Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,362.0 |
4,200.0 |
-162.0 |
-3.7% |
4,325.0 |
High |
4,439.5 |
4,363.0 |
-76.5 |
-1.7% |
4,439.5 |
Low |
4,310.0 |
4,199.5 |
-110.5 |
-2.6% |
4,199.5 |
Close |
4,389.0 |
4,271.0 |
-118.0 |
-2.7% |
4,271.0 |
Range |
129.5 |
163.5 |
34.0 |
26.3% |
240.0 |
ATR |
225.7 |
223.2 |
-2.6 |
-1.1% |
0.0 |
Volume |
123,336 |
164,597 |
41,261 |
33.5% |
721,200 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,768.5 |
4,683.0 |
4,361.0 |
|
R3 |
4,605.0 |
4,519.5 |
4,316.0 |
|
R2 |
4,441.5 |
4,441.5 |
4,301.0 |
|
R1 |
4,356.0 |
4,356.0 |
4,286.0 |
4,399.0 |
PP |
4,278.0 |
4,278.0 |
4,278.0 |
4,299.0 |
S1 |
4,192.5 |
4,192.5 |
4,256.0 |
4,235.0 |
S2 |
4,114.5 |
4,114.5 |
4,241.0 |
|
S3 |
3,951.0 |
4,029.0 |
4,226.0 |
|
S4 |
3,787.5 |
3,865.5 |
4,181.0 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,023.5 |
4,887.0 |
4,403.0 |
|
R3 |
4,783.5 |
4,647.0 |
4,337.0 |
|
R2 |
4,543.5 |
4,543.5 |
4,315.0 |
|
R1 |
4,407.0 |
4,407.0 |
4,293.0 |
4,355.0 |
PP |
4,303.5 |
4,303.5 |
4,303.5 |
4,277.5 |
S1 |
4,167.0 |
4,167.0 |
4,249.0 |
4,115.0 |
S2 |
4,063.5 |
4,063.5 |
4,227.0 |
|
S3 |
3,823.5 |
3,927.0 |
4,205.0 |
|
S4 |
3,583.5 |
3,687.0 |
4,139.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,439.5 |
4,199.5 |
240.0 |
5.6% |
142.5 |
3.3% |
30% |
False |
True |
144,240 |
10 |
4,439.5 |
3,953.0 |
486.5 |
11.4% |
191.5 |
4.5% |
65% |
False |
False |
138,992 |
20 |
4,439.5 |
3,703.0 |
736.5 |
17.2% |
201.5 |
4.7% |
77% |
False |
False |
149,016 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
24.2% |
227.5 |
5.3% |
60% |
False |
False |
163,373 |
60 |
5,373.0 |
3,652.5 |
1,720.5 |
40.3% |
251.0 |
5.9% |
36% |
False |
False |
179,980 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
47.7% |
223.5 |
5.2% |
30% |
False |
False |
146,527 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
47.7% |
194.0 |
4.5% |
30% |
False |
False |
117,288 |
120 |
5,699.0 |
3,652.5 |
2,046.5 |
47.9% |
174.5 |
4.1% |
30% |
False |
False |
97,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,058.0 |
2.618 |
4,791.0 |
1.618 |
4,627.5 |
1.000 |
4,526.5 |
0.618 |
4,464.0 |
HIGH |
4,363.0 |
0.618 |
4,300.5 |
0.500 |
4,281.0 |
0.382 |
4,262.0 |
LOW |
4,199.5 |
0.618 |
4,098.5 |
1.000 |
4,036.0 |
1.618 |
3,935.0 |
2.618 |
3,771.5 |
4.250 |
3,504.5 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,281.0 |
4,319.5 |
PP |
4,278.0 |
4,303.5 |
S1 |
4,274.5 |
4,287.0 |
|