Trading Metrics calculated at close of trading on 24-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,239.0 |
4,259.0 |
20.0 |
0.5% |
4,312.0 |
High |
4,290.5 |
4,259.0 |
-31.5 |
-0.7% |
4,399.0 |
Low |
4,195.5 |
4,176.0 |
-19.5 |
-0.5% |
4,175.0 |
Close |
4,231.5 |
4,192.0 |
-39.5 |
-0.9% |
4,254.5 |
Range |
95.0 |
83.0 |
-12.0 |
-12.6% |
224.0 |
ATR |
170.8 |
164.6 |
-6.3 |
-3.7% |
0.0 |
Volume |
59,196 |
48,183 |
-11,013 |
-18.6% |
836,132 |
|
Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,458.0 |
4,408.0 |
4,237.5 |
|
R3 |
4,375.0 |
4,325.0 |
4,215.0 |
|
R2 |
4,292.0 |
4,292.0 |
4,207.0 |
|
R1 |
4,242.0 |
4,242.0 |
4,199.5 |
4,225.5 |
PP |
4,209.0 |
4,209.0 |
4,209.0 |
4,201.0 |
S1 |
4,159.0 |
4,159.0 |
4,184.5 |
4,142.5 |
S2 |
4,126.0 |
4,126.0 |
4,177.0 |
|
S3 |
4,043.0 |
4,076.0 |
4,169.0 |
|
S4 |
3,960.0 |
3,993.0 |
4,146.5 |
|
|
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 |
4,338.5 |
4,160.5 |
178.0 |
4.2% |
115.5 |
2.8% |
18% |
False |
False |
105,796 |
10 |
4,404.0 |
4,160.5 |
243.5 |
5.8% |
130.0 |
3.1% |
13% |
False |
False |
114,604 |
20 |
4,404.0 |
3,950.0 |
454.0 |
10.8% |
141.5 |
3.4% |
53% |
False |
False |
58,665 |
40 |
4,644.5 |
3,672.5 |
972.0 |
23.2% |
158.5 |
3.8% |
53% |
False |
False |
29,433 |
60 |
5,067.5 |
3,672.5 |
1,395.0 |
33.3% |
188.5 |
4.5% |
37% |
False |
False |
19,710 |
80 |
5,552.0 |
3,672.5 |
1,879.5 |
44.8% |
175.5 |
4.2% |
28% |
False |
False |
14,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,612.0 |
2.618 |
4,476.5 |
1.618 |
4,393.5 |
1.000 |
4,342.0 |
0.618 |
4,310.5 |
HIGH |
4,259.0 |
0.618 |
4,227.5 |
0.500 |
4,217.5 |
0.382 |
4,207.5 |
LOW |
4,176.0 |
0.618 |
4,124.5 |
1.000 |
4,093.0 |
1.618 |
4,041.5 |
2.618 |
3,958.5 |
4.250 |
3,823.0 |
|
|
Fisher Pivots for day following 24-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,217.5 |
4,225.5 |
PP |
4,209.0 |
4,214.5 |
S1 |
4,200.5 |
4,203.0 |
|