Trading Metrics calculated at close of trading on 19-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2008 |
19-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,786.5 |
4,755.0 |
-31.5 |
-0.7% |
4,810.0 |
High |
4,840.0 |
4,838.0 |
-2.0 |
0.0% |
4,901.5 |
Low |
4,710.0 |
4,696.0 |
-14.0 |
-0.3% |
4,675.0 |
Close |
4,809.0 |
4,770.5 |
-38.5 |
-0.8% |
4,770.5 |
Range |
130.0 |
142.0 |
12.0 |
9.2% |
226.5 |
ATR |
220.2 |
214.6 |
-5.6 |
-2.5% |
0.0 |
Volume |
8,228 |
3,769 |
-4,459 |
-54.2% |
30,551 |
|
Daily Pivots for day following 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,194.2 |
5,124.3 |
4,848.6 |
|
R3 |
5,052.2 |
4,982.3 |
4,809.6 |
|
R2 |
4,910.2 |
4,910.2 |
4,796.5 |
|
R1 |
4,840.3 |
4,840.3 |
4,783.5 |
4,875.3 |
PP |
4,768.2 |
4,768.2 |
4,768.2 |
4,785.6 |
S1 |
4,698.3 |
4,698.3 |
4,757.5 |
4,733.3 |
S2 |
4,626.2 |
4,626.2 |
4,744.5 |
|
S3 |
4,484.2 |
4,556.3 |
4,731.5 |
|
S4 |
4,342.2 |
4,414.3 |
4,692.4 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,461.8 |
5,342.7 |
4,895.1 |
|
R3 |
5,235.3 |
5,116.2 |
4,832.8 |
|
R2 |
5,008.8 |
5,008.8 |
4,812.0 |
|
R1 |
4,889.7 |
4,889.7 |
4,791.3 |
4,836.0 |
PP |
4,782.3 |
4,782.3 |
4,782.3 |
4,755.5 |
S1 |
4,663.2 |
4,663.2 |
4,749.7 |
4,609.5 |
S2 |
4,555.8 |
4,555.8 |
4,729.0 |
|
S3 |
4,329.3 |
4,436.7 |
4,708.2 |
|
S4 |
4,102.8 |
4,210.2 |
4,645.9 |
|
|
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 |
4,675.0 |
226.5 |
4.7% |
154.4 |
3.2% |
42% |
False |
False |
6,110 |
10 |
4,909.0 |
4,576.5 |
332.5 |
7.0% |
155.2 |
3.3% |
58% |
False |
False |
3,683 |
20 |
4,909.0 |
4,260.0 |
649.0 |
13.6% |
180.7 |
3.8% |
79% |
False |
False |
2,020 |
40 |
5,414.0 |
4,097.5 |
1,316.5 |
27.6% |
225.4 |
4.7% |
51% |
False |
False |
1,240 |
60 |
6,099.5 |
4,097.5 |
2,002.0 |
42.0% |
230.6 |
4.8% |
34% |
False |
False |
889 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,441.5 |
2.618 |
5,209.8 |
1.618 |
5,067.8 |
1.000 |
4,980.0 |
0.618 |
4,925.8 |
HIGH |
4,838.0 |
0.618 |
4,783.8 |
0.500 |
4,767.0 |
0.382 |
4,750.2 |
LOW |
4,696.0 |
0.618 |
4,608.2 |
1.000 |
4,554.0 |
1.618 |
4,466.2 |
2.618 |
4,324.2 |
4.250 |
4,092.5 |
|
|
Fisher Pivots for day following 19-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,769.3 |
4,770.3 |
PP |
4,768.2 |
4,770.0 |
S1 |
4,767.0 |
4,769.8 |
|