Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,660 |
8,544 |
-116 |
-1.3% |
8,660 |
High |
8,764 |
8,619 |
-145 |
-1.7% |
8,940 |
Low |
8,478 |
8,334 |
-144 |
-1.7% |
8,441 |
Close |
8,533 |
8,539 |
6 |
0.1% |
8,533 |
Range |
286 |
285 |
-1 |
-0.3% |
499 |
ATR |
409 |
400 |
-9 |
-2.2% |
0 |
Volume |
177,862 |
172,162 |
-5,700 |
-3.2% |
977,628 |
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,352 |
9,231 |
8,696 |
|
R3 |
9,067 |
8,946 |
8,618 |
|
R2 |
8,782 |
8,782 |
8,591 |
|
R1 |
8,661 |
8,661 |
8,565 |
8,579 |
PP |
8,497 |
8,497 |
8,497 |
8,457 |
S1 |
8,376 |
8,376 |
8,513 |
8,294 |
S2 |
8,212 |
8,212 |
8,487 |
|
S3 |
7,927 |
8,091 |
8,461 |
|
S4 |
7,642 |
7,806 |
8,382 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,135 |
9,833 |
8,808 |
|
R3 |
9,636 |
9,334 |
8,670 |
|
R2 |
9,137 |
9,137 |
8,625 |
|
R1 |
8,835 |
8,835 |
8,579 |
8,737 |
PP |
8,638 |
8,638 |
8,638 |
8,589 |
S1 |
8,336 |
8,336 |
8,487 |
8,238 |
S2 |
8,139 |
8,139 |
8,442 |
|
S3 |
7,640 |
7,837 |
8,396 |
|
S4 |
7,141 |
7,338 |
8,259 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,940 |
8,334 |
606 |
7.1% |
319 |
3.7% |
34% |
False |
True |
180,920 |
10 |
8,940 |
8,191 |
749 |
8.8% |
319 |
3.7% |
46% |
False |
False |
128,006 |
20 |
9,005 |
7,867 |
1,138 |
13.3% |
380 |
4.5% |
59% |
False |
False |
64,271 |
40 |
9,612 |
7,398 |
2,214 |
25.9% |
448 |
5.2% |
52% |
False |
False |
32,267 |
60 |
11,200 |
7,398 |
3,802 |
44.5% |
523 |
6.1% |
30% |
False |
False |
21,637 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,830 |
2.618 |
9,365 |
1.618 |
9,080 |
1.000 |
8,904 |
0.618 |
8,795 |
HIGH |
8,619 |
0.618 |
8,510 |
0.500 |
8,477 |
0.382 |
8,443 |
LOW |
8,334 |
0.618 |
8,158 |
1.000 |
8,049 |
1.618 |
7,873 |
2.618 |
7,588 |
4.250 |
7,123 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,518 |
8,602 |
PP |
8,497 |
8,581 |
S1 |
8,477 |
8,560 |
|