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 |
8,921.91 |
8,823.94 |
-97.97 |
-1.1% |
8,637.65 |
High |
8,961.26 |
8,883.36 |
-77.90 |
-0.9% |
9,026.41 |
Low |
8,778.07 |
8,527.41 |
-250.66 |
-2.9% |
8,347.81 |
Close |
8,824.34 |
8,604.99 |
-219.35 |
-2.5% |
8,629.68 |
Range |
183.19 |
355.95 |
172.76 |
94.3% |
678.60 |
ATR |
381.97 |
380.11 |
-1.86 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,739.77 |
9,528.33 |
8,800.76 |
|
R3 |
9,383.82 |
9,172.38 |
8,702.88 |
|
R2 |
9,027.87 |
9,027.87 |
8,670.25 |
|
R1 |
8,816.43 |
8,816.43 |
8,637.62 |
8,744.18 |
PP |
8,671.92 |
8,671.92 |
8,671.92 |
8,635.79 |
S1 |
8,460.48 |
8,460.48 |
8,572.36 |
8,388.23 |
S2 |
8,315.97 |
8,315.97 |
8,539.73 |
|
S3 |
7,960.02 |
8,104.53 |
8,507.10 |
|
S4 |
7,604.07 |
7,748.58 |
8,409.22 |
|
|
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 |
7.1% |
294.86 |
3.4% |
42% |
False |
False |
|
10 |
9,026.41 |
8,118.50 |
907.91 |
10.6% |
324.31 |
3.8% |
54% |
False |
False |
|
20 |
9,026.41 |
7,449.38 |
1,577.03 |
18.3% |
386.94 |
4.5% |
73% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.6% |
418.16 |
4.9% |
52% |
False |
False |
|
60 |
11,168.06 |
7,449.38 |
3,718.68 |
43.2% |
479.12 |
5.6% |
31% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
50.4% |
437.25 |
5.1% |
27% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
51.3% |
390.44 |
4.5% |
26% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
51.3% |
362.81 |
4.2% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,396.15 |
2.618 |
9,815.24 |
1.618 |
9,459.29 |
1.000 |
9,239.31 |
0.618 |
9,103.34 |
HIGH |
8,883.36 |
0.618 |
8,747.39 |
0.500 |
8,705.39 |
0.382 |
8,663.38 |
LOW |
8,527.41 |
0.618 |
8,307.43 |
1.000 |
8,171.46 |
1.618 |
7,951.48 |
2.618 |
7,595.53 |
4.250 |
7,014.62 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,705.39 |
8,744.34 |
PP |
8,671.92 |
8,697.89 |
S1 |
8,638.46 |
8,651.44 |
|