Trading Metrics calculated at close of trading on 20-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,480 |
8,025 |
-455 |
-5.4% |
9,022 |
High |
8,497 |
8,174 |
-323 |
-3.8% |
9,210 |
Low |
7,970 |
7,468 |
-502 |
-6.3% |
7,945 |
Close |
8,027 |
7,487 |
-540 |
-6.7% |
8,371 |
Range |
527 |
706 |
179 |
34.0% |
1,265 |
ATR |
540 |
552 |
12 |
2.2% |
0 |
Volume |
335,735 |
324,038 |
-11,697 |
-3.5% |
1,287,063 |
|
Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,828 |
9,363 |
7,875 |
|
R3 |
9,122 |
8,657 |
7,681 |
|
R2 |
8,416 |
8,416 |
7,617 |
|
R1 |
7,951 |
7,951 |
7,552 |
7,831 |
PP |
7,710 |
7,710 |
7,710 |
7,649 |
S1 |
7,245 |
7,245 |
7,422 |
7,125 |
S2 |
7,004 |
7,004 |
7,358 |
|
S3 |
6,298 |
6,539 |
7,293 |
|
S4 |
5,592 |
5,833 |
7,099 |
|
|
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 |
7,468 |
1,446 |
19.3% |
513 |
6.8% |
1% |
False |
True |
328,086 |
10 |
9,210 |
7,468 |
1,742 |
23.3% |
525 |
7.0% |
1% |
False |
True |
280,682 |
20 |
9,635 |
7,468 |
2,167 |
28.9% |
538 |
7.2% |
1% |
False |
True |
277,400 |
40 |
11,199 |
7,468 |
3,731 |
49.8% |
607 |
8.1% |
1% |
False |
True |
291,056 |
60 |
11,788 |
7,468 |
4,320 |
57.7% |
515 |
6.9% |
0% |
False |
True |
243,937 |
80 |
11,848 |
7,468 |
4,380 |
58.5% |
441 |
5.9% |
0% |
False |
True |
183,075 |
100 |
11,848 |
7,468 |
4,380 |
58.5% |
401 |
5.3% |
0% |
False |
True |
146,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,175 |
2.618 |
10,022 |
1.618 |
9,316 |
1.000 |
8,880 |
0.618 |
8,610 |
HIGH |
8,174 |
0.618 |
7,904 |
0.500 |
7,821 |
0.382 |
7,738 |
LOW |
7,468 |
0.618 |
7,032 |
1.000 |
6,762 |
1.618 |
6,326 |
2.618 |
5,620 |
4.250 |
4,468 |
|
|
Fisher Pivots for day following 20-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7,821 |
7,999 |
PP |
7,710 |
7,828 |
S1 |
7,598 |
7,658 |
|