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 |
4,186.5 |
4,312.0 |
125.5 |
3.0% |
4,297.0 |
High |
4,315.0 |
4,312.0 |
-3.0 |
-0.1% |
4,404.0 |
Low |
4,165.0 |
4,207.5 |
42.5 |
1.0% |
4,165.0 |
Close |
4,237.0 |
4,241.5 |
4.5 |
0.1% |
4,237.0 |
Range |
150.0 |
104.5 |
-45.5 |
-30.3% |
239.0 |
ATR |
197.1 |
190.5 |
-6.6 |
-3.4% |
0.0 |
Volume |
62,934 |
39,165 |
-23,769 |
-37.8% |
90,529 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,567.0 |
4,509.0 |
4,299.0 |
|
R3 |
4,462.5 |
4,404.5 |
4,270.0 |
|
R2 |
4,358.0 |
4,358.0 |
4,260.5 |
|
R1 |
4,300.0 |
4,300.0 |
4,251.0 |
4,277.0 |
PP |
4,253.5 |
4,253.5 |
4,253.5 |
4,242.0 |
S1 |
4,195.5 |
4,195.5 |
4,232.0 |
4,172.0 |
S2 |
4,149.0 |
4,149.0 |
4,222.5 |
|
S3 |
4,044.5 |
4,091.0 |
4,213.0 |
|
S4 |
3,940.0 |
3,986.5 |
4,184.0 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,985.5 |
4,850.5 |
4,368.5 |
|
R3 |
4,746.5 |
4,611.5 |
4,302.5 |
|
R2 |
4,507.5 |
4,507.5 |
4,281.0 |
|
R1 |
4,372.5 |
4,372.5 |
4,259.0 |
4,320.5 |
PP |
4,268.5 |
4,268.5 |
4,268.5 |
4,243.0 |
S1 |
4,133.5 |
4,133.5 |
4,215.0 |
4,081.5 |
S2 |
4,029.5 |
4,029.5 |
4,193.0 |
|
S3 |
3,790.5 |
3,894.5 |
4,171.5 |
|
S4 |
3,551.5 |
3,655.5 |
4,105.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,404.0 |
4,165.0 |
239.0 |
5.6% |
126.5 |
3.0% |
32% |
False |
False |
25,378 |
10 |
4,404.0 |
3,964.0 |
440.0 |
10.4% |
151.5 |
3.6% |
63% |
False |
False |
14,424 |
20 |
4,404.0 |
3,672.5 |
731.5 |
17.2% |
171.0 |
4.0% |
78% |
False |
False |
7,371 |
40 |
4,644.5 |
3,672.5 |
972.0 |
22.9% |
175.5 |
4.1% |
59% |
False |
False |
3,765 |
60 |
5,279.5 |
3,672.5 |
1,607.0 |
37.9% |
195.5 |
4.6% |
35% |
False |
False |
2,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,756.0 |
2.618 |
4,585.5 |
1.618 |
4,481.0 |
1.000 |
4,416.5 |
0.618 |
4,376.5 |
HIGH |
4,312.0 |
0.618 |
4,272.0 |
0.500 |
4,260.0 |
0.382 |
4,247.5 |
LOW |
4,207.5 |
0.618 |
4,143.0 |
1.000 |
4,103.0 |
1.618 |
4,038.5 |
2.618 |
3,934.0 |
4.250 |
3,763.5 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,260.0 |
4,284.5 |
PP |
4,253.5 |
4,270.0 |
S1 |
4,247.5 |
4,256.0 |
|