Trading Metrics calculated at close of trading on 17-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,696.5 |
4,836.0 |
139.5 |
3.0% |
4,663.0 |
High |
4,873.5 |
4,836.0 |
-37.5 |
-0.8% |
4,878.5 |
Low |
4,669.5 |
4,665.0 |
-4.5 |
-0.1% |
4,549.0 |
Close |
4,743.0 |
4,733.5 |
-9.5 |
-0.2% |
4,696.5 |
Range |
204.0 |
171.0 |
-33.0 |
-16.2% |
329.5 |
ATR |
249.6 |
244.0 |
-5.6 |
-2.2% |
0.0 |
Volume |
38,071 |
57,044 |
18,973 |
49.8% |
31,548 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,257.8 |
5,166.7 |
4,827.6 |
|
R3 |
5,086.8 |
4,995.7 |
4,780.5 |
|
R2 |
4,915.8 |
4,915.8 |
4,764.9 |
|
R1 |
4,824.7 |
4,824.7 |
4,749.2 |
4,784.8 |
PP |
4,744.8 |
4,744.8 |
4,744.8 |
4,724.9 |
S1 |
4,653.7 |
4,653.7 |
4,717.8 |
4,613.8 |
S2 |
4,573.8 |
4,573.8 |
4,702.2 |
|
S3 |
4,402.8 |
4,482.7 |
4,686.5 |
|
S4 |
4,231.8 |
4,311.7 |
4,639.5 |
|
|
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 |
6.9% |
178.1 |
3.8% |
57% |
False |
False |
29,150 |
10 |
4,878.5 |
4,360.0 |
518.5 |
11.0% |
188.0 |
4.0% |
72% |
False |
False |
16,400 |
20 |
4,878.5 |
4,066.0 |
812.5 |
17.2% |
220.6 |
4.7% |
82% |
False |
False |
8,880 |
40 |
5,385.0 |
4,066.0 |
1,319.0 |
27.9% |
258.1 |
5.5% |
51% |
False |
False |
5,060 |
60 |
6,318.5 |
4,066.0 |
2,252.5 |
47.6% |
275.3 |
5.8% |
30% |
False |
False |
3,641 |
80 |
6,706.5 |
4,066.0 |
2,640.5 |
55.8% |
243.8 |
5.1% |
25% |
False |
False |
3,384 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
57.9% |
215.0 |
4.5% |
24% |
False |
False |
2,772 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
57.9% |
200.5 |
4.2% |
24% |
False |
False |
2,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,562.8 |
2.618 |
5,283.7 |
1.618 |
5,112.7 |
1.000 |
5,007.0 |
0.618 |
4,941.7 |
HIGH |
4,836.0 |
0.618 |
4,770.7 |
0.500 |
4,750.5 |
0.382 |
4,730.3 |
LOW |
4,665.0 |
0.618 |
4,559.3 |
1.000 |
4,494.0 |
1.618 |
4,388.3 |
2.618 |
4,217.3 |
4.250 |
3,938.3 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,750.5 |
4,757.5 |
PP |
4,744.8 |
4,749.5 |
S1 |
4,739.2 |
4,741.5 |
|