Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,387 |
8,440 |
53 |
0.6% |
8,544 |
High |
8,462 |
8,499 |
37 |
0.4% |
8,619 |
Low |
8,362 |
8,420 |
58 |
0.7% |
8,334 |
Close |
8,423 |
8,472 |
49 |
0.6% |
8,472 |
Range |
100 |
79 |
-21 |
-21.0% |
285 |
ATR |
367 |
347 |
-21 |
-5.6% |
0 |
Volume |
114,980 |
27,871 |
-87,109 |
-75.8% |
448,952 |
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,701 |
8,665 |
8,516 |
|
R3 |
8,622 |
8,586 |
8,494 |
|
R2 |
8,543 |
8,543 |
8,487 |
|
R1 |
8,507 |
8,507 |
8,479 |
8,525 |
PP |
8,464 |
8,464 |
8,464 |
8,473 |
S1 |
8,428 |
8,428 |
8,465 |
8,446 |
S2 |
8,385 |
8,385 |
8,458 |
|
S3 |
8,306 |
8,349 |
8,450 |
|
S4 |
8,227 |
8,270 |
8,429 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,330 |
9,186 |
8,629 |
|
R3 |
9,045 |
8,901 |
8,551 |
|
R2 |
8,760 |
8,760 |
8,524 |
|
R1 |
8,616 |
8,616 |
8,498 |
8,546 |
PP |
8,475 |
8,475 |
8,475 |
8,440 |
S1 |
8,331 |
8,331 |
8,446 |
8,261 |
S2 |
8,190 |
8,190 |
8,420 |
|
S3 |
7,905 |
8,046 |
8,394 |
|
S4 |
7,620 |
7,761 |
8,315 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,764 |
8,334 |
430 |
5.1% |
195 |
2.3% |
32% |
False |
False |
125,362 |
10 |
8,940 |
8,191 |
749 |
8.8% |
278 |
3.3% |
38% |
False |
False |
154,830 |
20 |
9,005 |
8,100 |
905 |
10.7% |
328 |
3.9% |
41% |
False |
False |
78,030 |
40 |
9,612 |
7,398 |
2,214 |
26.1% |
402 |
4.7% |
49% |
False |
False |
39,176 |
60 |
10,924 |
7,398 |
3,526 |
41.6% |
505 |
6.0% |
30% |
False |
False |
26,235 |
80 |
11,542 |
7,398 |
4,144 |
48.9% |
462 |
5.5% |
26% |
False |
False |
19,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,835 |
2.618 |
8,706 |
1.618 |
8,627 |
1.000 |
8,578 |
0.618 |
8,548 |
HIGH |
8,499 |
0.618 |
8,469 |
0.500 |
8,460 |
0.382 |
8,450 |
LOW |
8,420 |
0.618 |
8,371 |
1.000 |
8,341 |
1.618 |
8,292 |
2.618 |
8,213 |
4.250 |
8,084 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,468 |
8,470 |
PP |
8,464 |
8,468 |
S1 |
8,460 |
8,466 |
|