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 |
1,194.82 |
1,225.68 |
30.86 |
2.6% |
1,202.78 |
High |
1,244.81 |
1,242.18 |
-2.63 |
-0.2% |
1,251.56 |
Low |
1,194.63 |
1,211.46 |
16.83 |
1.4% |
1,157.15 |
Close |
1,243.49 |
1,225.86 |
-17.63 |
-1.4% |
1,206.65 |
Range |
50.18 |
30.72 |
-19.46 |
-38.8% |
94.41 |
ATR |
59.97 |
57.98 |
-2.00 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.66 |
1,302.98 |
1,242.76 |
|
R3 |
1,287.94 |
1,272.26 |
1,234.31 |
|
R2 |
1,257.22 |
1,257.22 |
1,231.49 |
|
R1 |
1,241.54 |
1,241.54 |
1,228.68 |
1,249.38 |
PP |
1,226.50 |
1,226.50 |
1,226.50 |
1,230.42 |
S1 |
1,210.82 |
1,210.82 |
1,223.04 |
1,218.66 |
S2 |
1,195.78 |
1,195.78 |
1,220.23 |
|
S3 |
1,165.06 |
1,180.10 |
1,217.41 |
|
S4 |
1,134.34 |
1,149.38 |
1,208.96 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,488.35 |
1,441.91 |
1,258.58 |
|
R3 |
1,393.94 |
1,347.50 |
1,232.61 |
|
R2 |
1,299.53 |
1,299.53 |
1,223.96 |
|
R1 |
1,253.09 |
1,253.09 |
1,215.30 |
1,276.31 |
PP |
1,205.12 |
1,205.12 |
1,205.12 |
1,216.73 |
S1 |
1,158.68 |
1,158.68 |
1,198.00 |
1,181.90 |
S2 |
1,110.71 |
1,110.71 |
1,189.34 |
|
S3 |
1,016.30 |
1,064.27 |
1,180.69 |
|
S4 |
921.89 |
969.86 |
1,154.72 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,244.81 |
1,157.15 |
87.66 |
7.2% |
45.62 |
3.7% |
78% |
False |
False |
|
10 |
1,251.56 |
1,096.09 |
155.47 |
12.7% |
49.26 |
4.0% |
83% |
False |
False |
|
20 |
1,251.56 |
1,018.86 |
232.70 |
19.0% |
54.25 |
4.4% |
89% |
False |
False |
|
40 |
1,382.65 |
1,018.86 |
363.79 |
29.7% |
58.33 |
4.8% |
57% |
False |
False |
|
60 |
1,708.44 |
1,018.86 |
689.58 |
56.3% |
67.52 |
5.5% |
30% |
False |
False |
|
80 |
1,921.19 |
1,018.86 |
902.33 |
73.6% |
63.22 |
5.2% |
23% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
77.9% |
57.76 |
4.7% |
22% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
77.9% |
55.29 |
4.5% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,372.74 |
2.618 |
1,322.60 |
1.618 |
1,291.88 |
1.000 |
1,272.90 |
0.618 |
1,261.16 |
HIGH |
1,242.18 |
0.618 |
1,230.44 |
0.500 |
1,226.82 |
0.382 |
1,223.20 |
LOW |
1,211.46 |
0.618 |
1,192.48 |
1.000 |
1,180.74 |
1.618 |
1,161.76 |
2.618 |
1,131.04 |
4.250 |
1,080.90 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,226.82 |
1,219.28 |
PP |
1,226.50 |
1,212.71 |
S1 |
1,226.18 |
1,206.13 |
|