.0% |
1,185.75 |
High |
1,240.25 |
1,229.50 |
-10.75 |
-0.9% |
1,188.25 |
Low |
1,203.25 |
1,175.50 |
-27.75 |
-2.3% |
1,089.50 |
Close |
1,217.00 |
1,188.50 |
-28.50 |
-2.3% |
1,178.00 |
Range |
37.00 |
54.00 |
17.00 |
45.9% |
98.75 |
ATR |
70.61 |
69.43 |
-1.19 |
-1.7% |
0.00 |
Volume |
373,552 |
339,136 |
-34,416 |
-9.2% |
1,602,765 |
|
Daily Pivots for day following 11-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,359.75 |
1,328.25 |
1,218.25 |
|
R3 |
1,305.75 |
1,274.25 |
1,203.25 |
|
R2 |
1,251.75 |
1,251.75 |
1,198.50 |
|
R1 |
1,220.25 |
1,220.25 |
1,193.50 |
1,209.00 |
PP |
1,197.75 |
1,197.75 |
1,197.75 |
1,192.25 |
S1 |
1,166.25 |
1,166.25 |
1,183.50 |
1,155.00 |
S2 |
1,143.75 |
1,143.75 |
1,178.50 |
|
S3 |
1,089.75 |
1,112.25 |
1,173.75 |
|
S4 |
1,035.75 |
1,058.25 |
1,158.75 |
|
|
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 |
13.3% |
59.25 |
5.0% |
59% |
False |
False |
383,619 |
10 |
1,252.50 |
1,089.50 |
163.00 |
13.7% |
60.00 |
5.0% |
61% |
False |
False |
344,386 |
20 |
1,252.50 |
1,017.75 |
234.75 |
19.8% |
70.00 |
5.9% |
73% |
False |
False |
400,298 |
40 |
1,389.00 |
1,017.75 |
371.25 |
31.2% |
76.75 |
6.5% |
46% |
False |
False |
422,036 |
60 |
1,801.50 |
1,017.75 |
783.75 |
65.9% |
85.75 |
7.2% |
22% |
False |
False |
464,058 |
80 |
1,953.00 |
1,017.75 |
935.25 |
78.7% |
76.25 |
6.4% |
18% |
False |
False |
374,084 |
100 |
1,985.25 |
1,017.75 |
967.50 |
81.4% |
69.50 |
5.9% |
18% |
False |
False |
299,351 |
120 |
1,985.25 |
1,017.75 |
967.50 |
81.4% |
65.75 |
5.5% |
18% |
False |
False |
249,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,459.00 |
2.618 |
1,370.75 |
1.618 |
1,316.75 |
1.000 |
1,283.50 |
0.618 |
1,262.75 |
HIGH |
1,229.50 |
0.618 |
1,208.75 |
0.500 |
1,202.50 |
0.382 |
1,196.25 |
LOW |
1,175.50 |
0.618 |
1,142.25 |
1.000 |
1,121.50 |
1.618 |
1,088.25 |
2.618 |
1,034.25 |
4.250 |
946.00 |
|
|
Fisher Pivots for day following 11-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,202.50 |
1,214.00 |
PP |
1,197.75 |
1,205.50 |
S1 |
1,193.25 |
1,197.00 |
|