Trading Metrics calculated at close of trading on 31-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
3,581.0 |
3,689.0 |
108.0 |
3.0% |
3,600.0 |
High |
3,673.0 |
3,757.0 |
84.0 |
2.3% |
3,779.0 |
Low |
3,568.0 |
3,665.0 |
97.0 |
2.7% |
3,478.0 |
Close |
3,636.0 |
3,744.0 |
108.0 |
3.0% |
3,583.0 |
Range |
105.0 |
92.0 |
-13.0 |
-12.4% |
301.0 |
ATR |
149.1 |
147.1 |
-2.0 |
-1.3% |
0.0 |
Volume |
13,025 |
15,926 |
2,901 |
22.3% |
41,088 |
|
Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,998.0 |
3,963.0 |
3,794.6 |
|
R3 |
3,906.0 |
3,871.0 |
3,769.3 |
|
R2 |
3,814.0 |
3,814.0 |
3,760.9 |
|
R1 |
3,779.0 |
3,779.0 |
3,752.4 |
3,796.5 |
PP |
3,722.0 |
3,722.0 |
3,722.0 |
3,730.8 |
S1 |
3,687.0 |
3,687.0 |
3,735.6 |
3,704.5 |
S2 |
3,630.0 |
3,630.0 |
3,727.1 |
|
S3 |
3,538.0 |
3,595.0 |
3,718.7 |
|
S4 |
3,446.0 |
3,503.0 |
3,693.4 |
|
|
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 |
14.0% |
211.6 |
5.7% |
51% |
False |
False |
14,106 |
10 |
4,002.0 |
3,478.0 |
524.0 |
14.0% |
157.2 |
4.2% |
51% |
False |
False |
38,166 |
20 |
4,002.0 |
3,443.0 |
559.0 |
14.9% |
121.8 |
3.3% |
54% |
False |
False |
22,008 |
40 |
4,326.0 |
3,229.0 |
1,097.0 |
29.3% |
86.5 |
2.3% |
47% |
False |
False |
11,873 |
60 |
4,465.0 |
3,229.0 |
1,236.0 |
33.0% |
65.8 |
1.8% |
42% |
False |
False |
9,246 |
80 |
5,073.0 |
3,229.0 |
1,844.0 |
49.3% |
60.1 |
1.6% |
28% |
False |
False |
6,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,148.0 |
2.618 |
3,997.9 |
1.618 |
3,905.9 |
1.000 |
3,849.0 |
0.618 |
3,813.9 |
HIGH |
3,757.0 |
0.618 |
3,721.9 |
0.500 |
3,711.0 |
0.382 |
3,700.1 |
LOW |
3,665.0 |
0.618 |
3,608.1 |
1.000 |
3,573.0 |
1.618 |
3,516.1 |
2.618 |
3,424.1 |
4.250 |
3,274.0 |
|
|
Fisher Pivots for day following 31-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
3,733.0 |
3,778.5 |
PP |
3,722.0 |
3,767.0 |
S1 |
3,711.0 |
3,755.5 |
|