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 |
8,565.65 |
8,921.91 |
356.26 |
4.2% |
8,637.65 |
High |
8,958.79 |
8,961.26 |
2.47 |
0.0% |
9,026.41 |
Low |
8,565.65 |
8,778.07 |
212.42 |
2.5% |
8,347.81 |
Close |
8,924.14 |
8,824.34 |
-99.80 |
-1.1% |
8,629.68 |
Range |
393.14 |
183.19 |
-209.95 |
-53.4% |
678.60 |
ATR |
397.26 |
381.97 |
-15.29 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,404.13 |
9,297.42 |
8,925.09 |
|
R3 |
9,220.94 |
9,114.23 |
8,874.72 |
|
R2 |
9,037.75 |
9,037.75 |
8,857.92 |
|
R1 |
8,931.04 |
8,931.04 |
8,841.13 |
8,892.80 |
PP |
8,854.56 |
8,854.56 |
8,854.56 |
8,835.44 |
S1 |
8,747.85 |
8,747.85 |
8,807.55 |
8,709.61 |
S2 |
8,671.37 |
8,671.37 |
8,790.76 |
|
S3 |
8,488.18 |
8,564.66 |
8,773.96 |
|
S4 |
8,304.99 |
8,381.47 |
8,723.59 |
|
|
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 |
8,961.26 |
8,347.81 |
613.45 |
7.0% |
283.01 |
3.2% |
78% |
True |
False |
|
10 |
9,026.41 |
8,118.50 |
907.91 |
10.3% |
325.98 |
3.7% |
78% |
False |
False |
|
20 |
9,026.41 |
7,449.38 |
1,577.03 |
17.9% |
395.02 |
4.5% |
87% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.0% |
426.57 |
4.8% |
62% |
False |
False |
|
60 |
11,168.06 |
7,449.38 |
3,718.68 |
42.1% |
476.10 |
5.4% |
37% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
49.2% |
434.00 |
4.9% |
32% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
50.1% |
389.58 |
4.4% |
31% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
50.1% |
361.09 |
4.1% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,739.82 |
2.618 |
9,440.85 |
1.618 |
9,257.66 |
1.000 |
9,144.45 |
0.618 |
9,074.47 |
HIGH |
8,961.26 |
0.618 |
8,891.28 |
0.500 |
8,869.67 |
0.382 |
8,848.05 |
LOW |
8,778.07 |
0.618 |
8,664.86 |
1.000 |
8,594.88 |
1.618 |
8,481.67 |
2.618 |
8,298.48 |
4.250 |
7,999.51 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,869.67 |
8,787.94 |
PP |
8,854.56 |
8,751.54 |
S1 |
8,839.45 |
8,715.15 |
|