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 |
8,603 |
8,904 |
301 |
3.5% |
8,607 |
High |
8,960 |
8,963 |
3 |
0.0% |
9,025 |
Low |
8,567 |
8,713 |
146 |
1.7% |
8,232 |
Close |
8,914 |
8,800 |
-114 |
-1.3% |
8,689 |
Range |
393 |
250 |
-143 |
-36.4% |
793 |
ATR |
442 |
428 |
-14 |
-3.1% |
0 |
Volume |
52,798 |
45,064 |
-7,734 |
-14.6% |
1,250,081 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,575 |
9,438 |
8,938 |
|
R3 |
9,325 |
9,188 |
8,869 |
|
R2 |
9,075 |
9,075 |
8,846 |
|
R1 |
8,938 |
8,938 |
8,823 |
8,882 |
PP |
8,825 |
8,825 |
8,825 |
8,797 |
S1 |
8,688 |
8,688 |
8,777 |
8,632 |
S2 |
8,575 |
8,575 |
8,754 |
|
S3 |
8,325 |
8,438 |
8,731 |
|
S4 |
8,075 |
8,188 |
8,663 |
|
|
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 |
8,963 |
8,232 |
731 |
8.3% |
342 |
3.9% |
78% |
True |
False |
115,074 |
10 |
9,025 |
8,116 |
909 |
10.3% |
364 |
4.1% |
75% |
False |
False |
207,995 |
20 |
9,025 |
7,436 |
1,589 |
18.1% |
431 |
4.9% |
86% |
False |
False |
250,504 |
40 |
9,635 |
7,436 |
2,199 |
25.0% |
488 |
5.5% |
62% |
False |
False |
260,066 |
60 |
11,199 |
7,436 |
3,763 |
42.8% |
539 |
6.1% |
36% |
False |
False |
273,963 |
80 |
11,788 |
7,436 |
4,352 |
49.5% |
483 |
5.5% |
31% |
False |
False |
237,347 |
100 |
11,848 |
7,436 |
4,412 |
50.1% |
432 |
4.9% |
31% |
False |
False |
189,969 |
120 |
11,848 |
7,436 |
4,412 |
50.1% |
399 |
4.5% |
31% |
False |
False |
158,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,026 |
2.618 |
9,618 |
1.618 |
9,368 |
1.000 |
9,213 |
0.618 |
9,118 |
HIGH |
8,963 |
0.618 |
8,868 |
0.500 |
8,838 |
0.382 |
8,809 |
LOW |
8,713 |
0.618 |
8,559 |
1.000 |
8,463 |
1.618 |
8,309 |
2.618 |
8,059 |
4.250 |
7,651 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,838 |
8,772 |
PP |
8,825 |
8,743 |
S1 |
8,813 |
8,715 |
|