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 |
908.16 |
905.98 |
-2.18 |
-0.2% |
882.71 |
High |
918.85 |
911.02 |
-7.83 |
-0.9% |
918.57 |
Low |
895.94 |
877.44 |
-18.50 |
-2.1% |
851.35 |
Close |
904.42 |
885.28 |
-19.14 |
-2.1% |
879.73 |
Range |
22.91 |
33.58 |
10.67 |
46.6% |
67.22 |
ATR |
42.32 |
41.70 |
-0.62 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
991.99 |
972.21 |
903.75 |
|
R3 |
958.41 |
938.63 |
894.51 |
|
R2 |
924.83 |
924.83 |
891.44 |
|
R1 |
905.05 |
905.05 |
888.36 |
898.15 |
PP |
891.25 |
891.25 |
891.25 |
887.80 |
S1 |
871.47 |
871.47 |
882.20 |
864.57 |
S2 |
857.67 |
857.67 |
879.12 |
|
S3 |
824.09 |
837.89 |
876.05 |
|
S4 |
790.51 |
804.31 |
866.81 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,084.88 |
1,049.52 |
916.70 |
|
R3 |
1,017.66 |
982.30 |
898.22 |
|
R2 |
950.44 |
950.44 |
892.05 |
|
R1 |
915.08 |
915.08 |
885.89 |
899.15 |
PP |
883.22 |
883.22 |
883.22 |
875.25 |
S1 |
847.86 |
847.86 |
873.57 |
831.93 |
S2 |
816.00 |
816.00 |
867.41 |
|
S3 |
748.78 |
780.64 |
861.24 |
|
S4 |
681.56 |
713.42 |
842.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
918.85 |
851.35 |
67.50 |
7.6% |
31.68 |
3.6% |
50% |
False |
False |
|
10 |
918.85 |
818.41 |
100.44 |
11.3% |
34.49 |
3.9% |
67% |
False |
False |
|
20 |
918.85 |
741.02 |
177.83 |
20.1% |
41.53 |
4.7% |
81% |
False |
False |
|
40 |
1,007.51 |
741.02 |
266.49 |
30.1% |
44.42 |
5.0% |
54% |
False |
False |
|
60 |
1,220.03 |
741.02 |
479.01 |
54.1% |
51.50 |
5.8% |
30% |
False |
False |
|
80 |
1,303.04 |
741.02 |
562.02 |
63.5% |
47.40 |
5.4% |
26% |
False |
False |
|
100 |
1,313.15 |
741.02 |
572.13 |
64.6% |
41.82 |
4.7% |
25% |
False |
False |
|
120 |
1,313.15 |
741.02 |
572.13 |
64.6% |
39.05 |
4.4% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,053.74 |
2.618 |
998.93 |
1.618 |
965.35 |
1.000 |
944.60 |
0.618 |
931.77 |
HIGH |
911.02 |
0.618 |
898.19 |
0.500 |
894.23 |
0.382 |
890.27 |
LOW |
877.44 |
0.618 |
856.69 |
1.000 |
843.86 |
1.618 |
823.11 |
2.618 |
789.53 |
4.250 |
734.73 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
894.23 |
895.19 |
PP |
891.25 |
891.89 |
S1 |
888.26 |
888.58 |
|