Trading Metrics calculated at close of trading on 16-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,628.81 |
8,565.65 |
-63.16 |
-0.7% |
8,637.65 |
High |
8,676.28 |
8,958.79 |
282.51 |
3.3% |
9,026.41 |
Low |
8,469.03 |
8,565.65 |
96.62 |
1.1% |
8,347.81 |
Close |
8,564.53 |
8,924.14 |
359.61 |
4.2% |
8,629.68 |
Range |
207.25 |
393.14 |
185.89 |
89.7% |
678.60 |
ATR |
397.50 |
397.26 |
-0.23 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,995.61 |
9,853.02 |
9,140.37 |
|
R3 |
9,602.47 |
9,459.88 |
9,032.25 |
|
R2 |
9,209.33 |
9,209.33 |
8,996.22 |
|
R1 |
9,066.74 |
9,066.74 |
8,960.18 |
9,138.04 |
PP |
8,816.19 |
8,816.19 |
8,816.19 |
8,851.84 |
S1 |
8,673.60 |
8,673.60 |
8,888.10 |
8,744.90 |
S2 |
8,423.05 |
8,423.05 |
8,852.06 |
|
S3 |
8,029.91 |
8,280.46 |
8,816.03 |
|
S4 |
7,636.77 |
7,887.32 |
8,707.91 |
|
|
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 |
8,958.79 |
8,347.81 |
610.98 |
6.8% |
292.95 |
3.3% |
94% |
True |
False |
|
10 |
9,026.41 |
8,118.50 |
907.91 |
10.2% |
346.66 |
3.9% |
89% |
False |
False |
|
20 |
9,026.41 |
7,449.38 |
1,577.03 |
17.7% |
404.49 |
4.5% |
94% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
24.7% |
429.00 |
4.8% |
67% |
False |
False |
|
60 |
11,168.06 |
7,449.38 |
3,718.68 |
41.7% |
478.20 |
5.4% |
40% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
48.6% |
435.01 |
4.9% |
34% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
49.5% |
390.20 |
4.4% |
33% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
49.5% |
361.12 |
4.0% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,629.64 |
2.618 |
9,988.03 |
1.618 |
9,594.89 |
1.000 |
9,351.93 |
0.618 |
9,201.75 |
HIGH |
8,958.79 |
0.618 |
8,808.61 |
0.500 |
8,762.22 |
0.382 |
8,715.83 |
LOW |
8,565.65 |
0.618 |
8,322.69 |
1.000 |
8,172.51 |
1.618 |
7,929.55 |
2.618 |
7,536.41 |
4.250 |
6,894.81 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,870.17 |
8,833.86 |
PP |
8,816.19 |
8,743.58 |
S1 |
8,762.22 |
8,653.30 |
|