Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,640.0 |
4,670.0 |
30.0 |
0.6% |
4,710.0 |
High |
4,742.5 |
4,754.0 |
11.5 |
0.2% |
4,742.5 |
Low |
4,624.0 |
4,659.0 |
35.0 |
0.8% |
4,584.0 |
Close |
4,666.0 |
4,715.5 |
49.5 |
1.1% |
4,666.0 |
Range |
118.5 |
95.0 |
-23.5 |
-19.8% |
158.5 |
ATR |
216.7 |
208.0 |
-8.7 |
-4.0% |
0.0 |
Volume |
65,411 |
50,972 |
-14,439 |
-22.1% |
146,351 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,994.5 |
4,950.0 |
4,767.8 |
|
R3 |
4,899.5 |
4,855.0 |
4,741.6 |
|
R2 |
4,804.5 |
4,804.5 |
4,732.9 |
|
R1 |
4,760.0 |
4,760.0 |
4,724.2 |
4,782.3 |
PP |
4,709.5 |
4,709.5 |
4,709.5 |
4,720.6 |
S1 |
4,665.0 |
4,665.0 |
4,706.8 |
4,687.3 |
S2 |
4,614.5 |
4,614.5 |
4,698.1 |
|
S3 |
4,519.5 |
4,570.0 |
4,689.4 |
|
S4 |
4,424.5 |
4,475.0 |
4,663.3 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,139.7 |
5,061.3 |
4,753.2 |
|
R3 |
4,981.2 |
4,902.8 |
4,709.6 |
|
R2 |
4,822.7 |
4,822.7 |
4,695.1 |
|
R1 |
4,744.3 |
4,744.3 |
4,680.5 |
4,704.3 |
PP |
4,664.2 |
4,664.2 |
4,664.2 |
4,644.1 |
S1 |
4,585.8 |
4,585.8 |
4,651.5 |
4,545.8 |
S2 |
4,505.7 |
4,505.7 |
4,636.9 |
|
S3 |
4,347.2 |
4,427.3 |
4,622.4 |
|
S4 |
4,188.7 |
4,268.8 |
4,578.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,812.5 |
4,584.0 |
228.5 |
4.8% |
125.5 |
2.7% |
58% |
False |
False |
81,175 |
10 |
4,873.5 |
4,549.0 |
324.5 |
6.9% |
151.8 |
3.2% |
51% |
False |
False |
55,162 |
20 |
4,878.5 |
4,339.0 |
539.5 |
11.4% |
179.0 |
3.8% |
70% |
False |
False |
28,671 |
40 |
5,385.0 |
4,066.0 |
1,319.0 |
28.0% |
227.4 |
4.8% |
49% |
False |
False |
15,013 |
60 |
5,989.0 |
4,066.0 |
1,923.0 |
40.8% |
266.4 |
5.7% |
34% |
False |
False |
10,338 |
80 |
6,629.0 |
4,066.0 |
2,563.0 |
54.4% |
244.2 |
5.2% |
25% |
False |
False |
8,417 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
58.1% |
215.8 |
4.6% |
24% |
False |
False |
6,819 |
120 |
6,806.5 |
4,066.0 |
2,740.5 |
58.1% |
200.7 |
4.3% |
24% |
False |
False |
5,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,157.8 |
2.618 |
5,002.7 |
1.618 |
4,907.7 |
1.000 |
4,849.0 |
0.618 |
4,812.7 |
HIGH |
4,754.0 |
0.618 |
4,717.7 |
0.500 |
4,706.5 |
0.382 |
4,695.3 |
LOW |
4,659.0 |
0.618 |
4,600.3 |
1.000 |
4,564.0 |
1.618 |
4,505.3 |
2.618 |
4,410.3 |
4.250 |
4,255.3 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,712.5 |
4,700.0 |
PP |
4,709.5 |
4,684.5 |
S1 |
4,706.5 |
4,669.0 |
|