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 |
3,601.0 |
3,533.0 |
-68.0 |
-1.9% |
3,565.0 |
High |
3,652.0 |
3,567.0 |
-85.0 |
-2.3% |
3,694.0 |
Low |
3,522.0 |
3,495.0 |
-27.0 |
-0.8% |
3,476.0 |
Close |
3,579.0 |
3,504.0 |
-75.0 |
-2.1% |
3,536.0 |
Range |
130.0 |
72.0 |
-58.0 |
-44.6% |
218.0 |
ATR |
143.0 |
138.8 |
-4.2 |
-2.9% |
0.0 |
Volume |
128,040 |
4,057 |
-123,983 |
-96.8% |
160,780 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,738.0 |
3,693.0 |
3,543.6 |
|
R3 |
3,666.0 |
3,621.0 |
3,523.8 |
|
R2 |
3,594.0 |
3,594.0 |
3,517.2 |
|
R1 |
3,549.0 |
3,549.0 |
3,510.6 |
3,535.5 |
PP |
3,522.0 |
3,522.0 |
3,522.0 |
3,515.3 |
S1 |
3,477.0 |
3,477.0 |
3,497.4 |
3,463.5 |
S2 |
3,450.0 |
3,450.0 |
3,490.8 |
|
S3 |
3,378.0 |
3,405.0 |
3,484.2 |
|
S4 |
3,306.0 |
3,333.0 |
3,464.4 |
|
|
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 |
3,681.0 |
3,476.0 |
205.0 |
5.9% |
99.0 |
2.8% |
14% |
False |
False |
77,065 |
10 |
3,694.0 |
3,472.0 |
222.0 |
6.3% |
110.5 |
3.2% |
14% |
False |
False |
53,750 |
20 |
3,763.0 |
3,234.0 |
529.0 |
15.1% |
121.5 |
3.5% |
51% |
False |
False |
43,162 |
40 |
4,381.0 |
3,234.0 |
1,147.0 |
32.7% |
125.0 |
3.6% |
24% |
False |
False |
38,731 |
60 |
5,049.0 |
3,234.0 |
1,815.0 |
51.8% |
135.5 |
3.9% |
15% |
False |
False |
38,671 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
56.8% |
124.6 |
3.6% |
14% |
False |
False |
35,020 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
56.8% |
106.6 |
3.0% |
14% |
False |
False |
28,042 |
120 |
5,226.0 |
3,234.0 |
1,992.0 |
56.8% |
95.9 |
2.7% |
14% |
False |
False |
23,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,873.0 |
2.618 |
3,755.5 |
1.618 |
3,683.5 |
1.000 |
3,639.0 |
0.618 |
3,611.5 |
HIGH |
3,567.0 |
0.618 |
3,539.5 |
0.500 |
3,531.0 |
0.382 |
3,522.5 |
LOW |
3,495.0 |
0.618 |
3,450.5 |
1.000 |
3,423.0 |
1.618 |
3,378.5 |
2.618 |
3,306.5 |
4.250 |
3,189.0 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,531.0 |
3,573.5 |
PP |
3,522.0 |
3,550.3 |
S1 |
3,513.0 |
3,527.2 |
|