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 |
8,904 |
8,810 |
-94 |
-1.1% |
8,607 |
High |
8,963 |
8,895 |
-68 |
-0.8% |
9,025 |
Low |
8,713 |
8,524 |
-189 |
-2.2% |
8,232 |
Close |
8,800 |
8,737 |
-63 |
-0.7% |
8,689 |
Range |
250 |
371 |
121 |
48.4% |
793 |
ATR |
428 |
424 |
-4 |
-1.0% |
0 |
Volume |
45,064 |
23,145 |
-21,919 |
-48.6% |
1,250,081 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,832 |
9,655 |
8,941 |
|
R3 |
9,461 |
9,284 |
8,839 |
|
R2 |
9,090 |
9,090 |
8,805 |
|
R1 |
8,913 |
8,913 |
8,771 |
8,816 |
PP |
8,719 |
8,719 |
8,719 |
8,670 |
S1 |
8,542 |
8,542 |
8,703 |
8,445 |
S2 |
8,348 |
8,348 |
8,669 |
|
S3 |
7,977 |
8,171 |
8,635 |
|
S4 |
7,606 |
7,800 |
8,533 |
|
|
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 |
8.4% |
356 |
4.1% |
69% |
False |
False |
68,646 |
10 |
9,025 |
8,116 |
909 |
10.4% |
363 |
4.2% |
68% |
False |
False |
178,131 |
20 |
9,025 |
7,436 |
1,589 |
18.2% |
424 |
4.8% |
82% |
False |
False |
234,875 |
40 |
9,635 |
7,436 |
2,199 |
25.2% |
477 |
5.5% |
59% |
False |
False |
254,766 |
60 |
11,199 |
7,436 |
3,763 |
43.1% |
540 |
6.2% |
35% |
False |
False |
270,384 |
80 |
11,788 |
7,436 |
4,352 |
49.8% |
484 |
5.5% |
30% |
False |
False |
237,627 |
100 |
11,848 |
7,436 |
4,412 |
50.5% |
433 |
5.0% |
29% |
False |
False |
190,197 |
120 |
11,848 |
7,436 |
4,412 |
50.5% |
401 |
4.6% |
29% |
False |
False |
158,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,472 |
2.618 |
9,866 |
1.618 |
9,495 |
1.000 |
9,266 |
0.618 |
9,124 |
HIGH |
8,895 |
0.618 |
8,753 |
0.500 |
8,710 |
0.382 |
8,666 |
LOW |
8,524 |
0.618 |
8,295 |
1.000 |
8,153 |
1.618 |
7,924 |
2.618 |
7,553 |
4.250 |
6,947 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,728 |
8,744 |
PP |
8,719 |
8,741 |
S1 |
8,710 |
8,739 |
|