Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,185.75 |
1,184.75 |
-1.00 |
-0.1% |
1,211.50 |
High |
1,189.50 |
1,191.00 |
1.50 |
0.1% |
1,223.50 |
Low |
1,178.75 |
1,178.75 |
0.00 |
0.0% |
1,169.50 |
Close |
1,180.00 |
1,188.50 |
8.50 |
0.7% |
1,188.50 |
Range |
10.75 |
12.25 |
1.50 |
14.0% |
54.00 |
ATR |
55.02 |
51.96 |
-3.05 |
-5.6% |
0.00 |
Volume |
134,786 |
39,768 |
-95,018 |
-70.5% |
592,067 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,222.75 |
1,218.00 |
1,195.25 |
|
R3 |
1,210.50 |
1,205.75 |
1,191.75 |
|
R2 |
1,198.25 |
1,198.25 |
1,190.75 |
|
R1 |
1,193.50 |
1,193.50 |
1,189.50 |
1,196.00 |
PP |
1,186.00 |
1,186.00 |
1,186.00 |
1,187.25 |
S1 |
1,181.25 |
1,181.25 |
1,187.50 |
1,183.50 |
S2 |
1,173.75 |
1,173.75 |
1,186.25 |
|
S3 |
1,161.50 |
1,169.00 |
1,185.25 |
|
S4 |
1,149.25 |
1,156.75 |
1,181.75 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,355.75 |
1,326.25 |
1,218.25 |
|
R3 |
1,301.75 |
1,272.25 |
1,203.25 |
|
R2 |
1,247.75 |
1,247.75 |
1,198.50 |
|
R1 |
1,218.25 |
1,218.25 |
1,193.50 |
1,206.00 |
PP |
1,193.75 |
1,193.75 |
1,193.75 |
1,187.75 |
S1 |
1,164.25 |
1,164.25 |
1,183.50 |
1,152.00 |
S2 |
1,139.75 |
1,139.75 |
1,178.50 |
|
S3 |
1,085.75 |
1,110.25 |
1,173.75 |
|
S4 |
1,031.75 |
1,056.25 |
1,158.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,237.75 |
1,169.50 |
68.25 |
5.7% |
27.25 |
2.3% |
28% |
False |
False |
175,536 |
10 |
1,248.75 |
1,135.00 |
113.75 |
9.6% |
41.75 |
3.5% |
47% |
False |
False |
246,590 |
20 |
1,254.00 |
1,093.00 |
161.00 |
13.5% |
50.00 |
4.2% |
59% |
False |
False |
125,271 |
40 |
1,392.00 |
1,021.00 |
371.00 |
31.2% |
59.25 |
5.0% |
45% |
False |
False |
62,727 |
60 |
1,598.00 |
1,021.00 |
577.00 |
48.5% |
75.00 |
6.3% |
29% |
False |
False |
41,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,243.00 |
2.618 |
1,223.00 |
1.618 |
1,210.75 |
1.000 |
1,203.25 |
0.618 |
1,198.50 |
HIGH |
1,191.00 |
0.618 |
1,186.25 |
0.500 |
1,185.00 |
0.382 |
1,183.50 |
LOW |
1,178.75 |
0.618 |
1,171.25 |
1.000 |
1,166.50 |
1.618 |
1,159.00 |
2.618 |
1,146.75 |
4.250 |
1,126.75 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,187.25 |
1,191.50 |
PP |
1,186.00 |
1,190.50 |
S1 |
1,185.00 |
1,189.50 |
|