Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,544 |
8,535 |
-9 |
-0.1% |
8,660 |
High |
8,619 |
8,578 |
-41 |
-0.5% |
8,940 |
Low |
8,334 |
8,354 |
20 |
0.2% |
8,441 |
Close |
8,539 |
8,388 |
-151 |
-1.8% |
8,533 |
Range |
285 |
224 |
-61 |
-21.4% |
499 |
ATR |
400 |
388 |
-13 |
-3.1% |
0 |
Volume |
172,162 |
133,939 |
-38,223 |
-22.2% |
977,628 |
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,112 |
8,974 |
8,511 |
|
R3 |
8,888 |
8,750 |
8,450 |
|
R2 |
8,664 |
8,664 |
8,429 |
|
R1 |
8,526 |
8,526 |
8,409 |
8,483 |
PP |
8,440 |
8,440 |
8,440 |
8,419 |
S1 |
8,302 |
8,302 |
8,368 |
8,259 |
S2 |
8,216 |
8,216 |
8,347 |
|
S3 |
7,992 |
8,078 |
8,327 |
|
S4 |
7,768 |
7,854 |
8,265 |
|
|
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 |
7.2% |
286 |
3.4% |
9% |
False |
False |
172,345 |
10 |
8,940 |
8,191 |
749 |
8.9% |
314 |
3.7% |
26% |
False |
False |
141,270 |
20 |
9,005 |
8,100 |
905 |
10.8% |
358 |
4.3% |
32% |
False |
False |
70,940 |
40 |
9,612 |
7,398 |
2,214 |
26.4% |
438 |
5.2% |
45% |
False |
False |
35,611 |
60 |
10,924 |
7,398 |
3,526 |
42.0% |
513 |
6.1% |
28% |
False |
False |
23,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,530 |
2.618 |
9,165 |
1.618 |
8,941 |
1.000 |
8,802 |
0.618 |
8,717 |
HIGH |
8,578 |
0.618 |
8,493 |
0.500 |
8,466 |
0.382 |
8,440 |
LOW |
8,354 |
0.618 |
8,216 |
1.000 |
8,130 |
1.618 |
7,992 |
2.618 |
7,768 |
4.250 |
7,402 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,466 |
8,549 |
PP |
8,440 |
8,495 |
S1 |
8,414 |
8,442 |
|