Trading Metrics calculated at close of trading on 15-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,563.10 |
8,628.81 |
65.71 |
0.8% |
8,637.65 |
High |
8,682.57 |
8,676.28 |
-6.29 |
-0.1% |
9,026.41 |
Low |
8,347.81 |
8,469.03 |
121.22 |
1.5% |
8,347.81 |
Close |
8,629.68 |
8,564.53 |
-65.15 |
-0.8% |
8,629.68 |
Range |
334.76 |
207.25 |
-127.51 |
-38.1% |
678.60 |
ATR |
412.13 |
397.50 |
-14.63 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,191.70 |
9,085.36 |
8,678.52 |
|
R3 |
8,984.45 |
8,878.11 |
8,621.52 |
|
R2 |
8,777.20 |
8,777.20 |
8,602.53 |
|
R1 |
8,670.86 |
8,670.86 |
8,583.53 |
8,620.41 |
PP |
8,569.95 |
8,569.95 |
8,569.95 |
8,544.72 |
S1 |
8,463.61 |
8,463.61 |
8,545.53 |
8,413.16 |
S2 |
8,362.70 |
8,362.70 |
8,526.53 |
|
S3 |
8,155.45 |
8,256.36 |
8,507.54 |
|
S4 |
7,948.20 |
8,049.11 |
8,450.54 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,703.77 |
10,345.32 |
9,002.91 |
|
R3 |
10,025.17 |
9,666.72 |
8,816.30 |
|
R2 |
9,346.57 |
9,346.57 |
8,754.09 |
|
R1 |
8,988.12 |
8,988.12 |
8,691.89 |
8,828.05 |
PP |
8,667.97 |
8,667.97 |
8,667.97 |
8,587.93 |
S1 |
8,309.52 |
8,309.52 |
8,567.48 |
8,149.45 |
S2 |
7,989.37 |
7,989.37 |
8,505.27 |
|
S3 |
7,310.77 |
7,630.92 |
8,443.07 |
|
S4 |
6,632.17 |
6,952.32 |
8,256.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,934.10 |
8,347.81 |
586.29 |
6.8% |
270.79 |
3.2% |
37% |
False |
False |
|
10 |
9,026.41 |
8,118.50 |
907.91 |
10.6% |
336.71 |
3.9% |
49% |
False |
False |
|
20 |
9,026.41 |
7,449.38 |
1,577.03 |
18.4% |
401.05 |
4.7% |
71% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.7% |
429.53 |
5.0% |
51% |
False |
False |
|
60 |
11,394.58 |
7,449.38 |
3,945.20 |
46.1% |
478.36 |
5.6% |
28% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
50.7% |
432.66 |
5.1% |
26% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
51.6% |
387.45 |
4.5% |
25% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
51.6% |
360.81 |
4.2% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,557.09 |
2.618 |
9,218.86 |
1.618 |
9,011.61 |
1.000 |
8,883.53 |
0.618 |
8,804.36 |
HIGH |
8,676.28 |
0.618 |
8,597.11 |
0.500 |
8,572.66 |
0.382 |
8,548.20 |
LOW |
8,469.03 |
0.618 |
8,340.95 |
1.000 |
8,261.78 |
1.618 |
8,133.70 |
2.618 |
7,926.45 |
4.250 |
7,588.22 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,572.66 |
8,578.63 |
PP |
8,569.95 |
8,573.93 |
S1 |
8,567.24 |
8,569.23 |
|