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 |
1,225.68 |
1,227.31 |
1.63 |
0.1% |
1,202.78 |
High |
1,242.18 |
1,234.14 |
-8.04 |
-0.6% |
1,251.56 |
Low |
1,211.46 |
1,192.70 |
-18.76 |
-1.5% |
1,157.15 |
Close |
1,225.86 |
1,204.69 |
-21.17 |
-1.7% |
1,206.65 |
Range |
30.72 |
41.44 |
10.72 |
34.9% |
94.41 |
ATR |
57.98 |
56.79 |
-1.18 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,334.83 |
1,311.20 |
1,227.48 |
|
R3 |
1,293.39 |
1,269.76 |
1,216.09 |
|
R2 |
1,251.95 |
1,251.95 |
1,212.29 |
|
R1 |
1,228.32 |
1,228.32 |
1,208.49 |
1,219.42 |
PP |
1,210.51 |
1,210.51 |
1,210.51 |
1,206.06 |
S1 |
1,186.88 |
1,186.88 |
1,200.89 |
1,177.98 |
S2 |
1,169.07 |
1,169.07 |
1,197.09 |
|
S3 |
1,127.63 |
1,145.44 |
1,193.29 |
|
S4 |
1,086.19 |
1,104.00 |
1,181.90 |
|
|
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 |
7.3% |
43.32 |
3.6% |
54% |
False |
False |
|
10 |
1,251.56 |
1,096.09 |
155.47 |
12.9% |
47.60 |
4.0% |
70% |
False |
False |
|
20 |
1,251.56 |
1,018.86 |
232.70 |
19.3% |
52.27 |
4.3% |
80% |
False |
False |
|
40 |
1,382.65 |
1,018.86 |
363.79 |
30.2% |
57.50 |
4.8% |
51% |
False |
False |
|
60 |
1,708.44 |
1,018.86 |
689.58 |
57.2% |
67.72 |
5.6% |
27% |
False |
False |
|
80 |
1,921.19 |
1,018.86 |
902.33 |
74.9% |
63.41 |
5.3% |
21% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
79.2% |
57.79 |
4.8% |
19% |
False |
False |
|
120 |
1,973.56 |
1,018.86 |
954.70 |
79.2% |
55.42 |
4.6% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,410.26 |
2.618 |
1,342.63 |
1.618 |
1,301.19 |
1.000 |
1,275.58 |
0.618 |
1,259.75 |
HIGH |
1,234.14 |
0.618 |
1,218.31 |
0.500 |
1,213.42 |
0.382 |
1,208.53 |
LOW |
1,192.70 |
0.618 |
1,167.09 |
1.000 |
1,151.26 |
1.618 |
1,125.65 |
2.618 |
1,084.21 |
4.250 |
1,016.58 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,213.42 |
1,218.76 |
PP |
1,210.51 |
1,214.07 |
S1 |
1,207.60 |
1,209.38 |
|