Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,235.00 |
1,229.00 |
-6.00 |
-0.5% |
1,177.00 |
High |
1,242.25 |
1,235.50 |
-6.75 |
-0.5% |
1,252.50 |
Low |
1,203.75 |
1,193.00 |
-10.75 |
-0.9% |
1,134.00 |
Close |
1,227.00 |
1,224.00 |
-3.00 |
-0.2% |
1,213.50 |
Range |
38.50 |
42.50 |
4.00 |
10.4% |
118.50 |
ATR |
66.29 |
64.60 |
-1.70 |
-2.6% |
0.00 |
Volume |
78,663 |
45,421 |
-33,242 |
-42.3% |
1,718,514 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,345.00 |
1,327.00 |
1,247.50 |
|
R3 |
1,302.50 |
1,284.50 |
1,235.75 |
|
R2 |
1,260.00 |
1,260.00 |
1,231.75 |
|
R1 |
1,242.00 |
1,242.00 |
1,228.00 |
1,229.75 |
PP |
1,217.50 |
1,217.50 |
1,217.50 |
1,211.50 |
S1 |
1,199.50 |
1,199.50 |
1,220.00 |
1,187.25 |
S2 |
1,175.00 |
1,175.00 |
1,216.25 |
|
S3 |
1,132.50 |
1,157.00 |
1,212.25 |
|
S4 |
1,090.00 |
1,114.50 |
1,200.50 |
|
|
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 |
9.2% |
55.25 |
4.5% |
80% |
False |
False |
107,455 |
10 |
1,252.50 |
1,095.00 |
157.50 |
12.9% |
57.25 |
4.7% |
82% |
False |
False |
245,537 |
20 |
1,252.50 |
1,017.75 |
234.75 |
19.2% |
62.75 |
5.1% |
88% |
False |
False |
317,529 |
40 |
1,389.00 |
1,017.75 |
371.25 |
30.3% |
70.75 |
5.8% |
56% |
False |
False |
366,901 |
60 |
1,714.25 |
1,017.75 |
696.50 |
56.9% |
84.00 |
6.9% |
30% |
False |
False |
421,286 |
80 |
1,930.75 |
1,017.75 |
913.00 |
74.6% |
77.50 |
6.3% |
23% |
False |
False |
380,760 |
100 |
1,985.25 |
1,017.75 |
967.50 |
79.0% |
70.00 |
5.7% |
21% |
False |
False |
304,695 |
120 |
1,985.25 |
1,017.75 |
967.50 |
79.0% |
66.25 |
5.4% |
21% |
False |
False |
253,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,416.00 |
2.618 |
1,346.75 |
1.618 |
1,304.25 |
1.000 |
1,278.00 |
0.618 |
1,261.75 |
HIGH |
1,235.50 |
0.618 |
1,219.25 |
0.500 |
1,214.25 |
0.382 |
1,209.25 |
LOW |
1,193.00 |
0.618 |
1,166.75 |
1.000 |
1,150.50 |
1.618 |
1,124.25 |
2.618 |
1,081.75 |
4.250 |
1,012.50 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,220.75 |
1,221.75 |
PP |
1,217.50 |
1,219.25 |
S1 |
1,214.25 |
1,217.00 |
|