Trading Metrics calculated at close of trading on 30-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,463 |
8,484 |
21 |
0.2% |
8,544 |
High |
8,516 |
8,647 |
131 |
1.5% |
8,619 |
Low |
8,308 |
8,441 |
133 |
1.6% |
8,334 |
Close |
8,488 |
8,640 |
152 |
1.8% |
8,472 |
Range |
208 |
206 |
-2 |
-1.0% |
285 |
ATR |
337 |
327 |
-9 |
-2.8% |
0 |
Volume |
19,706 |
64,376 |
44,670 |
226.7% |
448,952 |
|
Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,194 |
9,123 |
8,753 |
|
R3 |
8,988 |
8,917 |
8,697 |
|
R2 |
8,782 |
8,782 |
8,678 |
|
R1 |
8,711 |
8,711 |
8,659 |
8,747 |
PP |
8,576 |
8,576 |
8,576 |
8,594 |
S1 |
8,505 |
8,505 |
8,621 |
8,541 |
S2 |
8,370 |
8,370 |
8,602 |
|
S3 |
8,164 |
8,299 |
8,583 |
|
S4 |
7,958 |
8,093 |
8,527 |
|
|
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 |
8,647 |
8,308 |
339 |
3.9% |
164 |
1.9% |
98% |
True |
False |
72,174 |
10 |
8,940 |
8,308 |
632 |
7.3% |
241 |
2.8% |
53% |
False |
False |
126,547 |
20 |
9,005 |
8,100 |
905 |
10.5% |
304 |
3.5% |
60% |
False |
False |
82,223 |
40 |
9,612 |
7,398 |
2,214 |
25.6% |
395 |
4.6% |
56% |
False |
False |
41,266 |
60 |
10,351 |
7,398 |
2,953 |
34.2% |
496 |
5.7% |
42% |
False |
False |
27,632 |
80 |
11,542 |
7,398 |
4,144 |
48.0% |
462 |
5.3% |
30% |
False |
False |
20,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,523 |
2.618 |
9,186 |
1.618 |
8,980 |
1.000 |
8,853 |
0.618 |
8,774 |
HIGH |
8,647 |
0.618 |
8,568 |
0.500 |
8,544 |
0.382 |
8,520 |
LOW |
8,441 |
0.618 |
8,314 |
1.000 |
8,235 |
1.618 |
8,108 |
2.618 |
7,902 |
4.250 |
7,566 |
|
|
Fisher Pivots for day following 30-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,608 |
8,586 |
PP |
8,576 |
8,532 |
S1 |
8,544 |
8,478 |
|