Trading Metrics calculated at close of trading on 29-Dec-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2008 |
29-Dec-2008 |
Change |
Change % |
Previous Week |
Open |
4,259.0 |
4,206.0 |
-53.0 |
-1.2% |
4,230.0 |
High |
4,259.0 |
4,309.0 |
50.0 |
1.2% |
4,290.5 |
Low |
4,176.0 |
4,206.0 |
30.0 |
0.7% |
4,160.5 |
Close |
4,192.0 |
4,274.0 |
82.0 |
2.0% |
4,192.0 |
Range |
83.0 |
103.0 |
20.0 |
24.1% |
130.0 |
ATR |
164.6 |
161.2 |
-3.4 |
-2.1% |
0.0 |
Volume |
48,183 |
9,212 |
-38,971 |
-80.9% |
231,330 |
|
Daily Pivots for day following 29-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,572.0 |
4,526.0 |
4,330.5 |
|
R3 |
4,469.0 |
4,423.0 |
4,302.5 |
|
R2 |
4,366.0 |
4,366.0 |
4,293.0 |
|
R1 |
4,320.0 |
4,320.0 |
4,283.5 |
4,343.0 |
PP |
4,263.0 |
4,263.0 |
4,263.0 |
4,274.5 |
S1 |
4,217.0 |
4,217.0 |
4,264.5 |
4,240.0 |
S2 |
4,160.0 |
4,160.0 |
4,255.0 |
|
S3 |
4,057.0 |
4,114.0 |
4,245.5 |
|
S4 |
3,954.0 |
4,011.0 |
4,217.5 |
|
|
Weekly Pivots for week ending 26-Dec-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,604.5 |
4,528.0 |
4,263.5 |
|
R3 |
4,474.5 |
4,398.0 |
4,228.0 |
|
R2 |
4,344.5 |
4,344.5 |
4,216.0 |
|
R1 |
4,268.0 |
4,268.0 |
4,204.0 |
4,241.0 |
PP |
4,214.5 |
4,214.5 |
4,214.5 |
4,201.0 |
S1 |
4,138.0 |
4,138.0 |
4,180.0 |
4,111.0 |
S2 |
4,084.5 |
4,084.5 |
4,168.0 |
|
S3 |
3,954.5 |
4,008.0 |
4,156.0 |
|
S4 |
3,824.5 |
3,878.0 |
4,120.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,312.0 |
4,160.5 |
151.5 |
3.5% |
109.0 |
2.6% |
75% |
False |
False |
71,107 |
10 |
4,399.0 |
4,160.5 |
238.5 |
5.6% |
127.5 |
3.0% |
48% |
False |
False |
113,960 |
20 |
4,404.0 |
3,950.0 |
454.0 |
10.6% |
144.0 |
3.4% |
71% |
False |
False |
59,122 |
40 |
4,644.5 |
3,672.5 |
972.0 |
22.7% |
159.5 |
3.7% |
62% |
False |
False |
29,657 |
60 |
5,025.5 |
3,672.5 |
1,353.0 |
31.7% |
187.5 |
4.4% |
44% |
False |
False |
19,863 |
80 |
5,552.0 |
3,672.5 |
1,879.5 |
44.0% |
175.0 |
4.1% |
32% |
False |
False |
15,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,747.0 |
2.618 |
4,578.5 |
1.618 |
4,475.5 |
1.000 |
4,412.0 |
0.618 |
4,372.5 |
HIGH |
4,309.0 |
0.618 |
4,269.5 |
0.500 |
4,257.5 |
0.382 |
4,245.5 |
LOW |
4,206.0 |
0.618 |
4,142.5 |
1.000 |
4,103.0 |
1.618 |
4,039.5 |
2.618 |
3,936.5 |
4.250 |
3,768.0 |
|
|
Fisher Pivots for day following 29-Dec-2008 |
Pivot |
1 day |
3 day |
R1 |
4,268.5 |
4,263.5 |
PP |
4,263.0 |
4,253.0 |
S1 |
4,257.5 |
4,242.5 |
|