Trading Metrics calculated at close of trading on 18-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,390 |
8,258 |
-132 |
-1.6% |
9,022 |
High |
8,558 |
8,529 |
-29 |
-0.3% |
9,210 |
Low |
8,231 |
8,084 |
-147 |
-1.8% |
7,945 |
Close |
8,259 |
8,494 |
235 |
2.8% |
8,371 |
Range |
327 |
445 |
118 |
36.1% |
1,265 |
ATR |
548 |
541 |
-7 |
-1.3% |
0 |
Volume |
308,215 |
280,169 |
-28,046 |
-9.1% |
1,287,063 |
|
Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,704 |
9,544 |
8,739 |
|
R3 |
9,259 |
9,099 |
8,617 |
|
R2 |
8,814 |
8,814 |
8,576 |
|
R1 |
8,654 |
8,654 |
8,535 |
8,734 |
PP |
8,369 |
8,369 |
8,369 |
8,409 |
S1 |
8,209 |
8,209 |
8,453 |
8,289 |
S2 |
7,924 |
7,924 |
8,413 |
|
S3 |
7,479 |
7,764 |
8,372 |
|
S4 |
7,034 |
7,319 |
8,249 |
|
|
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 |
8,914 |
7,945 |
969 |
11.4% |
559 |
6.6% |
57% |
False |
False |
289,045 |
10 |
9,635 |
7,945 |
1,690 |
19.9% |
514 |
6.0% |
32% |
False |
False |
254,156 |
20 |
9,635 |
7,945 |
1,690 |
19.9% |
545 |
6.4% |
32% |
False |
False |
269,627 |
40 |
11,199 |
7,878 |
3,321 |
39.1% |
592 |
7.0% |
19% |
False |
False |
285,692 |
60 |
11,788 |
7,878 |
3,910 |
46.0% |
500 |
5.9% |
16% |
False |
False |
232,961 |
80 |
11,848 |
7,878 |
3,970 |
46.7% |
432 |
5.1% |
16% |
False |
False |
174,835 |
100 |
11,848 |
7,878 |
3,970 |
46.7% |
393 |
4.6% |
16% |
False |
False |
139,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,420 |
2.618 |
9,694 |
1.618 |
9,249 |
1.000 |
8,974 |
0.618 |
8,804 |
HIGH |
8,529 |
0.618 |
8,359 |
0.500 |
8,307 |
0.382 |
8,254 |
LOW |
8,084 |
0.618 |
7,809 |
1.000 |
7,639 |
1.618 |
7,364 |
2.618 |
6,919 |
4.250 |
6,193 |
|
|
Fisher Pivots for day following 18-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,432 |
8,499 |
PP |
8,369 |
8,497 |
S1 |
8,307 |
8,496 |
|