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 |
4,200.0 |
4,328.0 |
128.0 |
3.0% |
4,325.0 |
High |
4,363.0 |
4,348.0 |
-15.0 |
-0.3% |
4,439.5 |
Low |
4,199.5 |
4,239.0 |
39.5 |
0.9% |
4,199.5 |
Close |
4,271.0 |
4,274.0 |
3.0 |
0.1% |
4,271.0 |
Range |
163.5 |
109.0 |
-54.5 |
-33.3% |
240.0 |
ATR |
223.2 |
215.0 |
-8.2 |
-3.7% |
0.0 |
Volume |
164,597 |
164,761 |
164 |
0.1% |
721,200 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,614.0 |
4,553.0 |
4,334.0 |
|
R3 |
4,505.0 |
4,444.0 |
4,304.0 |
|
R2 |
4,396.0 |
4,396.0 |
4,294.0 |
|
R1 |
4,335.0 |
4,335.0 |
4,284.0 |
4,311.0 |
PP |
4,287.0 |
4,287.0 |
4,287.0 |
4,275.0 |
S1 |
4,226.0 |
4,226.0 |
4,264.0 |
4,202.0 |
S2 |
4,178.0 |
4,178.0 |
4,254.0 |
|
S3 |
4,069.0 |
4,117.0 |
4,244.0 |
|
S4 |
3,960.0 |
4,008.0 |
4,214.0 |
|
|
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% |
135.5 |
3.2% |
31% |
False |
False |
145,415 |
10 |
4,439.5 |
3,972.0 |
467.5 |
10.9% |
169.0 |
4.0% |
65% |
False |
False |
144,493 |
20 |
4,439.5 |
3,703.0 |
736.5 |
17.2% |
199.5 |
4.7% |
78% |
False |
False |
149,035 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
24.2% |
222.5 |
5.2% |
60% |
False |
False |
162,688 |
60 |
5,284.5 |
3,652.5 |
1,632.0 |
38.2% |
249.5 |
5.8% |
38% |
False |
False |
177,384 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
47.7% |
223.5 |
5.2% |
31% |
False |
False |
148,584 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
47.7% |
194.5 |
4.5% |
31% |
False |
False |
118,935 |
120 |
5,699.0 |
3,652.5 |
2,046.5 |
47.9% |
175.0 |
4.1% |
30% |
False |
False |
99,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,811.0 |
2.618 |
4,633.5 |
1.618 |
4,524.5 |
1.000 |
4,457.0 |
0.618 |
4,415.5 |
HIGH |
4,348.0 |
0.618 |
4,306.5 |
0.500 |
4,293.5 |
0.382 |
4,280.5 |
LOW |
4,239.0 |
0.618 |
4,171.5 |
1.000 |
4,130.0 |
1.618 |
4,062.5 |
2.618 |
3,953.5 |
4.250 |
3,776.0 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,293.5 |
4,319.5 |
PP |
4,287.0 |
4,304.5 |
S1 |
4,280.5 |
4,289.0 |
|