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 |
883.50 |
873.50 |
-10.00 |
-1.1% |
872.25 |
High |
894.00 |
916.00 |
22.00 |
2.5% |
919.25 |
Low |
857.25 |
869.50 |
12.25 |
1.4% |
829.00 |
Close |
873.25 |
913.50 |
40.25 |
4.6% |
886.00 |
Range |
36.75 |
46.50 |
9.75 |
26.5% |
90.25 |
ATR |
50.96 |
50.65 |
-0.32 |
-0.6% |
0.00 |
Volume |
1,220,089 |
846,057 |
-374,032 |
-30.7% |
12,779,217 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.25 |
1,022.75 |
939.00 |
|
R3 |
992.75 |
976.25 |
926.25 |
|
R2 |
946.25 |
946.25 |
922.00 |
|
R1 |
929.75 |
929.75 |
917.75 |
938.00 |
PP |
899.75 |
899.75 |
899.75 |
903.75 |
S1 |
883.25 |
883.25 |
909.25 |
891.50 |
S2 |
853.25 |
853.25 |
905.00 |
|
S3 |
806.75 |
836.75 |
900.75 |
|
S4 |
760.25 |
790.25 |
888.00 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.75 |
1,107.75 |
935.75 |
|
R3 |
1,058.50 |
1,017.50 |
910.75 |
|
R2 |
968.25 |
968.25 |
902.50 |
|
R1 |
927.25 |
927.25 |
894.25 |
947.75 |
PP |
878.00 |
878.00 |
878.00 |
888.50 |
S1 |
837.00 |
837.00 |
877.75 |
857.50 |
S2 |
787.75 |
787.75 |
869.50 |
|
S3 |
697.50 |
746.75 |
861.25 |
|
S4 |
607.25 |
656.50 |
836.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
916.00 |
829.00 |
87.00 |
9.5% |
40.50 |
4.4% |
97% |
True |
False |
1,795,505 |
10 |
919.25 |
817.00 |
102.25 |
11.2% |
44.00 |
4.8% |
94% |
False |
False |
2,425,409 |
20 |
919.25 |
739.00 |
180.25 |
19.7% |
50.50 |
5.5% |
97% |
False |
False |
2,736,929 |
40 |
1,008.50 |
739.00 |
269.50 |
29.5% |
55.00 |
6.0% |
65% |
False |
False |
2,863,212 |
60 |
1,224.75 |
739.00 |
485.75 |
53.2% |
61.25 |
6.7% |
36% |
False |
False |
3,123,391 |
80 |
1,305.25 |
739.00 |
566.25 |
62.0% |
55.75 |
6.1% |
31% |
False |
False |
2,709,833 |
100 |
1,315.25 |
739.00 |
576.25 |
63.1% |
49.25 |
5.4% |
30% |
False |
False |
2,168,640 |
120 |
1,315.25 |
739.00 |
576.25 |
63.1% |
45.50 |
5.0% |
30% |
False |
False |
1,807,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,113.50 |
2.618 |
1,037.75 |
1.618 |
991.25 |
1.000 |
962.50 |
0.618 |
944.75 |
HIGH |
916.00 |
0.618 |
898.25 |
0.500 |
892.75 |
0.382 |
887.25 |
LOW |
869.50 |
0.618 |
840.75 |
1.000 |
823.00 |
1.618 |
794.25 |
2.618 |
747.75 |
4.250 |
672.00 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
906.50 |
899.75 |
PP |
899.75 |
886.25 |
S1 |
892.75 |
872.50 |
|