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 |
4,836.0 |
4,759.5 |
-76.5 |
-1.6% |
4,663.0 |
High |
4,836.0 |
4,812.5 |
-23.5 |
-0.5% |
4,878.5 |
Low |
4,665.0 |
4,682.5 |
17.5 |
0.4% |
4,549.0 |
Close |
4,733.5 |
4,782.0 |
48.5 |
1.0% |
4,696.5 |
Range |
171.0 |
130.0 |
-41.0 |
-24.0% |
329.5 |
ATR |
244.0 |
235.8 |
-8.1 |
-3.3% |
0.0 |
Volume |
57,044 |
55,903 |
-1,141 |
-2.0% |
31,548 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,149.0 |
5,095.5 |
4,853.5 |
|
R3 |
5,019.0 |
4,965.5 |
4,817.8 |
|
R2 |
4,889.0 |
4,889.0 |
4,805.8 |
|
R1 |
4,835.5 |
4,835.5 |
4,793.9 |
4,862.3 |
PP |
4,759.0 |
4,759.0 |
4,759.0 |
4,772.4 |
S1 |
4,705.5 |
4,705.5 |
4,770.1 |
4,732.3 |
S2 |
4,629.0 |
4,629.0 |
4,758.2 |
|
S3 |
4,499.0 |
4,575.5 |
4,746.3 |
|
S4 |
4,369.0 |
4,445.5 |
4,710.5 |
|
|
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 |
6.8% |
180.5 |
3.8% |
72% |
False |
False |
39,126 |
10 |
4,878.5 |
4,360.0 |
518.5 |
10.8% |
171.3 |
3.6% |
81% |
False |
False |
21,812 |
20 |
4,878.5 |
4,066.0 |
812.5 |
17.0% |
213.0 |
4.5% |
88% |
False |
False |
11,582 |
40 |
5,385.0 |
4,066.0 |
1,319.0 |
27.6% |
254.1 |
5.3% |
54% |
False |
False |
6,443 |
60 |
6,240.0 |
4,066.0 |
2,174.0 |
45.5% |
275.0 |
5.8% |
33% |
False |
False |
4,561 |
80 |
6,706.5 |
4,066.0 |
2,640.5 |
55.2% |
243.1 |
5.1% |
27% |
False |
False |
4,077 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
57.3% |
215.2 |
4.5% |
26% |
False |
False |
3,328 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
57.3% |
200.4 |
4.2% |
26% |
False |
False |
2,830 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,365.0 |
2.618 |
5,152.8 |
1.618 |
5,022.8 |
1.000 |
4,942.5 |
0.618 |
4,892.8 |
HIGH |
4,812.5 |
0.618 |
4,762.8 |
0.500 |
4,747.5 |
0.382 |
4,732.2 |
LOW |
4,682.5 |
0.618 |
4,602.2 |
1.000 |
4,552.5 |
1.618 |
4,472.2 |
2.618 |
4,342.2 |
4.250 |
4,130.0 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,770.5 |
4,777.8 |
PP |
4,759.0 |
4,773.5 |
S1 |
4,747.5 |
4,769.3 |
|