Trading Metrics calculated at close of trading on 24-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,535 |
8,387 |
-148 |
-1.7% |
8,660 |
High |
8,578 |
8,462 |
-116 |
-1.4% |
8,940 |
Low |
8,354 |
8,362 |
8 |
0.1% |
8,441 |
Close |
8,388 |
8,423 |
35 |
0.4% |
8,533 |
Range |
224 |
100 |
-124 |
-55.4% |
499 |
ATR |
388 |
367 |
-21 |
-5.3% |
0 |
Volume |
133,939 |
114,980 |
-18,959 |
-14.2% |
977,628 |
|
Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,716 |
8,669 |
8,478 |
|
R3 |
8,616 |
8,569 |
8,451 |
|
R2 |
8,516 |
8,516 |
8,441 |
|
R1 |
8,469 |
8,469 |
8,432 |
8,493 |
PP |
8,416 |
8,416 |
8,416 |
8,427 |
S1 |
8,369 |
8,369 |
8,414 |
8,393 |
S2 |
8,316 |
8,316 |
8,405 |
|
S3 |
8,216 |
8,269 |
8,396 |
|
S4 |
8,116 |
8,169 |
8,368 |
|
|
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 |
8,869 |
8,334 |
535 |
6.4% |
255 |
3.0% |
17% |
False |
False |
157,125 |
10 |
8,940 |
8,191 |
749 |
8.9% |
300 |
3.6% |
31% |
False |
False |
152,623 |
20 |
9,005 |
8,100 |
905 |
10.7% |
346 |
4.1% |
36% |
False |
False |
76,658 |
40 |
9,612 |
7,398 |
2,214 |
26.3% |
413 |
4.9% |
46% |
False |
False |
38,483 |
60 |
10,924 |
7,398 |
3,526 |
41.9% |
508 |
6.0% |
29% |
False |
False |
25,774 |
80 |
11,545 |
7,398 |
4,147 |
49.2% |
462 |
5.5% |
25% |
False |
False |
19,349 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,887 |
2.618 |
8,724 |
1.618 |
8,624 |
1.000 |
8,562 |
0.618 |
8,524 |
HIGH |
8,462 |
0.618 |
8,424 |
0.500 |
8,412 |
0.382 |
8,400 |
LOW |
8,362 |
0.618 |
8,300 |
1.000 |
8,262 |
1.618 |
8,200 |
2.618 |
8,100 |
4.250 |
7,937 |
|
|
Fisher Pivots for day following 24-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,419 |
8,477 |
PP |
8,416 |
8,459 |
S1 |
8,412 |
8,441 |
|