Trading Metrics calculated at close of trading on 15-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2008 |
15-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,559 |
8,660 |
101 |
1.2% |
8,594 |
High |
8,680 |
8,735 |
55 |
0.6% |
9,005 |
Low |
8,191 |
8,441 |
250 |
3.1% |
8,191 |
Close |
8,664 |
8,581 |
-83 |
-1.0% |
8,664 |
Range |
489 |
294 |
-195 |
-39.9% |
814 |
ATR |
449 |
438 |
-11 |
-2.5% |
0 |
Volume |
121,721 |
245,188 |
123,467 |
101.4% |
131,175 |
|
Daily Pivots for day following 15-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,468 |
9,318 |
8,743 |
|
R3 |
9,174 |
9,024 |
8,662 |
|
R2 |
8,880 |
8,880 |
8,635 |
|
R1 |
8,730 |
8,730 |
8,608 |
8,658 |
PP |
8,586 |
8,586 |
8,586 |
8,550 |
S1 |
8,436 |
8,436 |
8,554 |
8,364 |
S2 |
8,292 |
8,292 |
8,527 |
|
S3 |
7,998 |
8,142 |
8,500 |
|
S4 |
7,704 |
7,848 |
8,419 |
|
|
Weekly Pivots for week ending 12-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,062 |
10,677 |
9,112 |
|
R3 |
10,248 |
9,863 |
8,888 |
|
R2 |
9,434 |
9,434 |
8,813 |
|
R1 |
9,049 |
9,049 |
8,739 |
9,242 |
PP |
8,620 |
8,620 |
8,620 |
8,716 |
S1 |
8,235 |
8,235 |
8,590 |
8,428 |
S2 |
7,806 |
7,806 |
8,515 |
|
S3 |
6,992 |
7,421 |
8,440 |
|
S4 |
6,178 |
6,607 |
8,216 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,909 |
8,191 |
718 |
8.4% |
320 |
3.7% |
54% |
False |
False |
75,093 |
10 |
9,005 |
8,100 |
905 |
10.5% |
367 |
4.3% |
53% |
False |
False |
37,899 |
20 |
9,005 |
7,398 |
1,607 |
18.7% |
430 |
5.0% |
74% |
False |
False |
19,151 |
40 |
9,612 |
7,398 |
2,214 |
25.8% |
481 |
5.6% |
53% |
False |
False |
9,668 |
60 |
11,395 |
7,398 |
3,997 |
46.6% |
523 |
6.1% |
30% |
False |
False |
6,568 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,985 |
2.618 |
9,505 |
1.618 |
9,211 |
1.000 |
9,029 |
0.618 |
8,917 |
HIGH |
8,735 |
0.618 |
8,623 |
0.500 |
8,588 |
0.382 |
8,553 |
LOW |
8,441 |
0.618 |
8,259 |
1.000 |
8,147 |
1.618 |
7,965 |
2.618 |
7,671 |
4.250 |
7,192 |
|
|
Fisher Pivots for day following 15-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,588 |
8,551 |
PP |
8,586 |
8,521 |
S1 |
8,583 |
8,492 |
|