Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,820 |
8,390 |
-430 |
-4.9% |
9,022 |
High |
8,914 |
8,558 |
-356 |
-4.0% |
9,210 |
Low |
8,357 |
8,231 |
-126 |
-1.5% |
7,945 |
Close |
8,371 |
8,259 |
-112 |
-1.3% |
8,371 |
Range |
557 |
327 |
-230 |
-41.3% |
1,265 |
ATR |
565 |
548 |
-17 |
-3.0% |
0 |
Volume |
392,273 |
308,215 |
-84,058 |
-21.4% |
1,287,063 |
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,330 |
9,122 |
8,439 |
|
R3 |
9,003 |
8,795 |
8,349 |
|
R2 |
8,676 |
8,676 |
8,319 |
|
R1 |
8,468 |
8,468 |
8,289 |
8,409 |
PP |
8,349 |
8,349 |
8,349 |
8,320 |
S1 |
8,141 |
8,141 |
8,229 |
8,082 |
S2 |
8,022 |
8,022 |
8,199 |
|
S3 |
7,695 |
7,814 |
8,169 |
|
S4 |
7,368 |
7,487 |
8,079 |
|
|
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 |
8,933 |
7,945 |
988 |
12.0% |
550 |
6.7% |
32% |
False |
False |
273,300 |
10 |
9,635 |
7,945 |
1,690 |
20.5% |
503 |
6.1% |
19% |
False |
False |
240,395 |
20 |
9,635 |
7,945 |
1,690 |
20.5% |
540 |
6.5% |
19% |
False |
False |
267,443 |
40 |
11,199 |
7,878 |
3,321 |
40.2% |
589 |
7.1% |
11% |
False |
False |
283,972 |
60 |
11,788 |
7,878 |
3,910 |
47.3% |
497 |
6.0% |
10% |
False |
False |
228,302 |
80 |
11,848 |
7,878 |
3,970 |
48.1% |
427 |
5.2% |
10% |
False |
False |
171,336 |
100 |
11,890 |
7,878 |
4,012 |
48.6% |
393 |
4.8% |
9% |
False |
False |
137,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,948 |
2.618 |
9,414 |
1.618 |
9,087 |
1.000 |
8,885 |
0.618 |
8,760 |
HIGH |
8,558 |
0.618 |
8,433 |
0.500 |
8,395 |
0.382 |
8,356 |
LOW |
8,231 |
0.618 |
8,029 |
1.000 |
7,904 |
1.618 |
7,702 |
2.618 |
7,375 |
4.250 |
6,841 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,395 |
8,430 |
PP |
8,349 |
8,373 |
S1 |
8,304 |
8,316 |
|