Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
9,022 |
8,871 |
-151 |
-1.7% |
9,295 |
High |
9,210 |
8,933 |
-277 |
-3.0% |
9,635 |
Low |
8,733 |
8,534 |
-199 |
-2.3% |
8,611 |
Close |
8,887 |
8,637 |
-250 |
-2.8% |
8,996 |
Range |
477 |
399 |
-78 |
-16.4% |
1,024 |
ATR |
548 |
538 |
-11 |
-1.9% |
0 |
Volume |
228,776 |
201,444 |
-27,332 |
-11.9% |
1,064,574 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,898 |
9,667 |
8,857 |
|
R3 |
9,499 |
9,268 |
8,747 |
|
R2 |
9,100 |
9,100 |
8,710 |
|
R1 |
8,869 |
8,869 |
8,674 |
8,785 |
PP |
8,701 |
8,701 |
8,701 |
8,660 |
S1 |
8,470 |
8,470 |
8,601 |
8,386 |
S2 |
8,302 |
8,302 |
8,564 |
|
S3 |
7,903 |
8,071 |
8,527 |
|
S4 |
7,504 |
7,672 |
8,418 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,153 |
11,598 |
9,559 |
|
R3 |
11,129 |
10,574 |
9,278 |
|
R2 |
10,105 |
10,105 |
9,184 |
|
R1 |
9,550 |
9,550 |
9,090 |
9,316 |
PP |
9,081 |
9,081 |
9,081 |
8,963 |
S1 |
8,526 |
8,526 |
8,902 |
8,292 |
S2 |
8,057 |
8,057 |
8,808 |
|
S3 |
7,033 |
7,502 |
8,715 |
|
S4 |
6,009 |
6,478 |
8,433 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,635 |
8,534 |
1,101 |
12.7% |
469 |
5.4% |
9% |
False |
True |
219,267 |
10 |
9,635 |
8,534 |
1,101 |
12.7% |
415 |
4.8% |
9% |
False |
True |
244,684 |
20 |
9,635 |
7,949 |
1,686 |
19.5% |
573 |
6.6% |
41% |
False |
False |
281,577 |
40 |
11,611 |
7,878 |
3,733 |
43.2% |
586 |
6.8% |
20% |
False |
False |
293,589 |
60 |
11,788 |
7,878 |
3,910 |
45.3% |
472 |
5.5% |
19% |
False |
False |
208,914 |
80 |
11,848 |
7,878 |
3,970 |
46.0% |
409 |
4.7% |
19% |
False |
False |
156,791 |
100 |
12,057 |
7,878 |
4,179 |
48.4% |
375 |
4.3% |
18% |
False |
False |
125,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,629 |
2.618 |
9,978 |
1.618 |
9,579 |
1.000 |
9,332 |
0.618 |
9,180 |
HIGH |
8,933 |
0.618 |
8,781 |
0.500 |
8,734 |
0.382 |
8,687 |
LOW |
8,534 |
0.618 |
8,288 |
1.000 |
8,135 |
1.618 |
7,889 |
2.618 |
7,490 |
4.250 |
6,838 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,734 |
8,872 |
PP |
8,701 |
8,794 |
S1 |
8,669 |
8,715 |
|