Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,211.50 |
1,199.25 |
-12.25 |
-1.0% |
1,214.00 |
High |
1,223.50 |
1,206.50 |
-17.00 |
-1.4% |
1,248.75 |
Low |
1,169.50 |
1,176.25 |
6.75 |
0.6% |
1,168.25 |
Close |
1,197.00 |
1,184.50 |
-12.50 |
-1.0% |
1,211.00 |
Range |
54.00 |
30.25 |
-23.75 |
-44.0% |
80.50 |
ATR |
60.59 |
58.42 |
-2.17 |
-3.6% |
0.00 |
Volume |
231,281 |
186,232 |
-45,049 |
-19.5% |
1,606,856 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.75 |
1,262.50 |
1,201.25 |
|
R3 |
1,249.50 |
1,232.25 |
1,192.75 |
|
R2 |
1,219.25 |
1,219.25 |
1,190.00 |
|
R1 |
1,202.00 |
1,202.00 |
1,187.25 |
1,195.50 |
PP |
1,189.00 |
1,189.00 |
1,189.00 |
1,186.00 |
S1 |
1,171.75 |
1,171.75 |
1,181.75 |
1,165.25 |
S2 |
1,158.75 |
1,158.75 |
1,179.00 |
|
S3 |
1,128.50 |
1,141.50 |
1,176.25 |
|
S4 |
1,098.25 |
1,111.25 |
1,167.75 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,450.75 |
1,411.50 |
1,255.25 |
|
R3 |
1,370.25 |
1,331.00 |
1,233.25 |
|
R2 |
1,289.75 |
1,289.75 |
1,225.75 |
|
R1 |
1,250.50 |
1,250.50 |
1,218.50 |
1,230.00 |
PP |
1,209.25 |
1,209.25 |
1,209.25 |
1,199.00 |
S1 |
1,170.00 |
1,170.00 |
1,203.50 |
1,149.50 |
S2 |
1,128.75 |
1,128.75 |
1,196.25 |
|
S3 |
1,048.25 |
1,089.50 |
1,188.75 |
|
S4 |
967.75 |
1,009.00 |
1,166.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,244.75 |
1,169.50 |
75.25 |
6.4% |
39.25 |
3.3% |
20% |
False |
False |
268,007 |
10 |
1,248.75 |
1,135.00 |
113.75 |
9.6% |
48.50 |
4.1% |
44% |
False |
False |
232,134 |
20 |
1,254.00 |
1,093.00 |
161.00 |
13.6% |
54.75 |
4.6% |
57% |
False |
False |
116,580 |
40 |
1,392.00 |
1,021.00 |
371.00 |
31.3% |
64.25 |
5.4% |
44% |
False |
False |
58,366 |
60 |
1,613.75 |
1,021.00 |
592.75 |
50.0% |
76.75 |
6.5% |
28% |
False |
False |
38,968 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.00 |
2.618 |
1,285.75 |
1.618 |
1,255.50 |
1.000 |
1,236.75 |
0.618 |
1,225.25 |
HIGH |
1,206.50 |
0.618 |
1,195.00 |
0.500 |
1,191.50 |
0.382 |
1,187.75 |
LOW |
1,176.25 |
0.618 |
1,157.50 |
1.000 |
1,146.00 |
1.618 |
1,127.25 |
2.618 |
1,097.00 |
4.250 |
1,047.75 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,191.50 |
1,203.50 |
PP |
1,189.00 |
1,197.25 |
S1 |
1,186.75 |
1,191.00 |
|