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 |
1,227.50 |
1,221.50 |
-6.00 |
-0.5% |
1,214.00 |
High |
1,237.25 |
1,237.75 |
0.50 |
0.0% |
1,248.75 |
Low |
1,193.50 |
1,209.00 |
15.50 |
1.3% |
1,168.25 |
Close |
1,225.50 |
1,211.00 |
-14.50 |
-1.2% |
1,211.00 |
Range |
43.75 |
28.75 |
-15.00 |
-34.3% |
80.50 |
ATR |
63.58 |
61.10 |
-2.49 |
-3.9% |
0.00 |
Volume |
294,861 |
285,614 |
-9,247 |
-3.1% |
1,606,856 |
|
Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.50 |
1,287.00 |
1,226.75 |
|
R3 |
1,276.75 |
1,258.25 |
1,219.00 |
|
R2 |
1,248.00 |
1,248.00 |
1,216.25 |
|
R1 |
1,229.50 |
1,229.50 |
1,213.75 |
1,224.50 |
PP |
1,219.25 |
1,219.25 |
1,219.25 |
1,216.75 |
S1 |
1,200.75 |
1,200.75 |
1,208.25 |
1,195.50 |
S2 |
1,190.50 |
1,190.50 |
1,205.75 |
|
S3 |
1,161.75 |
1,172.00 |
1,203.00 |
|
S4 |
1,133.00 |
1,143.25 |
1,195.25 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.75 |
1,411.50 |
1,255.25 |
|
R3 |
1,370.25 |
1,331.00 |
1,233.25 |
|
R2 |
1,289.75 |
1,289.75 |
1,225.75 |
|
R1 |
1,250.50 |
1,250.50 |
1,218.50 |
1,230.00 |
PP |
1,209.25 |
1,209.25 |
1,209.25 |
1,199.00 |
S1 |
1,170.00 |
1,170.00 |
1,203.50 |
1,149.50 |
S2 |
1,128.75 |
1,128.75 |
1,196.25 |
|
S3 |
1,048.25 |
1,089.50 |
1,188.75 |
|
S4 |
967.75 |
1,009.00 |
1,166.75 |
|
|
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 |
1,168.25 |
80.50 |
6.6% |
45.75 |
3.8% |
53% |
False |
False |
321,371 |
10 |
1,254.00 |
1,135.00 |
119.00 |
9.8% |
52.00 |
4.3% |
64% |
False |
False |
191,114 |
20 |
1,254.00 |
1,021.00 |
233.00 |
19.2% |
58.75 |
4.8% |
82% |
False |
False |
95,731 |
40 |
1,392.00 |
1,021.00 |
371.00 |
30.6% |
66.50 |
5.5% |
51% |
False |
False |
47,939 |
60 |
1,699.00 |
1,021.00 |
678.00 |
56.0% |
78.50 |
6.5% |
28% |
False |
False |
32,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.00 |
2.618 |
1,313.00 |
1.618 |
1,284.25 |
1.000 |
1,266.50 |
0.618 |
1,255.50 |
HIGH |
1,237.75 |
0.618 |
1,226.75 |
0.500 |
1,223.50 |
0.382 |
1,220.00 |
LOW |
1,209.00 |
0.618 |
1,191.25 |
1.000 |
1,180.25 |
1.618 |
1,162.50 |
2.618 |
1,133.75 |
4.250 |
1,086.75 |
|
|
Fisher Pivots for day following 19-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,223.50 |
1,219.00 |
PP |
1,219.25 |
1,216.50 |
S1 |
1,215.00 |
1,213.75 |
|