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 |
4,844.0 |
4,786.5 |
-57.5 |
-1.2% |
4,687.0 |
High |
4,847.0 |
4,840.0 |
-7.0 |
-0.1% |
4,909.0 |
Low |
4,692.5 |
4,710.0 |
17.5 |
0.4% |
4,576.5 |
Close |
4,760.5 |
4,809.0 |
48.5 |
1.0% |
4,724.5 |
Range |
154.5 |
130.0 |
-24.5 |
-15.9% |
332.5 |
ATR |
227.1 |
220.2 |
-6.9 |
-3.1% |
0.0 |
Volume |
4,889 |
8,228 |
3,339 |
68.3% |
6,283 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,176.3 |
5,122.7 |
4,880.5 |
|
R3 |
5,046.3 |
4,992.7 |
4,844.8 |
|
R2 |
4,916.3 |
4,916.3 |
4,832.8 |
|
R1 |
4,862.7 |
4,862.7 |
4,820.9 |
4,889.5 |
PP |
4,786.3 |
4,786.3 |
4,786.3 |
4,799.8 |
S1 |
4,732.7 |
4,732.7 |
4,797.1 |
4,759.5 |
S2 |
4,656.3 |
4,656.3 |
4,785.2 |
|
S3 |
4,526.3 |
4,602.7 |
4,773.3 |
|
S4 |
4,396.3 |
4,472.7 |
4,737.5 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,734.2 |
5,561.8 |
4,907.4 |
|
R3 |
5,401.7 |
5,229.3 |
4,815.9 |
|
R2 |
5,069.2 |
5,069.2 |
4,785.5 |
|
R1 |
4,896.8 |
4,896.8 |
4,755.0 |
4,983.0 |
PP |
4,736.7 |
4,736.7 |
4,736.7 |
4,779.8 |
S1 |
4,564.3 |
4,564.3 |
4,694.0 |
4,650.5 |
S2 |
4,404.2 |
4,404.2 |
4,663.5 |
|
S3 |
4,071.7 |
4,231.8 |
4,633.1 |
|
S4 |
3,739.2 |
3,899.3 |
4,541.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,901.5 |
4,576.5 |
325.0 |
6.8% |
169.7 |
3.5% |
72% |
False |
False |
5,745 |
10 |
4,909.0 |
4,387.0 |
522.0 |
10.9% |
162.2 |
3.4% |
81% |
False |
False |
3,353 |
20 |
4,909.0 |
4,097.5 |
811.5 |
16.9% |
186.7 |
3.9% |
88% |
False |
False |
1,884 |
40 |
5,414.0 |
4,097.5 |
1,316.5 |
27.4% |
230.1 |
4.8% |
54% |
False |
False |
1,151 |
60 |
6,316.0 |
4,097.5 |
2,218.5 |
46.1% |
229.5 |
4.8% |
32% |
False |
False |
834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,392.5 |
2.618 |
5,180.3 |
1.618 |
5,050.3 |
1.000 |
4,970.0 |
0.618 |
4,920.3 |
HIGH |
4,840.0 |
0.618 |
4,790.3 |
0.500 |
4,775.0 |
0.382 |
4,759.7 |
LOW |
4,710.0 |
0.618 |
4,629.7 |
1.000 |
4,580.0 |
1.618 |
4,499.7 |
2.618 |
4,369.7 |
4.250 |
4,157.5 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,797.7 |
4,805.0 |
PP |
4,786.3 |
4,801.0 |
S1 |
4,775.0 |
4,797.0 |
|