Trading Metrics calculated at close of trading on 12-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2008 |
12-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,327.5 |
4,186.5 |
-141.0 |
-3.3% |
4,297.0 |
High |
4,404.0 |
4,315.0 |
-89.0 |
-2.0% |
4,404.0 |
Low |
4,277.0 |
4,165.0 |
-112.0 |
-2.6% |
4,165.0 |
Close |
4,354.5 |
4,237.0 |
-117.5 |
-2.7% |
4,237.0 |
Range |
127.0 |
150.0 |
23.0 |
18.1% |
239.0 |
ATR |
197.7 |
197.1 |
-0.6 |
-0.3% |
0.0 |
Volume |
15,647 |
62,934 |
47,287 |
302.2% |
90,529 |
|
Daily Pivots for day following 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,689.0 |
4,613.0 |
4,319.5 |
|
R3 |
4,539.0 |
4,463.0 |
4,278.0 |
|
R2 |
4,389.0 |
4,389.0 |
4,264.5 |
|
R1 |
4,313.0 |
4,313.0 |
4,251.0 |
4,351.0 |
PP |
4,239.0 |
4,239.0 |
4,239.0 |
4,258.0 |
S1 |
4,163.0 |
4,163.0 |
4,223.0 |
4,201.0 |
S2 |
4,089.0 |
4,089.0 |
4,209.5 |
|
S3 |
3,939.0 |
4,013.0 |
4,196.0 |
|
S4 |
3,789.0 |
3,863.0 |
4,154.5 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,985.5 |
4,850.5 |
4,368.5 |
|
R3 |
4,746.5 |
4,611.5 |
4,302.5 |
|
R2 |
4,507.5 |
4,507.5 |
4,281.0 |
|
R1 |
4,372.5 |
4,372.5 |
4,259.0 |
4,320.5 |
PP |
4,268.5 |
4,268.5 |
4,268.5 |
4,243.0 |
S1 |
4,133.5 |
4,133.5 |
4,215.0 |
4,081.5 |
S2 |
4,029.5 |
4,029.5 |
4,193.0 |
|
S3 |
3,790.5 |
3,894.5 |
4,171.5 |
|
S4 |
3,551.5 |
3,655.5 |
4,105.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,404.0 |
4,165.0 |
239.0 |
5.6% |
130.5 |
3.1% |
30% |
False |
True |
18,105 |
10 |
4,404.0 |
3,950.0 |
454.0 |
10.7% |
165.5 |
3.9% |
63% |
False |
False |
10,524 |
20 |
4,404.0 |
3,672.5 |
731.5 |
17.3% |
172.0 |
4.1% |
77% |
False |
False |
5,428 |
40 |
4,644.5 |
3,672.5 |
972.0 |
22.9% |
178.5 |
4.2% |
58% |
False |
False |
2,788 |
60 |
5,359.0 |
3,672.5 |
1,686.5 |
39.8% |
195.5 |
4.6% |
33% |
False |
False |
2,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,952.5 |
2.618 |
4,707.5 |
1.618 |
4,557.5 |
1.000 |
4,465.0 |
0.618 |
4,407.5 |
HIGH |
4,315.0 |
0.618 |
4,257.5 |
0.500 |
4,240.0 |
0.382 |
4,222.5 |
LOW |
4,165.0 |
0.618 |
4,072.5 |
1.000 |
4,015.0 |
1.618 |
3,922.5 |
2.618 |
3,772.5 |
4.250 |
3,527.5 |
|
|
Fisher Pivots for day following 12-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,240.0 |
4,284.5 |
PP |
4,239.0 |
4,268.5 |
S1 |
4,238.0 |
4,253.0 |
|