Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,280 |
8,820 |
540 |
6.5% |
9,022 |
High |
8,878 |
8,914 |
36 |
0.4% |
9,210 |
Low |
7,945 |
8,357 |
412 |
5.2% |
7,945 |
Close |
8,830 |
8,371 |
-459 |
-5.2% |
8,371 |
Range |
933 |
557 |
-376 |
-40.3% |
1,265 |
ATR |
566 |
565 |
-1 |
-0.1% |
0 |
Volume |
225,993 |
392,273 |
166,280 |
73.6% |
1,287,063 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,218 |
9,852 |
8,677 |
|
R3 |
9,661 |
9,295 |
8,524 |
|
R2 |
9,104 |
9,104 |
8,473 |
|
R1 |
8,738 |
8,738 |
8,422 |
8,643 |
PP |
8,547 |
8,547 |
8,547 |
8,500 |
S1 |
8,181 |
8,181 |
8,320 |
8,086 |
S2 |
7,990 |
7,990 |
8,269 |
|
S3 |
7,433 |
7,624 |
8,218 |
|
S4 |
6,876 |
7,067 |
8,065 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,304 |
11,602 |
9,067 |
|
R3 |
11,039 |
10,337 |
8,719 |
|
R2 |
9,774 |
9,774 |
8,603 |
|
R1 |
9,072 |
9,072 |
8,487 |
8,791 |
PP |
8,509 |
8,509 |
8,509 |
8,368 |
S1 |
7,807 |
7,807 |
8,255 |
7,526 |
S2 |
7,244 |
7,244 |
8,139 |
|
S3 |
5,979 |
6,542 |
8,023 |
|
S4 |
4,714 |
5,277 |
7,675 |
|
|
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 |
15.1% |
580 |
6.9% |
34% |
False |
False |
257,412 |
10 |
9,635 |
7,945 |
1,690 |
20.2% |
490 |
5.9% |
25% |
False |
False |
235,163 |
20 |
9,635 |
7,945 |
1,690 |
20.2% |
555 |
6.6% |
25% |
False |
False |
267,639 |
40 |
11,392 |
7,878 |
3,514 |
42.0% |
591 |
7.1% |
14% |
False |
False |
283,388 |
60 |
11,788 |
7,878 |
3,910 |
46.7% |
494 |
5.9% |
13% |
False |
False |
223,175 |
80 |
11,848 |
7,878 |
3,970 |
47.4% |
427 |
5.1% |
12% |
False |
False |
167,488 |
100 |
11,921 |
7,878 |
4,043 |
48.3% |
391 |
4.7% |
12% |
False |
False |
134,024 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,281 |
2.618 |
10,372 |
1.618 |
9,815 |
1.000 |
9,471 |
0.618 |
9,258 |
HIGH |
8,914 |
0.618 |
8,701 |
0.500 |
8,636 |
0.382 |
8,570 |
LOW |
8,357 |
0.618 |
8,013 |
1.000 |
7,800 |
1.618 |
7,456 |
2.618 |
6,899 |
4.250 |
5,990 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,636 |
8,430 |
PP |
8,547 |
8,410 |
S1 |
8,459 |
8,391 |
|