Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,258 |
8,480 |
222 |
2.7% |
9,022 |
High |
8,529 |
8,497 |
-32 |
-0.4% |
9,210 |
Low |
8,084 |
7,970 |
-114 |
-1.4% |
7,945 |
Close |
8,494 |
8,027 |
-467 |
-5.5% |
8,371 |
Range |
445 |
527 |
82 |
18.4% |
1,265 |
ATR |
541 |
540 |
-1 |
-0.2% |
0 |
Volume |
280,169 |
335,735 |
55,566 |
19.8% |
1,287,063 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,746 |
9,413 |
8,317 |
|
R3 |
9,219 |
8,886 |
8,172 |
|
R2 |
8,692 |
8,692 |
8,124 |
|
R1 |
8,359 |
8,359 |
8,075 |
8,262 |
PP |
8,165 |
8,165 |
8,165 |
8,116 |
S1 |
7,832 |
7,832 |
7,979 |
7,735 |
S2 |
7,638 |
7,638 |
7,931 |
|
S3 |
7,111 |
7,305 |
7,882 |
|
S4 |
6,584 |
6,778 |
7,737 |
|
|
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 |
12.1% |
558 |
6.9% |
8% |
False |
False |
308,477 |
10 |
9,210 |
7,945 |
1,265 |
15.8% |
511 |
6.4% |
6% |
False |
False |
270,262 |
20 |
9,635 |
7,945 |
1,690 |
21.1% |
531 |
6.6% |
5% |
False |
False |
274,657 |
40 |
11,199 |
7,878 |
3,321 |
41.4% |
598 |
7.4% |
4% |
False |
False |
288,138 |
60 |
11,788 |
7,878 |
3,910 |
48.7% |
504 |
6.3% |
4% |
False |
False |
238,545 |
80 |
11,848 |
7,878 |
3,970 |
49.5% |
435 |
5.4% |
4% |
False |
False |
179,027 |
100 |
11,848 |
7,878 |
3,970 |
49.5% |
396 |
4.9% |
4% |
False |
False |
143,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,737 |
2.618 |
9,877 |
1.618 |
9,350 |
1.000 |
9,024 |
0.618 |
8,823 |
HIGH |
8,497 |
0.618 |
8,296 |
0.500 |
8,234 |
0.382 |
8,171 |
LOW |
7,970 |
0.618 |
7,644 |
1.000 |
7,443 |
1.618 |
7,117 |
2.618 |
6,590 |
4.250 |
5,730 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,234 |
8,264 |
PP |
8,165 |
8,185 |
S1 |
8,096 |
8,106 |
|