Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,217.75 |
1,185.25 |
-32.50 |
-2.7% |
1,177.00 |
High |
1,229.50 |
1,215.00 |
-14.50 |
-1.2% |
1,252.50 |
Low |
1,175.50 |
1,134.00 |
-41.50 |
-3.5% |
1,134.00 |
Close |
1,188.50 |
1,213.50 |
25.00 |
2.1% |
1,213.50 |
Range |
54.00 |
81.00 |
27.00 |
50.0% |
118.50 |
ATR |
69.43 |
70.25 |
0.83 |
1.2% |
0.00 |
Volume |
339,136 |
182,020 |
-157,116 |
-46.3% |
1,718,514 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,430.50 |
1,403.00 |
1,258.00 |
|
R3 |
1,349.50 |
1,322.00 |
1,235.75 |
|
R2 |
1,268.50 |
1,268.50 |
1,228.25 |
|
R1 |
1,241.00 |
1,241.00 |
1,221.00 |
1,254.75 |
PP |
1,187.50 |
1,187.50 |
1,187.50 |
1,194.50 |
S1 |
1,160.00 |
1,160.00 |
1,206.00 |
1,173.75 |
S2 |
1,106.50 |
1,106.50 |
1,198.75 |
|
S3 |
1,025.50 |
1,079.00 |
1,191.25 |
|
S4 |
944.50 |
998.00 |
1,169.00 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,555.50 |
1,503.00 |
1,278.75 |
|
R3 |
1,437.00 |
1,384.50 |
1,246.00 |
|
R2 |
1,318.50 |
1,318.50 |
1,235.25 |
|
R1 |
1,266.00 |
1,266.00 |
1,224.25 |
1,292.25 |
PP |
1,200.00 |
1,200.00 |
1,200.00 |
1,213.00 |
S1 |
1,147.50 |
1,147.50 |
1,202.75 |
1,173.75 |
S2 |
1,081.50 |
1,081.50 |
1,191.75 |
|
S3 |
963.00 |
1,029.00 |
1,181.00 |
|
S4 |
844.50 |
910.50 |
1,148.25 |
|
|
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 |
1,134.00 |
118.50 |
9.8% |
58.25 |
4.8% |
67% |
False |
True |
343,702 |
10 |
1,252.50 |
1,089.50 |
163.00 |
13.4% |
65.25 |
5.4% |
76% |
False |
False |
332,127 |
20 |
1,252.50 |
1,017.75 |
234.75 |
19.3% |
67.25 |
5.5% |
83% |
False |
False |
390,819 |
40 |
1,389.00 |
1,017.75 |
371.25 |
30.6% |
75.25 |
6.2% |
53% |
False |
False |
412,604 |
60 |
1,801.50 |
1,017.75 |
783.75 |
64.6% |
85.25 |
7.0% |
25% |
False |
False |
455,244 |
80 |
1,950.00 |
1,017.75 |
932.25 |
76.8% |
76.75 |
6.3% |
21% |
False |
False |
376,356 |
100 |
1,985.25 |
1,017.75 |
967.50 |
79.7% |
70.00 |
5.8% |
20% |
False |
False |
301,167 |
120 |
1,985.25 |
1,017.75 |
967.50 |
79.7% |
66.00 |
5.4% |
20% |
False |
False |
251,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,559.25 |
2.618 |
1,427.00 |
1.618 |
1,346.00 |
1.000 |
1,296.00 |
0.618 |
1,265.00 |
HIGH |
1,215.00 |
0.618 |
1,184.00 |
0.500 |
1,174.50 |
0.382 |
1,165.00 |
LOW |
1,134.00 |
0.618 |
1,084.00 |
1.000 |
1,053.00 |
1.618 |
1,003.00 |
2.618 |
922.00 |
4.250 |
789.75 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,200.50 |
1,204.75 |
PP |
1,187.50 |
1,196.00 |
S1 |
1,174.50 |
1,187.00 |
|