Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,440 |
8,463 |
23 |
0.3% |
8,544 |
High |
8,499 |
8,516 |
17 |
0.2% |
8,619 |
Low |
8,420 |
8,308 |
-112 |
-1.3% |
8,334 |
Close |
8,472 |
8,488 |
16 |
0.2% |
8,472 |
Range |
79 |
208 |
129 |
163.3% |
285 |
ATR |
347 |
337 |
-10 |
-2.9% |
0 |
Volume |
27,871 |
19,706 |
-8,165 |
-29.3% |
448,952 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,061 |
8,983 |
8,603 |
|
R3 |
8,853 |
8,775 |
8,545 |
|
R2 |
8,645 |
8,645 |
8,526 |
|
R1 |
8,567 |
8,567 |
8,507 |
8,606 |
PP |
8,437 |
8,437 |
8,437 |
8,457 |
S1 |
8,359 |
8,359 |
8,469 |
8,398 |
S2 |
8,229 |
8,229 |
8,450 |
|
S3 |
8,021 |
8,151 |
8,431 |
|
S4 |
7,813 |
7,943 |
8,374 |
|
|
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 |
8,619 |
8,308 |
311 |
3.7% |
179 |
2.1% |
58% |
False |
True |
93,731 |
10 |
8,940 |
8,308 |
632 |
7.4% |
250 |
2.9% |
28% |
False |
True |
144,628 |
20 |
9,005 |
8,100 |
905 |
10.7% |
328 |
3.9% |
43% |
False |
False |
79,007 |
40 |
9,612 |
7,398 |
2,214 |
26.1% |
400 |
4.7% |
49% |
False |
False |
39,662 |
60 |
10,810 |
7,398 |
3,412 |
40.2% |
501 |
5.9% |
32% |
False |
False |
26,561 |
80 |
11,542 |
7,398 |
4,144 |
48.8% |
461 |
5.4% |
26% |
False |
False |
19,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,400 |
2.618 |
9,061 |
1.618 |
8,853 |
1.000 |
8,724 |
0.618 |
8,645 |
HIGH |
8,516 |
0.618 |
8,437 |
0.500 |
8,412 |
0.382 |
8,388 |
LOW |
8,308 |
0.618 |
8,180 |
1.000 |
8,100 |
1.618 |
7,972 |
2.618 |
7,764 |
4.250 |
7,424 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,463 |
8,463 |
PP |
8,437 |
8,437 |
S1 |
8,412 |
8,412 |
|