Trading Metrics calculated at close of trading on 26-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
26-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,416.86 |
8,468.71 |
51.85 |
0.6% |
8,573.37 |
High |
8,498.50 |
8,533.07 |
34.57 |
0.4% |
8,604.12 |
Low |
8,416.86 |
8,461.78 |
44.92 |
0.5% |
8,372.02 |
Close |
8,468.48 |
8,515.55 |
47.07 |
0.6% |
8,515.55 |
Range |
81.64 |
71.29 |
-10.35 |
-12.7% |
232.10 |
ATR |
330.22 |
311.72 |
-18.49 |
-5.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,717.34 |
8,687.73 |
8,554.76 |
|
R3 |
8,646.05 |
8,616.44 |
8,535.15 |
|
R2 |
8,574.76 |
8,574.76 |
8,528.62 |
|
R1 |
8,545.15 |
8,545.15 |
8,522.08 |
8,559.96 |
PP |
8,503.47 |
8,503.47 |
8,503.47 |
8,510.87 |
S1 |
8,473.86 |
8,473.86 |
8,509.02 |
8,488.67 |
S2 |
8,432.18 |
8,432.18 |
8,502.48 |
|
S3 |
8,360.89 |
8,402.57 |
8,495.95 |
|
S4 |
8,289.60 |
8,331.28 |
8,476.34 |
|
|
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 |
8,787.23 |
8,372.02 |
415.21 |
4.9% |
166.39 |
2.0% |
35% |
False |
False |
|
10 |
8,961.26 |
8,347.81 |
613.45 |
7.2% |
230.62 |
2.7% |
27% |
False |
False |
|
20 |
9,026.41 |
8,118.50 |
907.91 |
10.7% |
298.79 |
3.5% |
44% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.9% |
366.85 |
4.3% |
48% |
False |
False |
|
60 |
10,825.54 |
7,449.38 |
3,376.16 |
39.6% |
457.58 |
5.4% |
32% |
False |
False |
|
80 |
11,577.50 |
7,449.38 |
4,128.12 |
48.5% |
434.98 |
5.1% |
26% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
51.9% |
388.22 |
4.6% |
24% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
51.9% |
360.41 |
4.2% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,836.05 |
2.618 |
8,719.71 |
1.618 |
8,648.42 |
1.000 |
8,604.36 |
0.618 |
8,577.13 |
HIGH |
8,533.07 |
0.618 |
8,505.84 |
0.500 |
8,497.43 |
0.382 |
8,489.01 |
LOW |
8,461.78 |
0.618 |
8,417.72 |
1.000 |
8,390.49 |
1.618 |
8,346.43 |
2.618 |
8,275.14 |
4.250 |
8,158.80 |
|
|
Fisher Pivots for day following 26-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,509.51 |
8,509.60 |
PP |
8,503.47 |
8,503.66 |
S1 |
8,497.43 |
8,497.71 |
|