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 |
4,248.5 |
4,336.0 |
87.5 |
2.1% |
4,297.0 |
High |
4,399.0 |
4,364.0 |
-35.0 |
-0.8% |
4,404.0 |
Low |
4,219.5 |
4,203.0 |
-16.5 |
-0.4% |
4,165.0 |
Close |
4,284.0 |
4,284.5 |
0.5 |
0.0% |
4,237.0 |
Range |
179.5 |
161.0 |
-18.5 |
-10.3% |
239.0 |
ATR |
189.7 |
187.6 |
-2.0 |
-1.1% |
0.0 |
Volume |
207,442 |
291,875 |
84,433 |
40.7% |
90,529 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,767.0 |
4,686.5 |
4,373.0 |
|
R3 |
4,606.0 |
4,525.5 |
4,329.0 |
|
R2 |
4,445.0 |
4,445.0 |
4,314.0 |
|
R1 |
4,364.5 |
4,364.5 |
4,299.5 |
4,324.0 |
PP |
4,284.0 |
4,284.0 |
4,284.0 |
4,263.5 |
S1 |
4,203.5 |
4,203.5 |
4,269.5 |
4,163.0 |
S2 |
4,123.0 |
4,123.0 |
4,255.0 |
|
S3 |
3,962.0 |
4,042.5 |
4,240.0 |
|
S4 |
3,801.0 |
3,881.5 |
4,196.0 |
|
|
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% |
144.5 |
3.4% |
50% |
False |
False |
123,412 |
10 |
4,404.0 |
3,988.0 |
416.0 |
9.7% |
153.0 |
3.6% |
71% |
False |
False |
64,217 |
20 |
4,404.0 |
3,672.5 |
731.5 |
17.1% |
168.5 |
3.9% |
84% |
False |
False |
32,311 |
40 |
4,644.5 |
3,672.5 |
972.0 |
22.7% |
175.0 |
4.1% |
63% |
False |
False |
16,246 |
60 |
5,279.5 |
3,672.5 |
1,607.0 |
37.5% |
198.5 |
4.6% |
38% |
False |
False |
11,084 |
80 |
5,690.0 |
3,672.5 |
2,017.5 |
47.1% |
172.0 |
4.0% |
30% |
False |
False |
8,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,048.0 |
2.618 |
4,785.5 |
1.618 |
4,624.5 |
1.000 |
4,525.0 |
0.618 |
4,463.5 |
HIGH |
4,364.0 |
0.618 |
4,302.5 |
0.500 |
4,283.5 |
0.382 |
4,264.5 |
LOW |
4,203.0 |
0.618 |
4,103.5 |
1.000 |
4,042.0 |
1.618 |
3,942.5 |
2.618 |
3,781.5 |
4.250 |
3,519.0 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,284.0 |
4,301.0 |
PP |
4,284.0 |
4,295.5 |
S1 |
4,283.5 |
4,290.0 |
|