Trading Metrics calculated at close of trading on 17-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2008 |
17-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,584 |
8,897 |
313 |
3.6% |
8,594 |
High |
8,938 |
8,940 |
2 |
0.0% |
9,005 |
Low |
8,547 |
8,685 |
138 |
1.6% |
8,191 |
Close |
8,891 |
8,779 |
-112 |
-1.3% |
8,664 |
Range |
391 |
255 |
-136 |
-34.8% |
814 |
ATR |
435 |
422 |
-13 |
-3.0% |
0 |
Volume |
176,815 |
191,081 |
14,266 |
8.1% |
131,175 |
|
Daily Pivots for day following 17-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,566 |
9,428 |
8,919 |
|
R3 |
9,311 |
9,173 |
8,849 |
|
R2 |
9,056 |
9,056 |
8,826 |
|
R1 |
8,918 |
8,918 |
8,803 |
8,860 |
PP |
8,801 |
8,801 |
8,801 |
8,772 |
S1 |
8,663 |
8,663 |
8,756 |
8,605 |
S2 |
8,546 |
8,546 |
8,732 |
|
S3 |
8,291 |
8,408 |
8,709 |
|
S4 |
8,036 |
8,153 |
8,639 |
|
|
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 |
8,940 |
8,191 |
749 |
8.5% |
346 |
3.9% |
79% |
True |
False |
148,121 |
10 |
9,005 |
8,100 |
905 |
10.3% |
361 |
4.1% |
75% |
False |
False |
74,557 |
20 |
9,005 |
7,398 |
1,607 |
18.3% |
425 |
4.8% |
86% |
False |
False |
37,525 |
40 |
9,612 |
7,398 |
2,214 |
25.2% |
476 |
5.4% |
62% |
False |
False |
18,862 |
60 |
11,200 |
7,398 |
3,802 |
43.3% |
523 |
6.0% |
36% |
False |
False |
12,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,024 |
2.618 |
9,608 |
1.618 |
9,353 |
1.000 |
9,195 |
0.618 |
9,098 |
HIGH |
8,940 |
0.618 |
8,843 |
0.500 |
8,813 |
0.382 |
8,783 |
LOW |
8,685 |
0.618 |
8,528 |
1.000 |
8,430 |
1.618 |
8,273 |
2.618 |
8,018 |
4.250 |
7,601 |
|
|
Fisher Pivots for day following 17-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,813 |
8,750 |
PP |
8,801 |
8,720 |
S1 |
8,790 |
8,691 |
|