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 |
1,213.50 |
1,191.75 |
-21.75 |
-1.8% |
1,177.00 |
High |
1,222.75 |
1,246.00 |
23.25 |
1.9% |
1,252.50 |
Low |
1,166.75 |
1,188.00 |
21.25 |
1.8% |
1,134.00 |
Close |
1,193.50 |
1,239.00 |
45.50 |
3.8% |
1,213.50 |
Range |
56.00 |
58.00 |
2.00 |
3.6% |
118.50 |
ATR |
69.24 |
68.43 |
-0.80 |
-1.2% |
0.00 |
Volume |
135,271 |
95,901 |
-39,370 |
-29.1% |
1,718,514 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.25 |
1,376.75 |
1,271.00 |
|
R3 |
1,340.25 |
1,318.75 |
1,255.00 |
|
R2 |
1,282.25 |
1,282.25 |
1,249.75 |
|
R1 |
1,260.75 |
1,260.75 |
1,244.25 |
1,271.50 |
PP |
1,224.25 |
1,224.25 |
1,224.25 |
1,229.75 |
S1 |
1,202.75 |
1,202.75 |
1,233.75 |
1,213.50 |
S2 |
1,166.25 |
1,166.25 |
1,228.25 |
|
S3 |
1,108.25 |
1,144.75 |
1,223.00 |
|
S4 |
1,050.25 |
1,086.75 |
1,207.00 |
|
|
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 |
1,246.00 |
1,134.00 |
112.00 |
9.0% |
57.25 |
4.6% |
94% |
True |
False |
225,176 |
10 |
1,252.50 |
1,095.00 |
157.50 |
12.7% |
62.25 |
5.0% |
91% |
False |
False |
313,003 |
20 |
1,252.50 |
1,017.75 |
234.75 |
18.9% |
66.25 |
5.4% |
94% |
False |
False |
351,411 |
40 |
1,389.00 |
1,017.75 |
371.25 |
30.0% |
73.75 |
6.0% |
60% |
False |
False |
384,060 |
60 |
1,714.25 |
1,017.75 |
696.50 |
56.2% |
84.00 |
6.8% |
32% |
False |
False |
432,833 |
80 |
1,950.00 |
1,017.75 |
932.25 |
75.2% |
77.50 |
6.2% |
24% |
False |
False |
379,227 |
100 |
1,985.25 |
1,017.75 |
967.50 |
78.1% |
70.25 |
5.7% |
23% |
False |
False |
303,459 |
120 |
1,985.25 |
1,017.75 |
967.50 |
78.1% |
66.00 |
5.3% |
23% |
False |
False |
252,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.50 |
2.618 |
1,397.75 |
1.618 |
1,339.75 |
1.000 |
1,304.00 |
0.618 |
1,281.75 |
HIGH |
1,246.00 |
0.618 |
1,223.75 |
0.500 |
1,217.00 |
0.382 |
1,210.25 |
LOW |
1,188.00 |
0.618 |
1,152.25 |
1.000 |
1,130.00 |
1.618 |
1,094.25 |
2.618 |
1,036.25 |
4.250 |
941.50 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,231.75 |
1,222.75 |
PP |
1,224.25 |
1,206.25 |
S1 |
1,217.00 |
1,190.00 |
|