Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,871 |
8,642 |
-229 |
-2.6% |
9,295 |
High |
8,933 |
8,778 |
-155 |
-1.7% |
9,635 |
Low |
8,534 |
8,245 |
-289 |
-3.4% |
8,611 |
Close |
8,637 |
8,280 |
-357 |
-4.1% |
8,996 |
Range |
399 |
533 |
134 |
33.6% |
1,024 |
ATR |
538 |
537 |
0 |
-0.1% |
0 |
Volume |
201,444 |
238,577 |
37,133 |
18.4% |
1,064,574 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,033 |
9,690 |
8,573 |
|
R3 |
9,500 |
9,157 |
8,427 |
|
R2 |
8,967 |
8,967 |
8,378 |
|
R1 |
8,624 |
8,624 |
8,329 |
8,529 |
PP |
8,434 |
8,434 |
8,434 |
8,387 |
S1 |
8,091 |
8,091 |
8,231 |
7,996 |
S2 |
7,901 |
7,901 |
8,182 |
|
S3 |
7,368 |
7,558 |
8,134 |
|
S4 |
6,835 |
7,025 |
7,987 |
|
|
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 |
9,210 |
8,245 |
965 |
11.7% |
465 |
5.6% |
4% |
False |
True |
232,048 |
10 |
9,635 |
8,245 |
1,390 |
16.8% |
418 |
5.0% |
3% |
False |
True |
234,965 |
20 |
9,635 |
7,949 |
1,686 |
20.4% |
553 |
6.7% |
20% |
False |
False |
275,128 |
40 |
11,611 |
7,878 |
3,733 |
45.1% |
585 |
7.1% |
11% |
False |
False |
289,183 |
60 |
11,788 |
7,878 |
3,910 |
47.2% |
476 |
5.7% |
10% |
False |
False |
212,885 |
80 |
11,848 |
7,878 |
3,970 |
47.9% |
414 |
5.0% |
10% |
False |
False |
159,772 |
100 |
11,925 |
7,878 |
4,047 |
48.9% |
378 |
4.6% |
10% |
False |
False |
127,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,043 |
2.618 |
10,174 |
1.618 |
9,641 |
1.000 |
9,311 |
0.618 |
9,108 |
HIGH |
8,778 |
0.618 |
8,575 |
0.500 |
8,512 |
0.382 |
8,449 |
LOW |
8,245 |
0.618 |
7,916 |
1.000 |
7,712 |
1.618 |
7,383 |
2.618 |
6,850 |
4.250 |
5,980 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,512 |
8,728 |
PP |
8,434 |
8,578 |
S1 |
8,357 |
8,429 |
|