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 |
3,627.0 |
3,581.0 |
-46.0 |
-1.3% |
3,600.0 |
High |
4,002.0 |
3,673.0 |
-329.0 |
-8.2% |
3,779.0 |
Low |
3,555.0 |
3,568.0 |
13.0 |
0.4% |
3,478.0 |
Close |
3,587.0 |
3,636.0 |
49.0 |
1.4% |
3,583.0 |
Range |
447.0 |
105.0 |
-342.0 |
-76.5% |
301.0 |
ATR |
152.5 |
149.1 |
-3.4 |
-2.2% |
0.0 |
Volume |
13,803 |
13,025 |
-778 |
-5.6% |
41,088 |
|
Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,940.7 |
3,893.3 |
3,693.8 |
|
R3 |
3,835.7 |
3,788.3 |
3,664.9 |
|
R2 |
3,730.7 |
3,730.7 |
3,655.3 |
|
R1 |
3,683.3 |
3,683.3 |
3,645.6 |
3,707.0 |
PP |
3,625.7 |
3,625.7 |
3,625.7 |
3,637.5 |
S1 |
3,578.3 |
3,578.3 |
3,626.4 |
3,602.0 |
S2 |
3,520.7 |
3,520.7 |
3,616.8 |
|
S3 |
3,415.7 |
3,473.3 |
3,607.1 |
|
S4 |
3,310.7 |
3,368.3 |
3,578.3 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,516.3 |
4,350.7 |
3,748.6 |
|
R3 |
4,215.3 |
4,049.7 |
3,665.8 |
|
R2 |
3,914.3 |
3,914.3 |
3,638.2 |
|
R1 |
3,748.7 |
3,748.7 |
3,610.6 |
3,681.0 |
PP |
3,613.3 |
3,613.3 |
3,613.3 |
3,579.5 |
S1 |
3,447.7 |
3,447.7 |
3,555.4 |
3,380.0 |
S2 |
3,312.3 |
3,312.3 |
3,527.8 |
|
S3 |
3,011.3 |
3,146.7 |
3,500.2 |
|
S4 |
2,710.3 |
2,845.7 |
3,417.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,002.0 |
3,478.0 |
524.0 |
14.4% |
212.2 |
5.8% |
30% |
False |
False |
13,583 |
10 |
4,002.0 |
3,478.0 |
524.0 |
14.4% |
157.1 |
4.3% |
30% |
False |
False |
41,547 |
20 |
4,002.0 |
3,443.0 |
559.0 |
15.4% |
120.5 |
3.3% |
35% |
False |
False |
21,224 |
40 |
4,326.0 |
3,229.0 |
1,097.0 |
30.2% |
84.2 |
2.3% |
37% |
False |
False |
11,475 |
60 |
4,676.0 |
3,229.0 |
1,447.0 |
39.8% |
66.4 |
1.8% |
28% |
False |
False |
8,982 |
80 |
5,119.0 |
3,229.0 |
1,890.0 |
52.0% |
59.0 |
1.6% |
22% |
False |
False |
6,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,119.3 |
2.618 |
3,947.9 |
1.618 |
3,842.9 |
1.000 |
3,778.0 |
0.618 |
3,737.9 |
HIGH |
3,673.0 |
0.618 |
3,632.9 |
0.500 |
3,620.5 |
0.382 |
3,608.1 |
LOW |
3,568.0 |
0.618 |
3,503.1 |
1.000 |
3,463.0 |
1.618 |
3,398.1 |
2.618 |
3,293.1 |
4.250 |
3,121.8 |
|
|
Fisher Pivots for day following 30-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,630.8 |
3,746.0 |
PP |
3,625.7 |
3,709.3 |
S1 |
3,620.5 |
3,672.7 |
|