Trading Metrics calculated at close of trading on 31-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
1,176.25 |
1,206.25 |
30.00 |
2.6% |
1,211.50 |
High |
1,208.00 |
1,224.75 |
16.75 |
1.4% |
1,223.50 |
Low |
1,175.25 |
1,196.75 |
21.50 |
1.8% |
1,169.50 |
Close |
1,206.00 |
1,212.50 |
6.50 |
0.5% |
1,188.50 |
Range |
32.75 |
28.00 |
-4.75 |
-14.5% |
54.00 |
ATR |
49.91 |
48.35 |
-1.57 |
-3.1% |
0.00 |
Volume |
120,963 |
151,277 |
30,314 |
25.1% |
592,067 |
|
Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,295.25 |
1,282.00 |
1,228.00 |
|
R3 |
1,267.25 |
1,254.00 |
1,220.25 |
|
R2 |
1,239.25 |
1,239.25 |
1,217.75 |
|
R1 |
1,226.00 |
1,226.00 |
1,215.00 |
1,232.50 |
PP |
1,211.25 |
1,211.25 |
1,211.25 |
1,214.75 |
S1 |
1,198.00 |
1,198.00 |
1,210.00 |
1,204.50 |
S2 |
1,183.25 |
1,183.25 |
1,207.25 |
|
S3 |
1,155.25 |
1,170.00 |
1,204.75 |
|
S4 |
1,127.25 |
1,142.00 |
1,197.00 |
|
|
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 |
1,224.75 |
1,156.25 |
68.50 |
5.6% |
25.00 |
2.1% |
82% |
True |
False |
97,321 |
10 |
1,244.75 |
1,156.25 |
88.50 |
7.3% |
32.25 |
2.7% |
64% |
False |
False |
182,664 |
20 |
1,254.00 |
1,097.00 |
157.00 |
12.9% |
47.25 |
3.9% |
74% |
False |
False |
140,840 |
40 |
1,392.00 |
1,021.00 |
371.00 |
30.6% |
58.50 |
4.8% |
52% |
False |
False |
70,519 |
60 |
1,501.75 |
1,021.00 |
480.75 |
39.6% |
72.00 |
5.9% |
40% |
False |
False |
47,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.75 |
2.618 |
1,298.00 |
1.618 |
1,270.00 |
1.000 |
1,252.75 |
0.618 |
1,242.00 |
HIGH |
1,224.75 |
0.618 |
1,214.00 |
0.500 |
1,210.75 |
0.382 |
1,207.50 |
LOW |
1,196.75 |
0.618 |
1,179.50 |
1.000 |
1,168.75 |
1.618 |
1,151.50 |
2.618 |
1,123.50 |
4.250 |
1,077.75 |
|
|
Fisher Pivots for day following 31-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
1,212.00 |
1,205.25 |
PP |
1,211.25 |
1,197.75 |
S1 |
1,210.75 |
1,190.50 |
|