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 |
872.50 |
-11.00 |
-1.2% |
871.25 |
High |
893.00 |
915.00 |
22.00 |
2.5% |
918.75 |
Low |
856.25 |
868.50 |
12.25 |
1.4% |
828.75 |
Close |
872.25 |
912.75 |
40.50 |
4.6% |
885.50 |
Range |
36.75 |
46.50 |
9.75 |
26.5% |
90.00 |
ATR |
50.59 |
50.30 |
-0.29 |
-0.6% |
0.00 |
Volume |
2,877,490 |
2,246,114 |
-631,376 |
-21.9% |
2,747,655 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,038.25 |
1,022.00 |
938.25 |
|
R3 |
991.75 |
975.50 |
925.50 |
|
R2 |
945.25 |
945.25 |
921.25 |
|
R1 |
929.00 |
929.00 |
917.00 |
937.00 |
PP |
898.75 |
898.75 |
898.75 |
902.75 |
S1 |
882.50 |
882.50 |
908.50 |
890.50 |
S2 |
852.25 |
852.25 |
904.25 |
|
S3 |
805.75 |
836.00 |
900.00 |
|
S4 |
759.25 |
789.50 |
887.25 |
|
|
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 |
915.00 |
828.75 |
86.25 |
9.4% |
40.25 |
4.4% |
97% |
True |
False |
1,544,311 |
10 |
918.75 |
816.25 |
102.50 |
11.2% |
43.75 |
4.8% |
94% |
False |
False |
799,516 |
20 |
918.75 |
737.25 |
181.50 |
19.9% |
50.25 |
5.5% |
97% |
False |
False |
405,227 |
40 |
1,006.50 |
737.25 |
269.25 |
29.5% |
54.75 |
6.0% |
65% |
False |
False |
204,672 |
60 |
1,227.25 |
737.25 |
490.00 |
53.7% |
60.50 |
6.6% |
36% |
False |
False |
138,586 |
80 |
1,303.75 |
737.25 |
566.50 |
62.1% |
53.00 |
5.8% |
31% |
False |
False |
103,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,112.50 |
2.618 |
1,036.75 |
1.618 |
990.25 |
1.000 |
961.50 |
0.618 |
943.75 |
HIGH |
915.00 |
0.618 |
897.25 |
0.500 |
891.75 |
0.382 |
886.25 |
LOW |
868.50 |
0.618 |
839.75 |
1.000 |
822.00 |
1.618 |
793.25 |
2.618 |
746.75 |
4.250 |
671.00 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
905.75 |
899.00 |
PP |
898.75 |
885.50 |
S1 |
891.75 |
872.00 |
|