Trading Metrics calculated at close of trading on 30-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2008 |
30-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
8,515.87 |
8,487.51 |
-28.36 |
-0.3% |
8,573.37 |
High |
8,530.68 |
8,675.24 |
144.56 |
1.7% |
8,604.12 |
Low |
8,364.06 |
8,487.51 |
123.45 |
1.5% |
8,372.02 |
Close |
8,483.93 |
8,668.39 |
184.46 |
2.2% |
8,515.55 |
Range |
166.62 |
187.73 |
21.11 |
12.7% |
232.10 |
ATR |
301.36 |
293.50 |
-7.86 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,173.57 |
9,108.71 |
8,771.64 |
|
R3 |
8,985.84 |
8,920.98 |
8,720.02 |
|
R2 |
8,798.11 |
8,798.11 |
8,702.81 |
|
R1 |
8,733.25 |
8,733.25 |
8,685.60 |
8,765.68 |
PP |
8,610.38 |
8,610.38 |
8,610.38 |
8,626.60 |
S1 |
8,545.52 |
8,545.52 |
8,651.18 |
8,577.95 |
S2 |
8,422.65 |
8,422.65 |
8,633.97 |
|
S3 |
8,234.92 |
8,357.79 |
8,616.76 |
|
S4 |
8,047.19 |
8,170.06 |
8,565.14 |
|
|
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 |
8,675.24 |
8,364.06 |
311.18 |
3.6% |
144.02 |
1.7% |
98% |
True |
False |
|
10 |
8,961.26 |
8,364.06 |
597.20 |
6.9% |
211.86 |
2.4% |
51% |
False |
False |
|
20 |
9,026.41 |
8,118.50 |
907.91 |
10.5% |
274.29 |
3.2% |
61% |
False |
False |
|
40 |
9,653.95 |
7,449.38 |
2,204.57 |
25.4% |
360.09 |
4.2% |
55% |
False |
False |
|
60 |
10,322.76 |
7,449.38 |
2,873.38 |
33.1% |
448.96 |
5.2% |
42% |
False |
False |
|
80 |
11,577.50 |
7,449.38 |
4,128.12 |
47.6% |
432.36 |
5.0% |
30% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
51.0% |
387.74 |
4.5% |
28% |
False |
False |
|
120 |
11,867.11 |
7,449.38 |
4,417.73 |
51.0% |
359.54 |
4.1% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,473.09 |
2.618 |
9,166.72 |
1.618 |
8,978.99 |
1.000 |
8,862.97 |
0.618 |
8,791.26 |
HIGH |
8,675.24 |
0.618 |
8,603.53 |
0.500 |
8,581.38 |
0.382 |
8,559.22 |
LOW |
8,487.51 |
0.618 |
8,371.49 |
1.000 |
8,299.78 |
1.618 |
8,183.76 |
2.618 |
7,996.03 |
4.250 |
7,689.66 |
|
|
Fisher Pivots for day following 30-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
8,639.39 |
8,618.81 |
PP |
8,610.38 |
8,569.23 |
S1 |
8,581.38 |
8,519.65 |
|