Trading Metrics calculated at close of trading on 19-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,326.5 |
4,282.0 |
-44.5 |
-1.0% |
4,328.0 |
High |
4,360.5 |
4,302.0 |
-58.5 |
-1.3% |
4,425.0 |
Low |
4,229.0 |
4,232.5 |
3.5 |
0.1% |
4,227.5 |
Close |
4,325.5 |
4,234.0 |
-91.5 |
-2.1% |
4,234.0 |
Range |
131.5 |
69.5 |
-62.0 |
-47.1% |
197.5 |
ATR |
203.1 |
195.2 |
-7.9 |
-3.9% |
0.0 |
Volume |
279,729 |
158,338 |
-121,391 |
-43.4% |
1,302,980 |
|
Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,464.5 |
4,419.0 |
4,272.0 |
|
R3 |
4,395.0 |
4,349.5 |
4,253.0 |
|
R2 |
4,325.5 |
4,325.5 |
4,246.5 |
|
R1 |
4,280.0 |
4,280.0 |
4,240.5 |
4,268.0 |
PP |
4,256.0 |
4,256.0 |
4,256.0 |
4,250.0 |
S1 |
4,210.5 |
4,210.5 |
4,227.5 |
4,198.5 |
S2 |
4,186.5 |
4,186.5 |
4,221.5 |
|
S3 |
4,117.0 |
4,141.0 |
4,215.0 |
|
S4 |
4,047.5 |
4,071.5 |
4,196.0 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,888.0 |
4,758.5 |
4,342.5 |
|
R3 |
4,690.5 |
4,561.0 |
4,288.5 |
|
R2 |
4,493.0 |
4,493.0 |
4,270.0 |
|
R1 |
4,363.5 |
4,363.5 |
4,252.0 |
4,329.5 |
PP |
4,295.5 |
4,295.5 |
4,295.5 |
4,278.5 |
S1 |
4,166.0 |
4,166.0 |
4,216.0 |
4,132.0 |
S2 |
4,098.0 |
4,098.0 |
4,198.0 |
|
S3 |
3,900.5 |
3,968.5 |
4,179.5 |
|
S4 |
3,703.0 |
3,771.0 |
4,125.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,425.0 |
4,227.5 |
197.5 |
4.7% |
129.5 |
3.1% |
3% |
False |
False |
260,596 |
10 |
4,439.5 |
4,199.5 |
240.0 |
5.7% |
136.0 |
3.2% |
14% |
False |
False |
202,418 |
20 |
4,439.5 |
3,833.0 |
606.5 |
14.3% |
179.5 |
4.2% |
66% |
False |
False |
173,181 |
40 |
4,688.0 |
3,652.5 |
1,035.5 |
24.5% |
209.5 |
5.0% |
56% |
False |
False |
174,861 |
60 |
5,100.0 |
3,652.5 |
1,447.5 |
34.2% |
249.5 |
5.9% |
40% |
False |
False |
186,854 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
48.1% |
225.5 |
5.3% |
29% |
False |
False |
162,794 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
48.1% |
197.5 |
4.7% |
29% |
False |
False |
130,316 |
120 |
5,690.0 |
3,652.5 |
2,037.5 |
48.1% |
177.0 |
4.2% |
29% |
False |
False |
108,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,597.5 |
2.618 |
4,484.0 |
1.618 |
4,414.5 |
1.000 |
4,371.5 |
0.618 |
4,345.0 |
HIGH |
4,302.0 |
0.618 |
4,275.5 |
0.500 |
4,267.0 |
0.382 |
4,259.0 |
LOW |
4,232.5 |
0.618 |
4,189.5 |
1.000 |
4,163.0 |
1.618 |
4,120.0 |
2.618 |
4,050.5 |
4.250 |
3,937.0 |
|
|
Fisher Pivots for day following 19-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,267.0 |
4,308.0 |
PP |
4,256.0 |
4,283.5 |
S1 |
4,245.0 |
4,258.5 |
|