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 |
871.25 |
883.50 |
12.25 |
1.4% |
871.25 |
High |
886.50 |
893.00 |
6.50 |
0.7% |
918.75 |
Low |
828.75 |
856.25 |
27.50 |
3.3% |
828.75 |
Close |
885.50 |
872.25 |
-13.25 |
-1.5% |
885.50 |
Range |
57.75 |
36.75 |
-21.00 |
-36.4% |
90.00 |
ATR |
51.66 |
50.59 |
-1.06 |
-2.1% |
0.00 |
Volume |
2,054,306 |
2,877,490 |
823,184 |
40.1% |
2,747,655 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
984.00 |
965.00 |
892.50 |
|
R3 |
947.25 |
928.25 |
882.25 |
|
R2 |
910.50 |
910.50 |
879.00 |
|
R1 |
891.50 |
891.50 |
875.50 |
882.50 |
PP |
873.75 |
873.75 |
873.75 |
869.50 |
S1 |
854.75 |
854.75 |
869.00 |
846.00 |
S2 |
837.00 |
837.00 |
865.50 |
|
S3 |
800.25 |
818.00 |
862.25 |
|
S4 |
763.50 |
781.25 |
852.00 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.75 |
1,106.50 |
935.00 |
|
R3 |
1,057.75 |
1,016.50 |
910.25 |
|
R2 |
967.75 |
967.75 |
902.00 |
|
R1 |
926.50 |
926.50 |
893.75 |
947.00 |
PP |
877.75 |
877.75 |
877.75 |
888.00 |
S1 |
836.50 |
836.50 |
877.25 |
857.00 |
S2 |
787.75 |
787.75 |
869.00 |
|
S3 |
697.75 |
746.50 |
860.75 |
|
S4 |
607.75 |
656.50 |
836.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
915.50 |
828.75 |
86.75 |
9.9% |
37.25 |
4.3% |
50% |
False |
False |
1,113,728 |
10 |
918.75 |
811.50 |
107.25 |
12.3% |
43.00 |
4.9% |
57% |
False |
False |
576,550 |
20 |
918.75 |
737.25 |
181.50 |
20.8% |
49.50 |
5.7% |
74% |
False |
False |
293,342 |
40 |
1,006.50 |
737.25 |
269.25 |
30.9% |
55.25 |
6.3% |
50% |
False |
False |
148,569 |
60 |
1,252.00 |
737.25 |
514.75 |
59.0% |
60.50 |
6.9% |
26% |
False |
False |
101,201 |
80 |
1,303.75 |
737.25 |
566.50 |
64.9% |
52.50 |
6.0% |
24% |
False |
False |
75,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,049.25 |
2.618 |
989.25 |
1.618 |
952.50 |
1.000 |
929.75 |
0.618 |
915.75 |
HIGH |
893.00 |
0.618 |
879.00 |
0.500 |
874.50 |
0.382 |
870.25 |
LOW |
856.25 |
0.618 |
833.50 |
1.000 |
819.50 |
1.618 |
796.75 |
2.618 |
760.00 |
4.250 |
700.00 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
874.50 |
870.50 |
PP |
873.75 |
868.50 |
S1 |
873.00 |
866.50 |
|