Trading Metrics calculated at close of trading on 23-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2008 |
23-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,573.37 |
8,518.65 |
-54.72 |
-0.6% |
8,628.81 |
High |
8,601.41 |
8,604.12 |
2.71 |
0.0% |
8,961.26 |
Low |
8,372.02 |
8,391.30 |
19.28 |
0.2% |
8,469.03 |
Close |
8,519.77 |
8,419.49 |
-100.28 |
-1.2% |
8,579.11 |
Range |
229.39 |
212.82 |
-16.57 |
-7.2% |
492.23 |
ATR |
359.84 |
349.34 |
-10.50 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,110.10 |
8,977.61 |
8,536.54 |
|
R3 |
8,897.28 |
8,764.79 |
8,478.02 |
|
R2 |
8,684.46 |
8,684.46 |
8,458.51 |
|
R1 |
8,551.97 |
8,551.97 |
8,439.00 |
8,511.81 |
PP |
8,471.64 |
8,471.64 |
8,471.64 |
8,451.55 |
S1 |
8,339.15 |
8,339.15 |
8,399.98 |
8,298.99 |
S2 |
8,258.82 |
8,258.82 |
8,380.47 |
|
S3 |
8,046.00 |
8,126.33 |
8,360.96 |
|
S4 |
7,833.18 |
7,913.51 |
8,302.44 |
|
|
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 |
7.0% |
243.63 |
2.9% |
8% |
False |
False |
|
10 |
8,961.26 |
8,347.81 |
613.45 |
7.3% |
268.29 |
3.2% |
12% |
False |
False |
|
20 |
9,026.41 |
8,118.50 |
907.91 |
10.8% |
328.21 |
3.9% |
33% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
26.2% |
397.54 |
4.7% |
44% |
False |
False |
|
60 |
10,882.52 |
7,449.38 |
3,433.14 |
40.8% |
467.50 |
5.6% |
28% |
False |
False |
|
80 |
11,790.17 |
7,449.38 |
4,340.79 |
51.6% |
438.77 |
5.2% |
22% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
52.5% |
391.60 |
4.7% |
22% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
52.5% |
363.26 |
4.3% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,508.61 |
2.618 |
9,161.28 |
1.618 |
8,948.46 |
1.000 |
8,816.94 |
0.618 |
8,735.64 |
HIGH |
8,604.12 |
0.618 |
8,522.82 |
0.500 |
8,497.71 |
0.382 |
8,472.60 |
LOW |
8,391.30 |
0.618 |
8,259.78 |
1.000 |
8,178.48 |
1.618 |
8,046.96 |
2.618 |
7,834.14 |
4.250 |
7,486.82 |
|
|
Fisher Pivots for day following 23-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,497.71 |
8,579.63 |
PP |
8,471.64 |
8,526.25 |
S1 |
8,445.56 |
8,472.87 |
|