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 |
8,675 |
8,603 |
-72 |
-0.8% |
8,607 |
High |
8,758 |
8,960 |
202 |
2.3% |
9,025 |
Low |
8,466 |
8,567 |
101 |
1.2% |
8,232 |
Close |
8,604 |
8,914 |
310 |
3.6% |
8,689 |
Range |
292 |
393 |
101 |
34.6% |
793 |
ATR |
446 |
442 |
-4 |
-0.8% |
0 |
Volume |
106,727 |
52,798 |
-53,929 |
-50.5% |
1,250,081 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,993 |
9,846 |
9,130 |
|
R3 |
9,600 |
9,453 |
9,022 |
|
R2 |
9,207 |
9,207 |
8,986 |
|
R1 |
9,060 |
9,060 |
8,950 |
9,134 |
PP |
8,814 |
8,814 |
8,814 |
8,850 |
S1 |
8,667 |
8,667 |
8,878 |
8,741 |
S2 |
8,421 |
8,421 |
8,842 |
|
S3 |
8,028 |
8,274 |
8,806 |
|
S4 |
7,635 |
7,881 |
8,698 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,028 |
10,651 |
9,125 |
|
R3 |
10,235 |
9,858 |
8,907 |
|
R2 |
9,442 |
9,442 |
8,835 |
|
R1 |
9,065 |
9,065 |
8,762 |
9,254 |
PP |
8,649 |
8,649 |
8,649 |
8,743 |
S1 |
8,272 |
8,272 |
8,616 |
8,461 |
S2 |
7,856 |
7,856 |
8,544 |
|
S3 |
7,063 |
7,479 |
8,471 |
|
S4 |
6,270 |
6,686 |
8,253 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,960 |
8,232 |
728 |
8.2% |
340 |
3.8% |
94% |
True |
False |
161,865 |
10 |
9,025 |
8,116 |
909 |
10.2% |
379 |
4.2% |
88% |
False |
False |
230,584 |
20 |
9,025 |
7,436 |
1,589 |
17.8% |
441 |
4.9% |
93% |
False |
False |
262,259 |
40 |
9,635 |
7,436 |
2,199 |
24.7% |
491 |
5.5% |
67% |
False |
False |
264,851 |
60 |
11,199 |
7,436 |
3,763 |
42.2% |
540 |
6.1% |
39% |
False |
False |
276,734 |
80 |
11,788 |
7,436 |
4,352 |
48.8% |
483 |
5.4% |
34% |
False |
False |
236,791 |
100 |
11,848 |
7,436 |
4,412 |
49.5% |
430 |
4.8% |
33% |
False |
False |
189,521 |
120 |
11,890 |
7,436 |
4,454 |
50.0% |
401 |
4.5% |
33% |
False |
False |
157,965 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,630 |
2.618 |
9,989 |
1.618 |
9,596 |
1.000 |
9,353 |
0.618 |
9,203 |
HIGH |
8,960 |
0.618 |
8,810 |
0.500 |
8,764 |
0.382 |
8,717 |
LOW |
8,567 |
0.618 |
8,324 |
1.000 |
8,174 |
1.618 |
7,931 |
2.618 |
7,538 |
4.250 |
6,897 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,864 |
8,808 |
PP |
8,814 |
8,702 |
S1 |
8,764 |
8,596 |
|