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 |
3,590.0 |
3,541.0 |
-49.0 |
-1.4% |
3,568.0 |
High |
3,635.0 |
3,594.0 |
-41.0 |
-1.1% |
3,653.0 |
Low |
3,525.0 |
3,500.0 |
-25.0 |
-0.7% |
3,443.0 |
Close |
3,581.0 |
3,571.0 |
-10.0 |
-0.3% |
3,499.0 |
Range |
110.0 |
94.0 |
-16.0 |
-14.5% |
210.0 |
ATR |
115.8 |
114.2 |
-1.6 |
-1.3% |
0.0 |
Volume |
122,349 |
26,516 |
-95,833 |
-78.3% |
8,431 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,837.0 |
3,798.0 |
3,622.7 |
|
R3 |
3,743.0 |
3,704.0 |
3,596.9 |
|
R2 |
3,649.0 |
3,649.0 |
3,588.2 |
|
R1 |
3,610.0 |
3,610.0 |
3,579.6 |
3,629.5 |
PP |
3,555.0 |
3,555.0 |
3,555.0 |
3,564.8 |
S1 |
3,516.0 |
3,516.0 |
3,562.4 |
3,535.5 |
S2 |
3,461.0 |
3,461.0 |
3,553.8 |
|
S3 |
3,367.0 |
3,422.0 |
3,545.2 |
|
S4 |
3,273.0 |
3,328.0 |
3,519.3 |
|
|
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% |
94.8 |
2.7% |
61% |
False |
False |
65,856 |
10 |
3,653.0 |
3,443.0 |
210.0 |
5.9% |
96.7 |
2.7% |
61% |
False |
False |
33,471 |
20 |
3,719.0 |
3,229.0 |
490.0 |
13.7% |
81.0 |
2.3% |
70% |
False |
False |
18,019 |
40 |
4,326.0 |
3,229.0 |
1,097.0 |
30.7% |
58.8 |
1.6% |
31% |
False |
False |
9,546 |
60 |
4,964.0 |
3,229.0 |
1,735.0 |
48.6% |
51.0 |
1.4% |
20% |
False |
False |
7,498 |
80 |
5,188.0 |
3,229.0 |
1,959.0 |
54.9% |
44.2 |
1.2% |
17% |
False |
False |
5,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,993.5 |
2.618 |
3,840.1 |
1.618 |
3,746.1 |
1.000 |
3,688.0 |
0.618 |
3,652.1 |
HIGH |
3,594.0 |
0.618 |
3,558.1 |
0.500 |
3,547.0 |
0.382 |
3,535.9 |
LOW |
3,500.0 |
0.618 |
3,441.9 |
1.000 |
3,406.0 |
1.618 |
3,347.9 |
2.618 |
3,253.9 |
4.250 |
3,100.5 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,563.0 |
3,568.5 |
PP |
3,555.0 |
3,566.0 |
S1 |
3,547.0 |
3,563.5 |
|