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 |
4,267.5 |
4,360.5 |
93.0 |
2.2% |
4,325.0 |
High |
4,425.0 |
4,388.5 |
-36.5 |
-0.8% |
4,439.5 |
Low |
4,248.5 |
4,227.5 |
-21.0 |
-0.5% |
4,199.5 |
Close |
4,310.5 |
4,306.5 |
-4.0 |
-0.1% |
4,271.0 |
Range |
176.5 |
161.0 |
-15.5 |
-8.8% |
240.0 |
ATR |
212.3 |
208.6 |
-3.7 |
-1.7% |
0.0 |
Volume |
306,183 |
393,969 |
87,786 |
28.7% |
721,200 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,790.5 |
4,709.5 |
4,395.0 |
|
R3 |
4,629.5 |
4,548.5 |
4,351.0 |
|
R2 |
4,468.5 |
4,468.5 |
4,336.0 |
|
R1 |
4,387.5 |
4,387.5 |
4,321.5 |
4,347.5 |
PP |
4,307.5 |
4,307.5 |
4,307.5 |
4,287.5 |
S1 |
4,226.5 |
4,226.5 |
4,291.5 |
4,186.5 |
S2 |
4,146.5 |
4,146.5 |
4,277.0 |
|
S3 |
3,985.5 |
4,065.5 |
4,262.0 |
|
S4 |
3,824.5 |
3,904.5 |
4,218.0 |
|
|
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% |
148.0 |
3.4% |
45% |
False |
False |
230,569 |
10 |
4,439.5 |
4,003.5 |
436.0 |
10.1% |
163.5 |
3.8% |
69% |
False |
False |
186,764 |
20 |
4,439.5 |
3,703.0 |
736.5 |
17.1% |
190.0 |
4.4% |
82% |
False |
False |
168,943 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
24.0% |
217.0 |
5.0% |
63% |
False |
False |
172,171 |
60 |
5,284.5 |
3,652.5 |
1,632.0 |
37.9% |
251.0 |
5.8% |
40% |
False |
False |
183,870 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
47.3% |
225.0 |
5.2% |
32% |
False |
False |
157,321 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
47.3% |
196.5 |
4.6% |
32% |
False |
False |
125,936 |
120 |
5,690.0 |
3,652.5 |
2,037.5 |
47.3% |
177.0 |
4.1% |
32% |
False |
False |
104,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,073.0 |
2.618 |
4,810.0 |
1.618 |
4,649.0 |
1.000 |
4,549.5 |
0.618 |
4,488.0 |
HIGH |
4,388.5 |
0.618 |
4,327.0 |
0.500 |
4,308.0 |
0.382 |
4,289.0 |
LOW |
4,227.5 |
0.618 |
4,128.0 |
1.000 |
4,066.5 |
1.618 |
3,967.0 |
2.618 |
3,806.0 |
4.250 |
3,543.0 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,308.0 |
4,326.0 |
PP |
4,307.5 |
4,319.5 |
S1 |
4,307.0 |
4,313.0 |
|