Trading Metrics calculated at close of trading on 17-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,191.75 |
1,235.00 |
43.25 |
3.6% |
1,177.00 |
High |
1,246.00 |
1,242.25 |
-3.75 |
-0.3% |
1,252.50 |
Low |
1,188.00 |
1,203.75 |
15.75 |
1.3% |
1,134.00 |
Close |
1,239.00 |
1,227.00 |
-12.00 |
-1.0% |
1,213.50 |
Range |
58.00 |
38.50 |
-19.50 |
-33.6% |
118.50 |
ATR |
68.43 |
66.29 |
-2.14 |
-3.1% |
0.00 |
Volume |
95,901 |
78,663 |
-17,238 |
-18.0% |
1,718,514 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,339.75 |
1,322.00 |
1,248.25 |
|
R3 |
1,301.25 |
1,283.50 |
1,237.50 |
|
R2 |
1,262.75 |
1,262.75 |
1,234.00 |
|
R1 |
1,245.00 |
1,245.00 |
1,230.50 |
1,234.50 |
PP |
1,224.25 |
1,224.25 |
1,224.25 |
1,219.25 |
S1 |
1,206.50 |
1,206.50 |
1,223.50 |
1,196.00 |
S2 |
1,185.75 |
1,185.75 |
1,220.00 |
|
S3 |
1,147.25 |
1,168.00 |
1,216.50 |
|
S4 |
1,108.75 |
1,129.50 |
1,205.75 |
|
|
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 |
1,246.00 |
1,134.00 |
112.00 |
9.1% |
57.50 |
4.7% |
83% |
False |
False |
166,198 |
10 |
1,252.50 |
1,095.00 |
157.50 |
12.8% |
59.00 |
4.8% |
84% |
False |
False |
283,227 |
20 |
1,252.50 |
1,017.75 |
234.75 |
19.1% |
65.00 |
5.3% |
89% |
False |
False |
337,113 |
40 |
1,389.00 |
1,017.75 |
371.25 |
30.3% |
72.75 |
5.9% |
56% |
False |
False |
376,455 |
60 |
1,714.25 |
1,017.75 |
696.50 |
56.8% |
83.75 |
6.8% |
30% |
False |
False |
427,580 |
80 |
1,937.75 |
1,017.75 |
920.00 |
75.0% |
77.50 |
6.3% |
23% |
False |
False |
380,198 |
100 |
1,985.25 |
1,017.75 |
967.50 |
78.9% |
70.25 |
5.7% |
22% |
False |
False |
304,243 |
120 |
1,985.25 |
1,017.75 |
967.50 |
78.9% |
66.00 |
5.4% |
22% |
False |
False |
253,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,406.00 |
2.618 |
1,343.00 |
1.618 |
1,304.50 |
1.000 |
1,280.75 |
0.618 |
1,266.00 |
HIGH |
1,242.25 |
0.618 |
1,227.50 |
0.500 |
1,223.00 |
0.382 |
1,218.50 |
LOW |
1,203.75 |
0.618 |
1,180.00 |
1.000 |
1,165.25 |
1.618 |
1,141.50 |
2.618 |
1,103.00 |
4.250 |
1,040.00 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,225.75 |
1,220.00 |
PP |
1,224.25 |
1,213.25 |
S1 |
1,223.00 |
1,206.50 |
|