Trading Metrics calculated at close of trading on 24-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
874.31 |
863.87 |
-10.44 |
-1.2% |
881.07 |
High |
880.44 |
869.79 |
-10.65 |
-1.2% |
918.85 |
Low |
860.10 |
861.44 |
1.34 |
0.2% |
857.72 |
Close |
863.16 |
865.42 |
2.26 |
0.3% |
887.88 |
Range |
20.34 |
8.35 |
-11.99 |
-58.9% |
61.13 |
ATR |
38.26 |
36.13 |
-2.14 |
-5.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
890.60 |
886.36 |
870.01 |
|
R3 |
882.25 |
878.01 |
867.72 |
|
R2 |
873.90 |
873.90 |
866.95 |
|
R1 |
869.66 |
869.66 |
866.19 |
871.78 |
PP |
865.55 |
865.55 |
865.55 |
866.61 |
S1 |
861.31 |
861.31 |
864.65 |
863.43 |
S2 |
857.20 |
857.20 |
863.89 |
|
S3 |
848.85 |
852.96 |
863.12 |
|
S4 |
840.50 |
844.61 |
860.83 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,071.54 |
1,040.84 |
921.50 |
|
R3 |
1,010.41 |
979.71 |
904.69 |
|
R2 |
949.28 |
949.28 |
899.09 |
|
R1 |
918.58 |
918.58 |
893.48 |
933.93 |
PP |
888.15 |
888.15 |
888.15 |
895.83 |
S1 |
857.45 |
857.45 |
882.28 |
872.80 |
S2 |
827.02 |
827.02 |
876.67 |
|
S3 |
765.89 |
796.32 |
871.07 |
|
S4 |
704.76 |
735.19 |
854.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
911.02 |
857.09 |
53.93 |
6.2% |
23.00 |
2.7% |
15% |
False |
False |
|
10 |
918.85 |
851.35 |
67.50 |
7.8% |
27.57 |
3.2% |
21% |
False |
False |
|
20 |
918.85 |
815.69 |
103.16 |
11.9% |
34.04 |
3.9% |
48% |
False |
False |
|
40 |
1,007.51 |
741.02 |
266.49 |
30.8% |
40.20 |
4.6% |
47% |
False |
False |
|
60 |
1,167.03 |
741.02 |
426.01 |
49.2% |
49.23 |
5.7% |
29% |
False |
False |
|
80 |
1,280.60 |
741.02 |
539.58 |
62.3% |
47.45 |
5.5% |
23% |
False |
False |
|
100 |
1,313.15 |
741.02 |
572.13 |
66.1% |
41.96 |
4.8% |
22% |
False |
False |
|
120 |
1,313.15 |
741.02 |
572.13 |
66.1% |
38.83 |
4.5% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
905.28 |
2.618 |
891.65 |
1.618 |
883.30 |
1.000 |
878.14 |
0.618 |
874.95 |
HIGH |
869.79 |
0.618 |
866.60 |
0.500 |
865.62 |
0.382 |
864.63 |
LOW |
861.44 |
0.618 |
856.28 |
1.000 |
853.09 |
1.618 |
847.93 |
2.618 |
839.58 |
4.250 |
825.95 |
|
|
Fisher Pivots for day following 24-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
865.62 |
872.23 |
PP |
865.55 |
869.96 |
S1 |
865.49 |
867.69 |
|