Trading Metrics calculated at close of trading on 15-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,185.25 |
1,213.50 |
28.25 |
2.4% |
1,177.00 |
High |
1,215.00 |
1,222.75 |
7.75 |
0.6% |
1,252.50 |
Low |
1,134.00 |
1,166.75 |
32.75 |
2.9% |
1,134.00 |
Close |
1,213.50 |
1,193.50 |
-20.00 |
-1.6% |
1,213.50 |
Range |
81.00 |
56.00 |
-25.00 |
-30.9% |
118.50 |
ATR |
70.25 |
69.24 |
-1.02 |
-1.4% |
0.00 |
Volume |
182,020 |
135,271 |
-46,749 |
-25.7% |
1,718,514 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.25 |
1,334.00 |
1,224.25 |
|
R3 |
1,306.25 |
1,278.00 |
1,209.00 |
|
R2 |
1,250.25 |
1,250.25 |
1,203.75 |
|
R1 |
1,222.00 |
1,222.00 |
1,198.75 |
1,208.00 |
PP |
1,194.25 |
1,194.25 |
1,194.25 |
1,187.50 |
S1 |
1,166.00 |
1,166.00 |
1,188.25 |
1,152.00 |
S2 |
1,138.25 |
1,138.25 |
1,183.25 |
|
S3 |
1,082.25 |
1,110.00 |
1,178.00 |
|
S4 |
1,026.25 |
1,054.00 |
1,162.75 |
|
|
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 |
9.9% |
56.00 |
4.7% |
50% |
False |
False |
282,725 |
10 |
1,252.50 |
1,089.50 |
163.00 |
13.7% |
61.00 |
5.1% |
64% |
False |
False |
336,955 |
20 |
1,252.50 |
1,017.75 |
234.75 |
19.7% |
66.00 |
5.5% |
75% |
False |
False |
368,583 |
40 |
1,389.00 |
1,017.75 |
371.25 |
31.1% |
74.25 |
6.2% |
47% |
False |
False |
396,307 |
60 |
1,752.00 |
1,017.75 |
734.25 |
61.5% |
84.50 |
7.1% |
24% |
False |
False |
440,180 |
80 |
1,950.00 |
1,017.75 |
932.25 |
78.1% |
77.00 |
6.5% |
19% |
False |
False |
378,039 |
100 |
1,985.25 |
1,017.75 |
967.50 |
81.1% |
70.00 |
5.9% |
18% |
False |
False |
302,504 |
120 |
1,985.25 |
1,017.75 |
967.50 |
81.1% |
66.25 |
5.5% |
18% |
False |
False |
252,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,460.75 |
2.618 |
1,369.25 |
1.618 |
1,313.25 |
1.000 |
1,278.75 |
0.618 |
1,257.25 |
HIGH |
1,222.75 |
0.618 |
1,201.25 |
0.500 |
1,194.75 |
0.382 |
1,188.25 |
LOW |
1,166.75 |
0.618 |
1,132.25 |
1.000 |
1,110.75 |
1.618 |
1,076.25 |
2.618 |
1,020.25 |
4.250 |
928.75 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,194.75 |
1,189.50 |
PP |
1,194.25 |
1,185.75 |
S1 |
1,194.00 |
1,181.75 |
|