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 |
3,576.0 |
3,560.0 |
-16.0 |
-0.4% |
3,568.0 |
High |
3,652.0 |
3,572.0 |
-80.0 |
-2.2% |
3,653.0 |
Low |
3,561.0 |
3,492.0 |
-69.0 |
-1.9% |
3,443.0 |
Close |
3,582.0 |
3,540.0 |
-42.0 |
-1.2% |
3,499.0 |
Range |
91.0 |
80.0 |
-11.0 |
-12.1% |
210.0 |
ATR |
118.2 |
116.2 |
-2.0 |
-1.7% |
0.0 |
Volume |
49,737 |
127,628 |
77,891 |
156.6% |
8,431 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,774.7 |
3,737.3 |
3,584.0 |
|
R3 |
3,694.7 |
3,657.3 |
3,562.0 |
|
R2 |
3,614.7 |
3,614.7 |
3,554.7 |
|
R1 |
3,577.3 |
3,577.3 |
3,547.3 |
3,556.0 |
PP |
3,534.7 |
3,534.7 |
3,534.7 |
3,524.0 |
S1 |
3,497.3 |
3,497.3 |
3,532.7 |
3,476.0 |
S2 |
3,454.7 |
3,454.7 |
3,525.3 |
|
S3 |
3,374.7 |
3,417.3 |
3,518.0 |
|
S4 |
3,294.7 |
3,337.3 |
3,496.0 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,161.7 |
4,040.3 |
3,614.5 |
|
R3 |
3,951.7 |
3,830.3 |
3,556.8 |
|
R2 |
3,741.7 |
3,741.7 |
3,537.5 |
|
R1 |
3,620.3 |
3,620.3 |
3,518.3 |
3,576.0 |
PP |
3,531.7 |
3,531.7 |
3,531.7 |
3,509.5 |
S1 |
3,410.3 |
3,410.3 |
3,479.8 |
3,366.0 |
S2 |
3,321.7 |
3,321.7 |
3,460.5 |
|
S3 |
3,111.7 |
3,200.3 |
3,441.3 |
|
S4 |
2,901.7 |
2,990.3 |
3,383.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,652.0 |
3,443.0 |
209.0 |
5.9% |
99.0 |
2.8% |
46% |
False |
False |
36,719 |
10 |
3,653.0 |
3,443.0 |
210.0 |
5.9% |
92.3 |
2.6% |
46% |
False |
False |
18,606 |
20 |
3,719.0 |
3,229.0 |
490.0 |
13.8% |
77.2 |
2.2% |
63% |
False |
False |
10,576 |
40 |
4,326.0 |
3,229.0 |
1,097.0 |
31.0% |
55.1 |
1.6% |
28% |
False |
False |
5,827 |
60 |
5,009.0 |
3,229.0 |
1,780.0 |
50.3% |
48.5 |
1.4% |
17% |
False |
False |
5,024 |
80 |
5,188.0 |
3,229.0 |
1,959.0 |
55.3% |
41.6 |
1.2% |
16% |
False |
False |
3,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,912.0 |
2.618 |
3,781.4 |
1.618 |
3,701.4 |
1.000 |
3,652.0 |
0.618 |
3,621.4 |
HIGH |
3,572.0 |
0.618 |
3,541.4 |
0.500 |
3,532.0 |
0.382 |
3,522.6 |
LOW |
3,492.0 |
0.618 |
3,442.6 |
1.000 |
3,412.0 |
1.618 |
3,362.6 |
2.618 |
3,282.6 |
4.250 |
3,152.0 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,537.3 |
3,547.5 |
PP |
3,534.7 |
3,545.0 |
S1 |
3,532.0 |
3,542.5 |
|