Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,241.50 |
1,227.50 |
-14.00 |
-1.1% |
1,177.00 |
High |
1,244.75 |
1,237.25 |
-7.50 |
-0.6% |
1,254.00 |
Low |
1,205.25 |
1,193.50 |
-11.75 |
-1.0% |
1,135.00 |
Close |
1,228.50 |
1,225.50 |
-3.00 |
-0.2% |
1,215.00 |
Range |
39.50 |
43.75 |
4.25 |
10.8% |
119.00 |
ATR |
65.11 |
63.58 |
-1.53 |
-2.3% |
0.00 |
Volume |
342,050 |
294,861 |
-47,189 |
-13.8% |
304,293 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.00 |
1,331.50 |
1,249.50 |
|
R3 |
1,306.25 |
1,287.75 |
1,237.50 |
|
R2 |
1,262.50 |
1,262.50 |
1,233.50 |
|
R1 |
1,244.00 |
1,244.00 |
1,229.50 |
1,231.50 |
PP |
1,218.75 |
1,218.75 |
1,218.75 |
1,212.50 |
S1 |
1,200.25 |
1,200.25 |
1,221.50 |
1,187.50 |
S2 |
1,175.00 |
1,175.00 |
1,217.50 |
|
S3 |
1,131.25 |
1,156.50 |
1,213.50 |
|
S4 |
1,087.50 |
1,112.75 |
1,201.50 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,558.25 |
1,505.75 |
1,280.50 |
|
R3 |
1,439.25 |
1,386.75 |
1,247.75 |
|
R2 |
1,320.25 |
1,320.25 |
1,236.75 |
|
R1 |
1,267.75 |
1,267.75 |
1,226.00 |
1,294.00 |
PP |
1,201.25 |
1,201.25 |
1,201.25 |
1,214.50 |
S1 |
1,148.75 |
1,148.75 |
1,204.00 |
1,175.00 |
S2 |
1,082.25 |
1,082.25 |
1,193.25 |
|
S3 |
963.25 |
1,029.75 |
1,182.25 |
|
S4 |
844.25 |
910.75 |
1,149.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,248.75 |
1,135.00 |
113.75 |
9.3% |
56.25 |
4.6% |
80% |
False |
False |
317,645 |
10 |
1,254.00 |
1,097.00 |
157.00 |
12.8% |
57.75 |
4.7% |
82% |
False |
False |
162,637 |
20 |
1,254.00 |
1,021.00 |
233.00 |
19.0% |
61.50 |
5.0% |
88% |
False |
False |
81,463 |
40 |
1,392.00 |
1,021.00 |
371.00 |
30.3% |
68.00 |
5.6% |
55% |
False |
False |
40,803 |
60 |
1,719.75 |
1,021.00 |
698.75 |
57.0% |
78.75 |
6.4% |
29% |
False |
False |
27,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,423.25 |
2.618 |
1,351.75 |
1.618 |
1,308.00 |
1.000 |
1,281.00 |
0.618 |
1,264.25 |
HIGH |
1,237.25 |
0.618 |
1,220.50 |
0.500 |
1,215.50 |
0.382 |
1,210.25 |
LOW |
1,193.50 |
0.618 |
1,166.50 |
1.000 |
1,149.75 |
1.618 |
1,122.75 |
2.618 |
1,079.00 |
4.250 |
1,007.50 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,222.00 |
1,223.25 |
PP |
1,218.75 |
1,221.25 |
S1 |
1,215.50 |
1,219.00 |
|