Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,548.0 |
3,600.0 |
52.0 |
1.5% |
3,576.0 |
High |
3,633.0 |
3,626.0 |
-7.0 |
-0.2% |
3,652.0 |
Low |
3,498.0 |
3,531.0 |
33.0 |
0.9% |
3,492.0 |
Close |
3,599.0 |
3,556.0 |
-43.0 |
-1.2% |
3,599.0 |
Range |
135.0 |
95.0 |
-40.0 |
-29.6% |
160.0 |
ATR |
115.7 |
114.2 |
-1.5 |
-1.3% |
0.0 |
Volume |
21,329 |
13,308 |
-8,021 |
-37.6% |
347,559 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,856.0 |
3,801.0 |
3,608.3 |
|
R3 |
3,761.0 |
3,706.0 |
3,582.1 |
|
R2 |
3,666.0 |
3,666.0 |
3,573.4 |
|
R1 |
3,611.0 |
3,611.0 |
3,564.7 |
3,591.0 |
PP |
3,571.0 |
3,571.0 |
3,571.0 |
3,561.0 |
S1 |
3,516.0 |
3,516.0 |
3,547.3 |
3,496.0 |
S2 |
3,476.0 |
3,476.0 |
3,538.6 |
|
S3 |
3,381.0 |
3,421.0 |
3,529.9 |
|
S4 |
3,286.0 |
3,326.0 |
3,503.8 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,061.0 |
3,990.0 |
3,687.0 |
|
R3 |
3,901.0 |
3,830.0 |
3,643.0 |
|
R2 |
3,741.0 |
3,741.0 |
3,628.3 |
|
R1 |
3,670.0 |
3,670.0 |
3,613.7 |
3,705.5 |
PP |
3,581.0 |
3,581.0 |
3,581.0 |
3,598.8 |
S1 |
3,510.0 |
3,510.0 |
3,584.3 |
3,545.5 |
S2 |
3,421.0 |
3,421.0 |
3,569.7 |
|
S3 |
3,261.0 |
3,350.0 |
3,555.0 |
|
S4 |
3,101.0 |
3,190.0 |
3,511.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,635.0 |
3,492.0 |
143.0 |
4.0% |
102.8 |
2.9% |
45% |
False |
False |
62,226 |
10 |
3,653.0 |
3,443.0 |
210.0 |
5.9% |
105.9 |
3.0% |
54% |
False |
False |
36,869 |
20 |
3,719.0 |
3,443.0 |
276.0 |
7.8% |
81.7 |
2.3% |
41% |
False |
False |
18,504 |
40 |
4,326.0 |
3,229.0 |
1,097.0 |
30.8% |
62.9 |
1.8% |
30% |
False |
False |
10,407 |
60 |
4,841.0 |
3,229.0 |
1,612.0 |
45.3% |
52.1 |
1.5% |
20% |
False |
False |
8,074 |
80 |
5,185.0 |
3,229.0 |
1,956.0 |
55.0% |
46.9 |
1.3% |
17% |
False |
False |
6,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,029.8 |
2.618 |
3,874.7 |
1.618 |
3,779.7 |
1.000 |
3,721.0 |
0.618 |
3,684.7 |
HIGH |
3,626.0 |
0.618 |
3,589.7 |
0.500 |
3,578.5 |
0.382 |
3,567.3 |
LOW |
3,531.0 |
0.618 |
3,472.3 |
1.000 |
3,436.0 |
1.618 |
3,377.3 |
2.618 |
3,282.3 |
4.250 |
3,127.3 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,578.5 |
3,565.5 |
PP |
3,571.0 |
3,562.3 |
S1 |
3,563.5 |
3,559.2 |
|