Trading Metrics calculated at close of trading on 16-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,774.0 |
4,680.0 |
-94.0 |
-2.0% |
4,631.0 |
High |
4,799.0 |
4,851.0 |
52.0 |
1.1% |
4,855.5 |
Low |
4,618.0 |
4,646.0 |
28.0 |
0.6% |
4,523.0 |
Close |
4,667.0 |
4,720.5 |
53.5 |
1.1% |
4,675.0 |
Range |
181.0 |
205.0 |
24.0 |
13.3% |
332.5 |
ATR |
262.6 |
258.5 |
-4.1 |
-1.6% |
0.0 |
Volume |
169,772 |
164,069 |
-5,703 |
-3.4% |
770,104 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,354.2 |
5,242.3 |
4,833.3 |
|
R3 |
5,149.2 |
5,037.3 |
4,776.9 |
|
R2 |
4,944.2 |
4,944.2 |
4,758.1 |
|
R1 |
4,832.3 |
4,832.3 |
4,739.3 |
4,888.3 |
PP |
4,739.2 |
4,739.2 |
4,739.2 |
4,767.1 |
S1 |
4,627.3 |
4,627.3 |
4,701.7 |
4,683.3 |
S2 |
4,534.2 |
4,534.2 |
4,682.9 |
|
S3 |
4,329.2 |
4,422.3 |
4,664.1 |
|
S4 |
4,124.2 |
4,217.3 |
4,607.8 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,682.0 |
5,511.0 |
4,857.9 |
|
R3 |
5,349.5 |
5,178.5 |
4,766.4 |
|
R2 |
5,017.0 |
5,017.0 |
4,736.0 |
|
R1 |
4,846.0 |
4,846.0 |
4,705.5 |
4,931.5 |
PP |
4,684.5 |
4,684.5 |
4,684.5 |
4,727.3 |
S1 |
4,513.5 |
4,513.5 |
4,644.5 |
4,599.0 |
S2 |
4,352.0 |
4,352.0 |
4,614.0 |
|
S3 |
4,019.5 |
4,181.0 |
4,583.6 |
|
S4 |
3,687.0 |
3,848.5 |
4,492.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,851.0 |
4,523.0 |
328.0 |
6.9% |
168.7 |
3.6% |
60% |
True |
False |
156,419 |
10 |
4,855.5 |
4,325.5 |
530.0 |
11.2% |
203.7 |
4.3% |
75% |
False |
False |
166,226 |
20 |
4,855.5 |
4,034.0 |
821.5 |
17.4% |
241.0 |
5.1% |
84% |
False |
False |
174,418 |
40 |
5,356.0 |
4,032.5 |
1,323.5 |
28.0% |
275.8 |
5.8% |
52% |
False |
False |
189,775 |
60 |
6,255.0 |
4,032.5 |
2,222.5 |
47.1% |
292.5 |
6.2% |
31% |
False |
False |
214,120 |
80 |
6,637.0 |
4,032.5 |
2,604.5 |
55.2% |
258.6 |
5.5% |
26% |
False |
False |
173,310 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
57.3% |
229.4 |
4.9% |
25% |
False |
False |
138,855 |
120 |
6,738.0 |
4,032.5 |
2,705.5 |
57.3% |
215.6 |
4.6% |
25% |
False |
False |
115,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,722.3 |
2.618 |
5,387.7 |
1.618 |
5,182.7 |
1.000 |
5,056.0 |
0.618 |
4,977.7 |
HIGH |
4,851.0 |
0.618 |
4,772.7 |
0.500 |
4,748.5 |
0.382 |
4,724.3 |
LOW |
4,646.0 |
0.618 |
4,519.3 |
1.000 |
4,441.0 |
1.618 |
4,314.3 |
2.618 |
4,109.3 |
4.250 |
3,774.8 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,748.5 |
4,709.3 |
PP |
4,739.2 |
4,698.2 |
S1 |
4,729.8 |
4,687.0 |
|