Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,642 |
8,280 |
-362 |
-4.2% |
9,295 |
High |
8,778 |
8,878 |
100 |
1.1% |
9,635 |
Low |
8,245 |
7,945 |
-300 |
-3.6% |
8,611 |
Close |
8,280 |
8,830 |
550 |
6.6% |
8,996 |
Range |
533 |
933 |
400 |
75.0% |
1,024 |
ATR |
537 |
566 |
28 |
5.3% |
0 |
Volume |
238,577 |
225,993 |
-12,584 |
-5.3% |
1,064,574 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,350 |
11,023 |
9,343 |
|
R3 |
10,417 |
10,090 |
9,087 |
|
R2 |
9,484 |
9,484 |
9,001 |
|
R1 |
9,157 |
9,157 |
8,916 |
9,321 |
PP |
8,551 |
8,551 |
8,551 |
8,633 |
S1 |
8,224 |
8,224 |
8,745 |
8,388 |
S2 |
7,618 |
7,618 |
8,659 |
|
S3 |
6,685 |
7,291 |
8,574 |
|
S4 |
5,752 |
6,358 |
8,317 |
|
|
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 |
7,945 |
1,265 |
14.3% |
537 |
6.1% |
70% |
False |
True |
233,279 |
10 |
9,635 |
7,945 |
1,690 |
19.1% |
474 |
5.4% |
52% |
False |
True |
225,163 |
20 |
9,635 |
7,945 |
1,690 |
19.1% |
558 |
6.3% |
52% |
False |
True |
271,120 |
40 |
11,611 |
7,878 |
3,733 |
42.3% |
593 |
6.7% |
26% |
False |
False |
285,073 |
60 |
11,788 |
7,878 |
3,910 |
44.3% |
488 |
5.5% |
24% |
False |
False |
216,646 |
80 |
11,848 |
7,878 |
3,970 |
45.0% |
422 |
4.8% |
24% |
False |
False |
162,590 |
100 |
11,921 |
7,878 |
4,043 |
45.8% |
387 |
4.4% |
24% |
False |
False |
130,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,843 |
2.618 |
11,321 |
1.618 |
10,388 |
1.000 |
9,811 |
0.618 |
9,455 |
HIGH |
8,878 |
0.618 |
8,522 |
0.500 |
8,412 |
0.382 |
8,302 |
LOW |
7,945 |
0.618 |
7,369 |
1.000 |
7,012 |
1.618 |
6,436 |
2.618 |
5,503 |
4.250 |
3,980 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,691 |
8,700 |
PP |
8,551 |
8,569 |
S1 |
8,412 |
8,439 |
|