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 |
8,487.51 |
8,666.48 |
178.97 |
2.1% |
8,573.37 |
High |
8,675.24 |
8,842.66 |
167.42 |
1.9% |
8,604.12 |
Low |
8,487.51 |
8,664.89 |
177.38 |
2.1% |
8,372.02 |
Close |
8,668.39 |
8,776.39 |
108.00 |
1.2% |
8,515.55 |
Range |
187.73 |
177.77 |
-9.96 |
-5.3% |
232.10 |
ATR |
293.50 |
285.23 |
-8.27 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,294.62 |
9,213.28 |
8,874.16 |
|
R3 |
9,116.85 |
9,035.51 |
8,825.28 |
|
R2 |
8,939.08 |
8,939.08 |
8,808.98 |
|
R1 |
8,857.74 |
8,857.74 |
8,792.69 |
8,898.41 |
PP |
8,761.31 |
8,761.31 |
8,761.31 |
8,781.65 |
S1 |
8,679.97 |
8,679.97 |
8,760.09 |
8,720.64 |
S2 |
8,583.54 |
8,583.54 |
8,743.80 |
|
S3 |
8,405.77 |
8,502.20 |
8,727.50 |
|
S4 |
8,228.00 |
8,324.43 |
8,678.62 |
|
|
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 |
8,842.66 |
8,364.06 |
478.60 |
5.5% |
137.01 |
1.6% |
86% |
True |
False |
|
10 |
8,961.26 |
8,364.06 |
597.20 |
6.8% |
190.32 |
2.2% |
69% |
False |
False |
|
20 |
9,026.41 |
8,118.50 |
907.91 |
10.3% |
268.49 |
3.1% |
72% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.1% |
360.66 |
4.1% |
60% |
False |
False |
|
60 |
10,124.03 |
7,449.38 |
2,674.65 |
30.5% |
438.63 |
5.0% |
50% |
False |
False |
|
80 |
11,577.50 |
7,449.38 |
4,128.12 |
47.0% |
430.26 |
4.9% |
32% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
50.3% |
385.80 |
4.4% |
30% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
50.3% |
358.82 |
4.1% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,598.18 |
2.618 |
9,308.06 |
1.618 |
9,130.29 |
1.000 |
9,020.43 |
0.618 |
8,952.52 |
HIGH |
8,842.66 |
0.618 |
8,774.75 |
0.500 |
8,753.78 |
0.382 |
8,732.80 |
LOW |
8,664.89 |
0.618 |
8,555.03 |
1.000 |
8,487.12 |
1.618 |
8,377.26 |
2.618 |
8,199.49 |
4.250 |
7,909.37 |
|
|
Fisher Pivots for day following 31-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,768.85 |
8,718.71 |
PP |
8,761.31 |
8,661.04 |
S1 |
8,753.78 |
8,603.36 |
|