Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
891.00 |
884.25 |
-6.75 |
-0.8% |
883.50 |
High |
903.50 |
891.50 |
-12.00 |
-1.3% |
918.25 |
Low |
876.50 |
852.75 |
-23.75 |
-2.7% |
856.25 |
Close |
881.25 |
871.25 |
-10.00 |
-1.1% |
881.25 |
Range |
27.00 |
38.75 |
11.75 |
43.5% |
62.00 |
ATR |
46.66 |
46.10 |
-0.57 |
-1.2% |
0.00 |
Volume |
2,087,835 |
1,844,441 |
-243,394 |
-11.7% |
12,167,750 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
988.00 |
968.50 |
892.50 |
|
R3 |
949.25 |
929.75 |
882.00 |
|
R2 |
910.50 |
910.50 |
878.25 |
|
R1 |
891.00 |
891.00 |
874.75 |
881.50 |
PP |
871.75 |
871.75 |
871.75 |
867.00 |
S1 |
852.25 |
852.25 |
867.75 |
842.50 |
S2 |
833.00 |
833.00 |
864.25 |
|
S3 |
794.25 |
813.50 |
860.50 |
|
S4 |
755.50 |
774.75 |
850.00 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,071.25 |
1,038.25 |
915.25 |
|
R3 |
1,009.25 |
976.25 |
898.25 |
|
R2 |
947.25 |
947.25 |
892.50 |
|
R1 |
914.25 |
914.25 |
887.00 |
899.75 |
PP |
885.25 |
885.25 |
885.25 |
878.00 |
S1 |
852.25 |
852.25 |
875.50 |
837.75 |
S2 |
823.25 |
823.25 |
870.00 |
|
S3 |
761.25 |
790.25 |
864.25 |
|
S4 |
699.25 |
728.25 |
847.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
918.25 |
852.75 |
65.50 |
7.5% |
36.25 |
4.2% |
28% |
False |
True |
2,226,940 |
10 |
918.25 |
828.75 |
89.50 |
10.3% |
36.75 |
4.2% |
47% |
False |
False |
1,670,334 |
20 |
918.75 |
781.50 |
137.25 |
15.8% |
45.00 |
5.2% |
65% |
False |
False |
847,738 |
40 |
1,006.50 |
737.25 |
269.25 |
30.9% |
50.75 |
5.8% |
50% |
False |
False |
426,418 |
60 |
1,222.50 |
737.25 |
485.25 |
55.7% |
60.50 |
6.9% |
28% |
False |
False |
286,522 |
80 |
1,303.75 |
737.25 |
566.50 |
65.0% |
54.25 |
6.2% |
24% |
False |
False |
215,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,056.25 |
2.618 |
993.00 |
1.618 |
954.25 |
1.000 |
930.25 |
0.618 |
915.50 |
HIGH |
891.50 |
0.618 |
876.75 |
0.500 |
872.00 |
0.382 |
867.50 |
LOW |
852.75 |
0.618 |
828.75 |
1.000 |
814.00 |
1.618 |
790.00 |
2.618 |
751.25 |
4.250 |
688.00 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
872.00 |
882.00 |
PP |
871.75 |
878.50 |
S1 |
871.50 |
875.00 |
|