Trading Metrics calculated at close of trading on 31-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2008 |
31-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,484 |
8,640 |
156 |
1.8% |
8,544 |
High |
8,647 |
8,797 |
150 |
1.7% |
8,619 |
Low |
8,441 |
8,623 |
182 |
2.2% |
8,334 |
Close |
8,640 |
8,727 |
87 |
1.0% |
8,472 |
Range |
206 |
174 |
-32 |
-15.5% |
285 |
ATR |
327 |
316 |
-11 |
-3.3% |
0 |
Volume |
64,376 |
86,000 |
21,624 |
33.6% |
448,952 |
|
Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,238 |
9,156 |
8,823 |
|
R3 |
9,064 |
8,982 |
8,775 |
|
R2 |
8,890 |
8,890 |
8,759 |
|
R1 |
8,808 |
8,808 |
8,743 |
8,849 |
PP |
8,716 |
8,716 |
8,716 |
8,736 |
S1 |
8,634 |
8,634 |
8,711 |
8,675 |
S2 |
8,542 |
8,542 |
8,695 |
|
S3 |
8,368 |
8,460 |
8,679 |
|
S4 |
8,194 |
8,286 |
8,631 |
|
|
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 |
8,797 |
8,308 |
489 |
5.6% |
154 |
1.8% |
86% |
True |
False |
62,586 |
10 |
8,940 |
8,308 |
632 |
7.2% |
220 |
2.5% |
66% |
False |
False |
117,465 |
20 |
9,005 |
8,100 |
905 |
10.4% |
297 |
3.4% |
69% |
False |
False |
86,490 |
40 |
9,612 |
7,398 |
2,214 |
25.4% |
395 |
4.5% |
60% |
False |
False |
43,413 |
60 |
10,139 |
7,398 |
2,741 |
31.4% |
486 |
5.6% |
48% |
False |
False |
29,061 |
80 |
11,542 |
7,398 |
4,144 |
47.5% |
462 |
5.3% |
32% |
False |
False |
21,822 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,537 |
2.618 |
9,253 |
1.618 |
9,079 |
1.000 |
8,971 |
0.618 |
8,905 |
HIGH |
8,797 |
0.618 |
8,731 |
0.500 |
8,710 |
0.382 |
8,690 |
LOW |
8,623 |
0.618 |
8,516 |
1.000 |
8,449 |
1.618 |
8,342 |
2.618 |
8,168 |
4.250 |
7,884 |
|
|
Fisher Pivots for day following 31-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,721 |
8,669 |
PP |
8,716 |
8,611 |
S1 |
8,710 |
8,553 |
|