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 |
4,788.5 |
4,696.5 |
-92.0 |
-1.9% |
4,663.0 |
High |
4,810.0 |
4,873.5 |
63.5 |
1.3% |
4,878.5 |
Low |
4,641.5 |
4,669.5 |
28.0 |
0.6% |
4,549.0 |
Close |
4,688.0 |
4,743.0 |
55.0 |
1.2% |
4,696.5 |
Range |
168.5 |
204.0 |
35.5 |
21.1% |
329.5 |
ATR |
253.1 |
249.6 |
-3.5 |
-1.4% |
0.0 |
Volume |
34,122 |
38,071 |
3,949 |
11.6% |
31,548 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,374.0 |
5,262.5 |
4,855.2 |
|
R3 |
5,170.0 |
5,058.5 |
4,799.1 |
|
R2 |
4,966.0 |
4,966.0 |
4,780.4 |
|
R1 |
4,854.5 |
4,854.5 |
4,761.7 |
4,910.3 |
PP |
4,762.0 |
4,762.0 |
4,762.0 |
4,789.9 |
S1 |
4,650.5 |
4,650.5 |
4,724.3 |
4,706.3 |
S2 |
4,558.0 |
4,558.0 |
4,705.6 |
|
S3 |
4,354.0 |
4,446.5 |
4,686.9 |
|
S4 |
4,150.0 |
4,242.5 |
4,630.8 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,696.5 |
5,526.0 |
4,877.7 |
|
R3 |
5,367.0 |
5,196.5 |
4,787.1 |
|
R2 |
5,037.5 |
5,037.5 |
4,756.9 |
|
R1 |
4,867.0 |
4,867.0 |
4,726.7 |
4,952.3 |
PP |
4,708.0 |
4,708.0 |
4,708.0 |
4,750.6 |
S1 |
4,537.5 |
4,537.5 |
4,666.3 |
4,622.8 |
S2 |
4,378.5 |
4,378.5 |
4,636.1 |
|
S3 |
4,049.0 |
4,208.0 |
4,605.9 |
|
S4 |
3,719.5 |
3,878.5 |
4,515.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,873.5 |
4,549.0 |
324.5 |
6.8% |
163.1 |
3.4% |
60% |
True |
False |
18,515 |
10 |
4,878.5 |
4,360.0 |
518.5 |
10.9% |
194.2 |
4.1% |
74% |
False |
False |
10,791 |
20 |
4,878.5 |
4,066.0 |
812.5 |
17.1% |
229.3 |
4.8% |
83% |
False |
False |
6,084 |
40 |
5,385.0 |
4,066.0 |
1,319.0 |
27.8% |
262.5 |
5.5% |
51% |
False |
False |
3,655 |
60 |
6,318.5 |
4,066.0 |
2,252.5 |
47.5% |
273.8 |
5.8% |
30% |
False |
False |
2,705 |
80 |
6,706.5 |
4,066.0 |
2,640.5 |
55.7% |
242.9 |
5.1% |
26% |
False |
False |
2,676 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
57.8% |
213.9 |
4.5% |
25% |
False |
False |
2,206 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
57.8% |
200.0 |
4.2% |
25% |
False |
False |
1,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,740.5 |
2.618 |
5,407.6 |
1.618 |
5,203.6 |
1.000 |
5,077.5 |
0.618 |
4,999.6 |
HIGH |
4,873.5 |
0.618 |
4,795.6 |
0.500 |
4,771.5 |
0.382 |
4,747.4 |
LOW |
4,669.5 |
0.618 |
4,543.4 |
1.000 |
4,465.5 |
1.618 |
4,339.4 |
2.618 |
4,135.4 |
4.250 |
3,802.5 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,771.5 |
4,732.4 |
PP |
4,762.0 |
4,721.8 |
S1 |
4,752.5 |
4,711.3 |
|