Trading Metrics calculated at close of trading on 30-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,206.0 |
4,320.0 |
114.0 |
2.7% |
4,230.0 |
High |
4,309.0 |
4,427.0 |
118.0 |
2.7% |
4,290.5 |
Low |
4,206.0 |
4,313.0 |
107.0 |
2.5% |
4,160.5 |
Close |
4,274.0 |
4,373.0 |
99.0 |
2.3% |
4,192.0 |
Range |
103.0 |
114.0 |
11.0 |
10.7% |
130.0 |
ATR |
161.2 |
160.6 |
-0.6 |
-0.4% |
0.0 |
Volume |
9,212 |
45,658 |
36,446 |
395.6% |
231,330 |
|
Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,713.0 |
4,657.0 |
4,435.5 |
|
R3 |
4,599.0 |
4,543.0 |
4,404.5 |
|
R2 |
4,485.0 |
4,485.0 |
4,394.0 |
|
R1 |
4,429.0 |
4,429.0 |
4,383.5 |
4,457.0 |
PP |
4,371.0 |
4,371.0 |
4,371.0 |
4,385.0 |
S1 |
4,315.0 |
4,315.0 |
4,362.5 |
4,343.0 |
S2 |
4,257.0 |
4,257.0 |
4,352.0 |
|
S3 |
4,143.0 |
4,201.0 |
4,341.5 |
|
S4 |
4,029.0 |
4,087.0 |
4,310.5 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,604.5 |
4,528.0 |
4,263.5 |
|
R3 |
4,474.5 |
4,398.0 |
4,228.0 |
|
R2 |
4,344.5 |
4,344.5 |
4,216.0 |
|
R1 |
4,268.0 |
4,268.0 |
4,204.0 |
4,241.0 |
PP |
4,214.5 |
4,214.5 |
4,214.5 |
4,201.0 |
S1 |
4,138.0 |
4,138.0 |
4,180.0 |
4,111.0 |
S2 |
4,084.5 |
4,084.5 |
4,168.0 |
|
S3 |
3,954.5 |
4,008.0 |
4,156.0 |
|
S4 |
3,824.5 |
3,878.0 |
4,120.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,427.0 |
4,160.5 |
266.5 |
6.1% |
104.5 |
2.4% |
80% |
True |
False |
57,240 |
10 |
4,427.0 |
4,160.5 |
266.5 |
6.1% |
124.0 |
2.8% |
80% |
True |
False |
112,233 |
20 |
4,427.0 |
3,950.0 |
477.0 |
10.9% |
145.0 |
3.3% |
89% |
True |
False |
61,378 |
40 |
4,644.5 |
3,672.5 |
972.0 |
22.2% |
157.0 |
3.6% |
72% |
False |
False |
30,794 |
60 |
4,780.0 |
3,672.5 |
1,107.5 |
25.3% |
187.0 |
4.3% |
63% |
False |
False |
20,622 |
80 |
5,552.0 |
3,672.5 |
1,879.5 |
43.0% |
175.0 |
4.0% |
37% |
False |
False |
15,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,911.5 |
2.618 |
4,725.5 |
1.618 |
4,611.5 |
1.000 |
4,541.0 |
0.618 |
4,497.5 |
HIGH |
4,427.0 |
0.618 |
4,383.5 |
0.500 |
4,370.0 |
0.382 |
4,356.5 |
LOW |
4,313.0 |
0.618 |
4,242.5 |
1.000 |
4,199.0 |
1.618 |
4,128.5 |
2.618 |
4,014.5 |
4.250 |
3,828.5 |
|
|
Fisher Pivots for day following 30-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,372.0 |
4,349.0 |
PP |
4,371.0 |
4,325.5 |
S1 |
4,370.0 |
4,301.5 |
|