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 |
4,312.0 |
4,248.5 |
-63.5 |
-1.5% |
4,297.0 |
High |
4,312.0 |
4,399.0 |
87.0 |
2.0% |
4,404.0 |
Low |
4,207.5 |
4,219.5 |
12.0 |
0.3% |
4,165.0 |
Close |
4,241.5 |
4,284.0 |
42.5 |
1.0% |
4,237.0 |
Range |
104.5 |
179.5 |
75.0 |
71.8% |
239.0 |
ATR |
190.5 |
189.7 |
-0.8 |
-0.4% |
0.0 |
Volume |
39,165 |
207,442 |
168,277 |
429.7% |
90,529 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,839.5 |
4,741.0 |
4,382.5 |
|
R3 |
4,660.0 |
4,561.5 |
4,333.5 |
|
R2 |
4,480.5 |
4,480.5 |
4,317.0 |
|
R1 |
4,382.0 |
4,382.0 |
4,300.5 |
4,431.0 |
PP |
4,301.0 |
4,301.0 |
4,301.0 |
4,325.5 |
S1 |
4,202.5 |
4,202.5 |
4,267.5 |
4,252.0 |
S2 |
4,121.5 |
4,121.5 |
4,251.0 |
|
S3 |
3,942.0 |
4,023.0 |
4,234.5 |
|
S4 |
3,762.5 |
3,843.5 |
4,185.5 |
|
|
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% |
126.5 |
3.0% |
50% |
False |
False |
66,576 |
10 |
4,404.0 |
3,988.0 |
416.0 |
9.7% |
154.0 |
3.6% |
71% |
False |
False |
35,032 |
20 |
4,404.0 |
3,672.5 |
731.5 |
17.1% |
169.5 |
4.0% |
84% |
False |
False |
17,731 |
40 |
4,644.5 |
3,672.5 |
972.0 |
22.7% |
175.0 |
4.1% |
63% |
False |
False |
8,950 |
60 |
5,279.5 |
3,672.5 |
1,607.0 |
37.5% |
196.5 |
4.6% |
38% |
False |
False |
6,220 |
80 |
5,690.0 |
3,672.5 |
2,017.5 |
47.1% |
171.0 |
4.0% |
30% |
False |
False |
4,686 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,162.0 |
2.618 |
4,869.0 |
1.618 |
4,689.5 |
1.000 |
4,578.5 |
0.618 |
4,510.0 |
HIGH |
4,399.0 |
0.618 |
4,330.5 |
0.500 |
4,309.0 |
0.382 |
4,288.0 |
LOW |
4,219.5 |
0.618 |
4,108.5 |
1.000 |
4,040.0 |
1.618 |
3,929.0 |
2.618 |
3,749.5 |
4.250 |
3,456.5 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,309.0 |
4,283.5 |
PP |
4,301.0 |
4,282.5 |
S1 |
4,292.5 |
4,282.0 |
|