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 |
4,230.0 |
4,239.0 |
9.0 |
0.2% |
4,312.0 |
High |
4,287.5 |
4,290.5 |
3.0 |
0.1% |
4,399.0 |
Low |
4,160.5 |
4,195.5 |
35.0 |
0.8% |
4,175.0 |
Close |
4,235.0 |
4,231.5 |
-3.5 |
-0.1% |
4,254.5 |
Range |
127.0 |
95.0 |
-32.0 |
-25.2% |
224.0 |
ATR |
176.7 |
170.8 |
-5.8 |
-3.3% |
0.0 |
Volume |
123,951 |
59,196 |
-64,755 |
-52.2% |
836,132 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,524.0 |
4,473.0 |
4,284.0 |
|
R3 |
4,429.0 |
4,378.0 |
4,257.5 |
|
R2 |
4,334.0 |
4,334.0 |
4,249.0 |
|
R1 |
4,283.0 |
4,283.0 |
4,240.0 |
4,261.0 |
PP |
4,239.0 |
4,239.0 |
4,239.0 |
4,228.0 |
S1 |
4,188.0 |
4,188.0 |
4,223.0 |
4,166.0 |
S2 |
4,144.0 |
4,144.0 |
4,214.0 |
|
S3 |
4,049.0 |
4,093.0 |
4,205.5 |
|
S4 |
3,954.0 |
3,998.0 |
4,179.0 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,948.0 |
4,825.5 |
4,377.5 |
|
R3 |
4,724.0 |
4,601.5 |
4,316.0 |
|
R2 |
4,500.0 |
4,500.0 |
4,295.5 |
|
R1 |
4,377.5 |
4,377.5 |
4,275.0 |
4,327.0 |
PP |
4,276.0 |
4,276.0 |
4,276.0 |
4,251.0 |
S1 |
4,153.5 |
4,153.5 |
4,234.0 |
4,103.0 |
S2 |
4,052.0 |
4,052.0 |
4,213.5 |
|
S3 |
3,828.0 |
3,929.5 |
4,193.0 |
|
S4 |
3,604.0 |
3,705.5 |
4,131.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,364.0 |
4,160.5 |
203.5 |
4.8% |
131.0 |
3.1% |
35% |
False |
False |
154,534 |
10 |
4,404.0 |
4,160.5 |
243.5 |
5.8% |
129.0 |
3.0% |
29% |
False |
False |
110,555 |
20 |
4,404.0 |
3,950.0 |
454.0 |
10.7% |
144.5 |
3.4% |
62% |
False |
False |
56,283 |
40 |
4,644.5 |
3,672.5 |
972.0 |
23.0% |
162.0 |
3.8% |
58% |
False |
False |
28,256 |
60 |
5,067.5 |
3,672.5 |
1,395.0 |
33.0% |
188.5 |
4.5% |
40% |
False |
False |
19,009 |
80 |
5,620.0 |
3,672.5 |
1,947.5 |
46.0% |
175.5 |
4.1% |
29% |
False |
False |
14,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,694.0 |
2.618 |
4,539.0 |
1.618 |
4,444.0 |
1.000 |
4,385.5 |
0.618 |
4,349.0 |
HIGH |
4,290.5 |
0.618 |
4,254.0 |
0.500 |
4,243.0 |
0.382 |
4,232.0 |
LOW |
4,195.5 |
0.618 |
4,137.0 |
1.000 |
4,100.5 |
1.618 |
4,042.0 |
2.618 |
3,947.0 |
4.250 |
3,792.0 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,243.0 |
4,236.0 |
PP |
4,239.0 |
4,234.5 |
S1 |
4,235.5 |
4,233.0 |
|