Trading Metrics calculated at close of trading on 24-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2008 |
24-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,518.65 |
8,416.86 |
-101.79 |
-1.2% |
8,628.81 |
High |
8,604.12 |
8,498.50 |
-105.62 |
-1.2% |
8,961.26 |
Low |
8,391.30 |
8,416.86 |
25.56 |
0.3% |
8,469.03 |
Close |
8,419.49 |
8,468.48 |
48.99 |
0.6% |
8,579.11 |
Range |
212.82 |
81.64 |
-131.18 |
-61.6% |
492.23 |
ATR |
349.34 |
330.22 |
-19.12 |
-5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,706.20 |
8,668.98 |
8,513.38 |
|
R3 |
8,624.56 |
8,587.34 |
8,490.93 |
|
R2 |
8,542.92 |
8,542.92 |
8,483.45 |
|
R1 |
8,505.70 |
8,505.70 |
8,475.96 |
8,524.31 |
PP |
8,461.28 |
8,461.28 |
8,461.28 |
8,470.59 |
S1 |
8,424.06 |
8,424.06 |
8,461.00 |
8,442.67 |
S2 |
8,379.64 |
8,379.64 |
8,453.51 |
|
S3 |
8,298.00 |
8,342.42 |
8,446.03 |
|
S4 |
8,216.36 |
8,260.78 |
8,423.58 |
|
|
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 |
8,883.36 |
8,372.02 |
511.34 |
6.0% |
223.32 |
2.6% |
19% |
False |
False |
|
10 |
8,961.26 |
8,347.81 |
613.45 |
7.2% |
253.16 |
3.0% |
20% |
False |
False |
|
20 |
9,026.41 |
8,118.50 |
907.91 |
10.7% |
315.99 |
3.7% |
39% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
26.0% |
376.90 |
4.5% |
46% |
False |
False |
|
60 |
10,882.52 |
7,449.38 |
3,433.14 |
40.5% |
460.57 |
5.4% |
30% |
False |
False |
|
80 |
11,577.50 |
7,449.38 |
4,128.12 |
48.7% |
435.81 |
5.1% |
25% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
52.2% |
390.81 |
4.6% |
23% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
52.2% |
361.62 |
4.3% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,845.47 |
2.618 |
8,712.23 |
1.618 |
8,630.59 |
1.000 |
8,580.14 |
0.618 |
8,548.95 |
HIGH |
8,498.50 |
0.618 |
8,467.31 |
0.500 |
8,457.68 |
0.382 |
8,448.05 |
LOW |
8,416.86 |
0.618 |
8,366.41 |
1.000 |
8,335.22 |
1.618 |
8,284.77 |
2.618 |
8,203.13 |
4.250 |
8,069.89 |
|
|
Fisher Pivots for day following 24-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,464.88 |
8,488.07 |
PP |
8,461.28 |
8,481.54 |
S1 |
8,457.68 |
8,475.01 |
|