Trading Metrics calculated at close of trading on 16-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2008 |
16-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,660 |
8,584 |
-76 |
-0.9% |
8,594 |
High |
8,735 |
8,938 |
203 |
2.3% |
9,005 |
Low |
8,441 |
8,547 |
106 |
1.3% |
8,191 |
Close |
8,581 |
8,891 |
310 |
3.6% |
8,664 |
Range |
294 |
391 |
97 |
33.0% |
814 |
ATR |
438 |
435 |
-3 |
-0.8% |
0 |
Volume |
245,188 |
176,815 |
-68,373 |
-27.9% |
131,175 |
|
Daily Pivots for day following 16-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,965 |
9,819 |
9,106 |
|
R3 |
9,574 |
9,428 |
8,999 |
|
R2 |
9,183 |
9,183 |
8,963 |
|
R1 |
9,037 |
9,037 |
8,927 |
9,110 |
PP |
8,792 |
8,792 |
8,792 |
8,829 |
S1 |
8,646 |
8,646 |
8,855 |
8,719 |
S2 |
8,401 |
8,401 |
8,819 |
|
S3 |
8,010 |
8,255 |
8,784 |
|
S4 |
7,619 |
7,864 |
8,676 |
|
|
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 |
8,938 |
8,191 |
747 |
8.4% |
343 |
3.9% |
94% |
True |
False |
110,196 |
10 |
9,005 |
8,100 |
905 |
10.2% |
375 |
4.2% |
87% |
False |
False |
55,514 |
20 |
9,005 |
7,398 |
1,607 |
18.1% |
434 |
4.9% |
93% |
False |
False |
27,979 |
40 |
9,612 |
7,398 |
2,214 |
24.9% |
478 |
5.4% |
67% |
False |
False |
14,086 |
60 |
11,200 |
7,398 |
3,802 |
42.8% |
523 |
5.9% |
39% |
False |
False |
9,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,600 |
2.618 |
9,962 |
1.618 |
9,571 |
1.000 |
9,329 |
0.618 |
9,180 |
HIGH |
8,938 |
0.618 |
8,789 |
0.500 |
8,743 |
0.382 |
8,696 |
LOW |
8,547 |
0.618 |
8,305 |
1.000 |
8,156 |
1.618 |
7,914 |
2.618 |
7,523 |
4.250 |
6,885 |
|
|
Fisher Pivots for day following 16-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,842 |
8,782 |
PP |
8,792 |
8,673 |
S1 |
8,743 |
8,565 |
|