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 |
3,538.0 |
3,598.0 |
60.0 |
1.7% |
3,565.0 |
High |
3,582.0 |
3,681.0 |
99.0 |
2.8% |
3,694.0 |
Low |
3,476.0 |
3,585.0 |
109.0 |
3.1% |
3,476.0 |
Close |
3,536.0 |
3,605.0 |
69.0 |
2.0% |
3,536.0 |
Range |
106.0 |
96.0 |
-10.0 |
-9.4% |
218.0 |
ATR |
147.9 |
147.7 |
-0.2 |
-0.1% |
0.0 |
Volume |
34,196 |
70,939 |
36,743 |
107.4% |
160,780 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,911.7 |
3,854.3 |
3,657.8 |
|
R3 |
3,815.7 |
3,758.3 |
3,631.4 |
|
R2 |
3,719.7 |
3,719.7 |
3,622.6 |
|
R1 |
3,662.3 |
3,662.3 |
3,613.8 |
3,691.0 |
PP |
3,623.7 |
3,623.7 |
3,623.7 |
3,638.0 |
S1 |
3,566.3 |
3,566.3 |
3,596.2 |
3,595.0 |
S2 |
3,527.7 |
3,527.7 |
3,587.4 |
|
S3 |
3,431.7 |
3,470.3 |
3,578.6 |
|
S4 |
3,335.7 |
3,374.3 |
3,552.2 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,222.7 |
4,097.3 |
3,655.9 |
|
R3 |
4,004.7 |
3,879.3 |
3,596.0 |
|
R2 |
3,786.7 |
3,786.7 |
3,576.0 |
|
R1 |
3,661.3 |
3,661.3 |
3,556.0 |
3,615.0 |
PP |
3,568.7 |
3,568.7 |
3,568.7 |
3,545.5 |
S1 |
3,443.3 |
3,443.3 |
3,516.0 |
3,397.0 |
S2 |
3,350.7 |
3,350.7 |
3,496.0 |
|
S3 |
3,132.7 |
3,225.3 |
3,476.1 |
|
S4 |
2,914.7 |
3,007.3 |
3,416.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,694.0 |
3,476.0 |
218.0 |
6.0% |
119.2 |
3.3% |
59% |
False |
False |
39,532 |
10 |
3,694.0 |
3,472.0 |
222.0 |
6.2% |
119.9 |
3.3% |
60% |
False |
False |
35,053 |
20 |
3,763.0 |
3,234.0 |
529.0 |
14.7% |
127.0 |
3.5% |
70% |
False |
False |
34,924 |
40 |
4,381.0 |
3,234.0 |
1,147.0 |
31.8% |
126.1 |
3.5% |
32% |
False |
False |
34,196 |
60 |
5,058.0 |
3,234.0 |
1,824.0 |
50.6% |
134.6 |
3.7% |
20% |
False |
False |
35,514 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
55.3% |
122.8 |
3.4% |
19% |
False |
False |
31,529 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
55.3% |
104.8 |
2.9% |
19% |
False |
False |
25,243 |
120 |
5,289.0 |
3,234.0 |
2,055.0 |
57.0% |
94.7 |
2.6% |
18% |
False |
False |
21,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,089.0 |
2.618 |
3,932.3 |
1.618 |
3,836.3 |
1.000 |
3,777.0 |
0.618 |
3,740.3 |
HIGH |
3,681.0 |
0.618 |
3,644.3 |
0.500 |
3,633.0 |
0.382 |
3,621.7 |
LOW |
3,585.0 |
0.618 |
3,525.7 |
1.000 |
3,489.0 |
1.618 |
3,429.7 |
2.618 |
3,333.7 |
4.250 |
3,177.0 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,633.0 |
3,596.5 |
PP |
3,623.7 |
3,588.0 |
S1 |
3,614.3 |
3,579.5 |
|