Trading Metrics calculated at close of trading on 17-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,583.0 |
3,601.0 |
18.0 |
0.5% |
3,565.0 |
High |
3,600.0 |
3,652.0 |
52.0 |
1.4% |
3,694.0 |
Low |
3,509.0 |
3,522.0 |
13.0 |
0.4% |
3,476.0 |
Close |
3,553.0 |
3,579.0 |
26.0 |
0.7% |
3,536.0 |
Range |
91.0 |
130.0 |
39.0 |
42.9% |
218.0 |
ATR |
144.0 |
143.0 |
-1.0 |
-0.7% |
0.0 |
Volume |
148,097 |
128,040 |
-20,057 |
-13.5% |
160,780 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,974.3 |
3,906.7 |
3,650.5 |
|
R3 |
3,844.3 |
3,776.7 |
3,614.8 |
|
R2 |
3,714.3 |
3,714.3 |
3,602.8 |
|
R1 |
3,646.7 |
3,646.7 |
3,590.9 |
3,615.5 |
PP |
3,584.3 |
3,584.3 |
3,584.3 |
3,568.8 |
S1 |
3,516.7 |
3,516.7 |
3,567.1 |
3,485.5 |
S2 |
3,454.3 |
3,454.3 |
3,555.2 |
|
S3 |
3,324.3 |
3,386.7 |
3,543.3 |
|
S4 |
3,194.3 |
3,256.7 |
3,507.5 |
|
|
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% |
110.8 |
3.1% |
50% |
False |
False |
81,597 |
10 |
3,694.0 |
3,472.0 |
222.0 |
6.2% |
116.9 |
3.3% |
48% |
False |
False |
55,880 |
20 |
3,763.0 |
3,234.0 |
529.0 |
14.8% |
121.9 |
3.4% |
65% |
False |
False |
45,117 |
40 |
4,381.0 |
3,234.0 |
1,147.0 |
32.0% |
125.0 |
3.5% |
30% |
False |
False |
39,498 |
60 |
5,049.0 |
3,234.0 |
1,815.0 |
50.7% |
135.4 |
3.8% |
19% |
False |
False |
39,049 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
55.7% |
123.9 |
3.5% |
17% |
False |
False |
34,972 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
55.7% |
106.2 |
3.0% |
17% |
False |
False |
28,002 |
120 |
5,226.0 |
3,234.0 |
1,992.0 |
55.7% |
95.5 |
2.7% |
17% |
False |
False |
23,354 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,204.5 |
2.618 |
3,992.3 |
1.618 |
3,862.3 |
1.000 |
3,782.0 |
0.618 |
3,732.3 |
HIGH |
3,652.0 |
0.618 |
3,602.3 |
0.500 |
3,587.0 |
0.382 |
3,571.7 |
LOW |
3,522.0 |
0.618 |
3,441.7 |
1.000 |
3,392.0 |
1.618 |
3,311.7 |
2.618 |
3,181.7 |
4.250 |
2,969.5 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,587.0 |
3,595.0 |
PP |
3,584.3 |
3,589.7 |
S1 |
3,581.7 |
3,584.3 |
|