Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,221.50 |
1,211.50 |
-10.00 |
-0.8% |
1,214.00 |
High |
1,237.75 |
1,223.50 |
-14.25 |
-1.2% |
1,248.75 |
Low |
1,209.00 |
1,169.50 |
-39.50 |
-3.3% |
1,168.25 |
Close |
1,211.00 |
1,197.00 |
-14.00 |
-1.2% |
1,211.00 |
Range |
28.75 |
54.00 |
25.25 |
87.8% |
80.50 |
ATR |
61.10 |
60.59 |
-0.51 |
-0.8% |
0.00 |
Volume |
285,614 |
231,281 |
-54,333 |
-19.0% |
1,606,856 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,358.75 |
1,331.75 |
1,226.75 |
|
R3 |
1,304.75 |
1,277.75 |
1,211.75 |
|
R2 |
1,250.75 |
1,250.75 |
1,207.00 |
|
R1 |
1,223.75 |
1,223.75 |
1,202.00 |
1,210.25 |
PP |
1,196.75 |
1,196.75 |
1,196.75 |
1,190.00 |
S1 |
1,169.75 |
1,169.75 |
1,192.00 |
1,156.25 |
S2 |
1,142.75 |
1,142.75 |
1,187.00 |
|
S3 |
1,088.75 |
1,115.75 |
1,182.25 |
|
S4 |
1,034.75 |
1,061.75 |
1,167.25 |
|
|
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 |
1,169.50 |
79.25 |
6.6% |
45.00 |
3.8% |
35% |
False |
True |
292,584 |
10 |
1,254.00 |
1,135.00 |
119.00 |
9.9% |
50.75 |
4.2% |
52% |
False |
False |
213,956 |
20 |
1,254.00 |
1,075.75 |
178.25 |
14.9% |
57.75 |
4.8% |
68% |
False |
False |
107,277 |
40 |
1,392.00 |
1,021.00 |
371.00 |
31.0% |
65.50 |
5.5% |
47% |
False |
False |
53,718 |
60 |
1,660.00 |
1,021.00 |
639.00 |
53.4% |
78.50 |
6.6% |
28% |
False |
False |
35,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.00 |
2.618 |
1,364.75 |
1.618 |
1,310.75 |
1.000 |
1,277.50 |
0.618 |
1,256.75 |
HIGH |
1,223.50 |
0.618 |
1,202.75 |
0.500 |
1,196.50 |
0.382 |
1,190.25 |
LOW |
1,169.50 |
0.618 |
1,136.25 |
1.000 |
1,115.50 |
1.618 |
1,082.25 |
2.618 |
1,028.25 |
4.250 |
940.00 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,196.75 |
1,203.50 |
PP |
1,196.75 |
1,201.50 |
S1 |
1,196.50 |
1,199.25 |
|