Trading Metrics calculated at close of trading on 18-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2008 |
18-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,897 |
8,794 |
-103 |
-1.2% |
8,594 |
High |
8,940 |
8,869 |
-71 |
-0.8% |
9,005 |
Low |
8,685 |
8,491 |
-194 |
-2.2% |
8,191 |
Close |
8,779 |
8,678 |
-101 |
-1.2% |
8,664 |
Range |
255 |
378 |
123 |
48.2% |
814 |
ATR |
422 |
419 |
-3 |
-0.7% |
0 |
Volume |
191,081 |
186,682 |
-4,399 |
-2.3% |
131,175 |
|
Daily Pivots for day following 18-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,813 |
9,624 |
8,886 |
|
R3 |
9,435 |
9,246 |
8,782 |
|
R2 |
9,057 |
9,057 |
8,747 |
|
R1 |
8,868 |
8,868 |
8,713 |
8,774 |
PP |
8,679 |
8,679 |
8,679 |
8,632 |
S1 |
8,490 |
8,490 |
8,643 |
8,396 |
S2 |
8,301 |
8,301 |
8,609 |
|
S3 |
7,923 |
8,112 |
8,574 |
|
S4 |
7,545 |
7,734 |
8,470 |
|
|
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 |
8.6% |
362 |
4.2% |
65% |
False |
False |
184,297 |
10 |
9,005 |
8,100 |
905 |
10.4% |
362 |
4.2% |
64% |
False |
False |
93,161 |
20 |
9,005 |
7,398 |
1,607 |
18.5% |
418 |
4.8% |
80% |
False |
False |
46,829 |
40 |
9,612 |
7,398 |
2,214 |
25.5% |
466 |
5.4% |
58% |
False |
False |
23,527 |
60 |
11,200 |
7,398 |
3,802 |
43.8% |
525 |
6.0% |
34% |
False |
False |
15,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,476 |
2.618 |
9,859 |
1.618 |
9,481 |
1.000 |
9,247 |
0.618 |
9,103 |
HIGH |
8,869 |
0.618 |
8,725 |
0.500 |
8,680 |
0.382 |
8,636 |
LOW |
8,491 |
0.618 |
8,258 |
1.000 |
8,113 |
1.618 |
7,880 |
2.618 |
7,502 |
4.250 |
6,885 |
|
|
Fisher Pivots for day following 18-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,680 |
8,716 |
PP |
8,679 |
8,703 |
S1 |
8,679 |
8,691 |
|