Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,468.71 |
8,515.87 |
47.16 |
0.6% |
8,573.37 |
High |
8,533.07 |
8,530.68 |
-2.39 |
0.0% |
8,604.12 |
Low |
8,461.78 |
8,364.06 |
-97.72 |
-1.2% |
8,372.02 |
Close |
8,515.55 |
8,483.93 |
-31.62 |
-0.4% |
8,515.55 |
Range |
71.29 |
166.62 |
95.33 |
133.7% |
232.10 |
ATR |
311.72 |
301.36 |
-10.36 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,959.42 |
8,888.29 |
8,575.57 |
|
R3 |
8,792.80 |
8,721.67 |
8,529.75 |
|
R2 |
8,626.18 |
8,626.18 |
8,514.48 |
|
R1 |
8,555.05 |
8,555.05 |
8,499.20 |
8,507.31 |
PP |
8,459.56 |
8,459.56 |
8,459.56 |
8,435.68 |
S1 |
8,388.43 |
8,388.43 |
8,468.66 |
8,340.69 |
S2 |
8,292.94 |
8,292.94 |
8,453.38 |
|
S3 |
8,126.32 |
8,221.81 |
8,438.11 |
|
S4 |
7,959.70 |
8,055.19 |
8,392.29 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,193.53 |
9,086.64 |
8,643.21 |
|
R3 |
8,961.43 |
8,854.54 |
8,579.38 |
|
R2 |
8,729.33 |
8,729.33 |
8,558.10 |
|
R1 |
8,622.44 |
8,622.44 |
8,536.83 |
8,559.84 |
PP |
8,497.23 |
8,497.23 |
8,497.23 |
8,465.93 |
S1 |
8,390.34 |
8,390.34 |
8,494.27 |
8,327.74 |
S2 |
8,265.13 |
8,265.13 |
8,473.00 |
|
S3 |
8,033.03 |
8,158.24 |
8,451.72 |
|
S4 |
7,800.93 |
7,926.14 |
8,387.90 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,604.12 |
8,364.06 |
240.06 |
2.8% |
152.35 |
1.8% |
50% |
False |
True |
|
10 |
8,961.26 |
8,364.06 |
597.20 |
7.0% |
213.81 |
2.5% |
20% |
False |
True |
|
20 |
9,026.41 |
8,118.50 |
907.91 |
10.7% |
299.18 |
3.5% |
40% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
26.0% |
363.78 |
4.3% |
47% |
False |
False |
|
60 |
10,796.26 |
7,449.38 |
3,346.88 |
39.4% |
453.93 |
5.4% |
31% |
False |
False |
|
80 |
11,577.50 |
7,449.38 |
4,128.12 |
48.7% |
432.60 |
5.1% |
25% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
52.1% |
388.25 |
4.6% |
23% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
52.1% |
359.50 |
4.2% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,238.82 |
2.618 |
8,966.89 |
1.618 |
8,800.27 |
1.000 |
8,697.30 |
0.618 |
8,633.65 |
HIGH |
8,530.68 |
0.618 |
8,467.03 |
0.500 |
8,447.37 |
0.382 |
8,427.71 |
LOW |
8,364.06 |
0.618 |
8,261.09 |
1.000 |
8,197.44 |
1.618 |
8,094.47 |
2.618 |
7,927.85 |
4.250 |
7,655.93 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,471.74 |
8,472.14 |
PP |
8,459.56 |
8,460.35 |
S1 |
8,447.37 |
8,448.57 |
|