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 |
907.00 |
891.00 |
-16.00 |
-1.8% |
883.50 |
High |
911.50 |
903.50 |
-8.00 |
-0.9% |
918.25 |
Low |
873.50 |
876.50 |
3.00 |
0.3% |
856.25 |
Close |
892.50 |
881.25 |
-11.25 |
-1.3% |
881.25 |
Range |
38.00 |
27.00 |
-11.00 |
-28.9% |
62.00 |
ATR |
48.17 |
46.66 |
-1.51 |
-3.1% |
0.00 |
Volume |
2,332,232 |
2,087,835 |
-244,397 |
-10.5% |
12,167,750 |
|
Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
968.00 |
951.75 |
896.00 |
|
R3 |
941.00 |
924.75 |
888.75 |
|
R2 |
914.00 |
914.00 |
886.25 |
|
R1 |
897.75 |
897.75 |
883.75 |
892.50 |
PP |
887.00 |
887.00 |
887.00 |
884.50 |
S1 |
870.75 |
870.75 |
878.75 |
865.50 |
S2 |
860.00 |
860.00 |
876.25 |
|
S3 |
833.00 |
843.75 |
873.75 |
|
S4 |
806.00 |
816.75 |
866.50 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,071.25 |
1,038.25 |
915.25 |
|
R3 |
1,009.25 |
976.25 |
898.25 |
|
R2 |
947.25 |
947.25 |
892.50 |
|
R1 |
914.25 |
914.25 |
887.00 |
899.75 |
PP |
885.25 |
885.25 |
885.25 |
878.00 |
S1 |
852.25 |
852.25 |
875.50 |
837.75 |
S2 |
823.25 |
823.25 |
870.00 |
|
S3 |
761.25 |
790.25 |
864.25 |
|
S4 |
699.25 |
728.25 |
847.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
918.25 |
856.25 |
62.00 |
7.0% |
36.00 |
4.1% |
40% |
False |
False |
2,433,550 |
10 |
918.75 |
828.75 |
90.00 |
10.2% |
38.00 |
4.3% |
58% |
False |
False |
1,491,540 |
20 |
918.75 |
737.25 |
181.50 |
20.6% |
46.00 |
5.2% |
79% |
False |
False |
756,328 |
40 |
1,006.50 |
737.25 |
269.25 |
30.6% |
52.00 |
5.9% |
53% |
False |
False |
380,476 |
60 |
1,222.75 |
737.25 |
485.50 |
55.1% |
60.50 |
6.9% |
30% |
False |
False |
255,925 |
80 |
1,303.75 |
737.25 |
566.50 |
64.3% |
54.00 |
6.1% |
25% |
False |
False |
192,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,018.25 |
2.618 |
974.25 |
1.618 |
947.25 |
1.000 |
930.50 |
0.618 |
920.25 |
HIGH |
903.50 |
0.618 |
893.25 |
0.500 |
890.00 |
0.382 |
886.75 |
LOW |
876.50 |
0.618 |
859.75 |
1.000 |
849.50 |
1.618 |
832.75 |
2.618 |
805.75 |
4.250 |
761.75 |
|
|
Fisher Pivots for day following 19-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
890.00 |
896.00 |
PP |
887.00 |
891.00 |
S1 |
884.25 |
886.00 |
|