Trading Metrics calculated at close of trading on 16-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,328.0 |
4,267.5 |
-60.5 |
-1.4% |
4,325.0 |
High |
4,348.0 |
4,425.0 |
77.0 |
1.8% |
4,439.5 |
Low |
4,239.0 |
4,248.5 |
9.5 |
0.2% |
4,199.5 |
Close |
4,274.0 |
4,310.5 |
36.5 |
0.9% |
4,271.0 |
Range |
109.0 |
176.5 |
67.5 |
61.9% |
240.0 |
ATR |
215.0 |
212.3 |
-2.8 |
-1.3% |
0.0 |
Volume |
164,761 |
306,183 |
141,422 |
85.8% |
721,200 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,857.5 |
4,760.5 |
4,407.5 |
|
R3 |
4,681.0 |
4,584.0 |
4,359.0 |
|
R2 |
4,504.5 |
4,504.5 |
4,343.0 |
|
R1 |
4,407.5 |
4,407.5 |
4,326.5 |
4,456.0 |
PP |
4,328.0 |
4,328.0 |
4,328.0 |
4,352.0 |
S1 |
4,231.0 |
4,231.0 |
4,294.5 |
4,279.5 |
S2 |
4,151.5 |
4,151.5 |
4,278.0 |
|
S3 |
3,975.0 |
4,054.5 |
4,262.0 |
|
S4 |
3,798.5 |
3,878.0 |
4,213.5 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,023.5 |
4,887.0 |
4,403.0 |
|
R3 |
4,783.5 |
4,647.0 |
4,337.0 |
|
R2 |
4,543.5 |
4,543.5 |
4,315.0 |
|
R1 |
4,407.0 |
4,407.0 |
4,293.0 |
4,355.0 |
PP |
4,303.5 |
4,303.5 |
4,303.5 |
4,277.5 |
S1 |
4,167.0 |
4,167.0 |
4,249.0 |
4,115.0 |
S2 |
4,063.5 |
4,063.5 |
4,227.0 |
|
S3 |
3,823.5 |
3,927.0 |
4,205.0 |
|
S4 |
3,583.5 |
3,687.0 |
4,139.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,439.5 |
4,199.5 |
240.0 |
5.6% |
133.0 |
3.1% |
46% |
False |
False |
180,083 |
10 |
4,439.5 |
4,003.5 |
436.0 |
10.1% |
166.5 |
3.9% |
70% |
False |
False |
162,179 |
20 |
4,439.5 |
3,703.0 |
736.5 |
17.1% |
197.0 |
4.6% |
82% |
False |
False |
157,327 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
24.0% |
222.0 |
5.1% |
64% |
False |
False |
166,289 |
60 |
5,284.5 |
3,652.5 |
1,632.0 |
37.9% |
250.0 |
5.8% |
40% |
False |
False |
180,055 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
47.3% |
224.5 |
5.2% |
32% |
False |
False |
152,411 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
47.3% |
196.0 |
4.5% |
32% |
False |
False |
121,997 |
120 |
5,690.0 |
3,652.5 |
2,037.5 |
47.3% |
176.0 |
4.1% |
32% |
False |
False |
101,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,175.0 |
2.618 |
4,887.0 |
1.618 |
4,710.5 |
1.000 |
4,601.5 |
0.618 |
4,534.0 |
HIGH |
4,425.0 |
0.618 |
4,357.5 |
0.500 |
4,337.0 |
0.382 |
4,316.0 |
LOW |
4,248.5 |
0.618 |
4,139.5 |
1.000 |
4,072.0 |
1.618 |
3,963.0 |
2.618 |
3,786.5 |
4.250 |
3,498.5 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,337.0 |
4,312.0 |
PP |
4,328.0 |
4,311.5 |
S1 |
4,319.0 |
4,311.0 |
|