Trading Metrics calculated at close of trading on 22-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2008 |
22-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,606.50 |
8,573.37 |
-33.13 |
-0.4% |
8,628.81 |
High |
8,787.23 |
8,601.41 |
-185.82 |
-2.1% |
8,961.26 |
Low |
8,550.43 |
8,372.02 |
-178.41 |
-2.1% |
8,469.03 |
Close |
8,579.11 |
8,519.77 |
-59.34 |
-0.7% |
8,579.11 |
Range |
236.80 |
229.39 |
-7.41 |
-3.1% |
492.23 |
ATR |
369.88 |
359.84 |
-10.03 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,185.90 |
9,082.23 |
8,645.93 |
|
R3 |
8,956.51 |
8,852.84 |
8,582.85 |
|
R2 |
8,727.12 |
8,727.12 |
8,561.82 |
|
R1 |
8,623.45 |
8,623.45 |
8,540.80 |
8,560.59 |
PP |
8,497.73 |
8,497.73 |
8,497.73 |
8,466.31 |
S1 |
8,394.06 |
8,394.06 |
8,498.74 |
8,331.20 |
S2 |
8,268.34 |
8,268.34 |
8,477.72 |
|
S3 |
8,038.95 |
8,164.67 |
8,456.69 |
|
S4 |
7,809.56 |
7,935.28 |
8,393.61 |
|
|
Weekly Pivots for week ending 19-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,146.49 |
9,855.03 |
8,849.84 |
|
R3 |
9,654.26 |
9,362.80 |
8,714.47 |
|
R2 |
9,162.03 |
9,162.03 |
8,669.35 |
|
R1 |
8,870.57 |
8,870.57 |
8,624.23 |
8,770.19 |
PP |
8,669.80 |
8,669.80 |
8,669.80 |
8,619.61 |
S1 |
8,378.34 |
8,378.34 |
8,533.99 |
8,277.96 |
S2 |
8,177.57 |
8,177.57 |
8,488.87 |
|
S3 |
7,685.34 |
7,886.11 |
8,443.75 |
|
S4 |
7,193.11 |
7,393.88 |
8,308.38 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,961.26 |
8,372.02 |
589.24 |
6.9% |
279.69 |
3.3% |
25% |
False |
True |
|
10 |
8,961.26 |
8,347.81 |
613.45 |
7.2% |
275.24 |
3.2% |
28% |
False |
False |
|
20 |
9,026.41 |
8,048.09 |
978.32 |
11.5% |
345.11 |
4.1% |
48% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.9% |
403.61 |
4.7% |
49% |
False |
False |
|
60 |
11,139.94 |
7,449.38 |
3,690.56 |
43.3% |
476.86 |
5.6% |
29% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
50.9% |
438.23 |
5.1% |
25% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
51.9% |
391.06 |
4.6% |
24% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
51.9% |
362.99 |
4.3% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,576.32 |
2.618 |
9,201.95 |
1.618 |
8,972.56 |
1.000 |
8,830.80 |
0.618 |
8,743.17 |
HIGH |
8,601.41 |
0.618 |
8,513.78 |
0.500 |
8,486.72 |
0.382 |
8,459.65 |
LOW |
8,372.02 |
0.618 |
8,230.26 |
1.000 |
8,142.63 |
1.618 |
8,000.87 |
2.618 |
7,771.48 |
4.250 |
7,397.11 |
|
|
Fisher Pivots for day following 22-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,508.75 |
8,627.69 |
PP |
8,497.73 |
8,591.72 |
S1 |
8,486.72 |
8,555.74 |
|