Trading Metrics calculated at close of trading on 16-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,598.0 |
3,583.0 |
-15.0 |
-0.4% |
3,565.0 |
High |
3,681.0 |
3,600.0 |
-81.0 |
-2.2% |
3,694.0 |
Low |
3,585.0 |
3,509.0 |
-76.0 |
-2.1% |
3,476.0 |
Close |
3,605.0 |
3,553.0 |
-52.0 |
-1.4% |
3,536.0 |
Range |
96.0 |
91.0 |
-5.0 |
-5.2% |
218.0 |
ATR |
147.7 |
144.0 |
-3.7 |
-2.5% |
0.0 |
Volume |
70,939 |
148,097 |
77,158 |
108.8% |
160,780 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,827.0 |
3,781.0 |
3,603.1 |
|
R3 |
3,736.0 |
3,690.0 |
3,578.0 |
|
R2 |
3,645.0 |
3,645.0 |
3,569.7 |
|
R1 |
3,599.0 |
3,599.0 |
3,561.3 |
3,576.5 |
PP |
3,554.0 |
3,554.0 |
3,554.0 |
3,542.8 |
S1 |
3,508.0 |
3,508.0 |
3,544.7 |
3,485.5 |
S2 |
3,463.0 |
3,463.0 |
3,536.3 |
|
S3 |
3,372.0 |
3,417.0 |
3,528.0 |
|
S4 |
3,281.0 |
3,326.0 |
3,503.0 |
|
|
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 |
3,683.0 |
3,476.0 |
207.0 |
5.8% |
109.2 |
3.1% |
37% |
False |
False |
61,858 |
10 |
3,694.0 |
3,472.0 |
222.0 |
6.2% |
117.6 |
3.3% |
36% |
False |
False |
46,296 |
20 |
3,763.0 |
3,234.0 |
529.0 |
14.9% |
123.3 |
3.5% |
60% |
False |
False |
40,501 |
40 |
4,381.0 |
3,234.0 |
1,147.0 |
32.3% |
125.4 |
3.5% |
28% |
False |
False |
37,016 |
60 |
5,058.0 |
3,234.0 |
1,824.0 |
51.3% |
134.6 |
3.8% |
17% |
False |
False |
37,374 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
56.1% |
122.8 |
3.5% |
16% |
False |
False |
33,377 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
56.1% |
105.2 |
3.0% |
16% |
False |
False |
26,722 |
120 |
5,226.0 |
3,234.0 |
1,992.0 |
56.1% |
94.9 |
2.7% |
16% |
False |
False |
22,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,986.8 |
2.618 |
3,838.2 |
1.618 |
3,747.2 |
1.000 |
3,691.0 |
0.618 |
3,656.2 |
HIGH |
3,600.0 |
0.618 |
3,565.2 |
0.500 |
3,554.5 |
0.382 |
3,543.8 |
LOW |
3,509.0 |
0.618 |
3,452.8 |
1.000 |
3,418.0 |
1.618 |
3,361.8 |
2.618 |
3,270.8 |
4.250 |
3,122.3 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,554.5 |
3,578.5 |
PP |
3,554.0 |
3,570.0 |
S1 |
3,553.5 |
3,561.5 |
|