Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,025 |
7,521 |
-504 |
-6.3% |
8,390 |
High |
8,174 |
8,075 |
-99 |
-1.2% |
8,558 |
Low |
7,468 |
7,436 |
-32 |
-0.4% |
7,436 |
Close |
7,487 |
8,036 |
549 |
7.3% |
8,036 |
Range |
706 |
639 |
-67 |
-9.5% |
1,122 |
ATR |
552 |
558 |
6 |
1.1% |
0 |
Volume |
324,038 |
441,818 |
117,780 |
36.3% |
1,689,975 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,766 |
9,540 |
8,388 |
|
R3 |
9,127 |
8,901 |
8,212 |
|
R2 |
8,488 |
8,488 |
8,153 |
|
R1 |
8,262 |
8,262 |
8,095 |
8,375 |
PP |
7,849 |
7,849 |
7,849 |
7,906 |
S1 |
7,623 |
7,623 |
7,978 |
7,736 |
S2 |
7,210 |
7,210 |
7,919 |
|
S3 |
6,571 |
6,984 |
7,860 |
|
S4 |
5,932 |
6,345 |
7,685 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,376 |
10,828 |
8,653 |
|
R3 |
10,254 |
9,706 |
8,345 |
|
R2 |
9,132 |
9,132 |
8,242 |
|
R1 |
8,584 |
8,584 |
8,139 |
8,297 |
PP |
8,010 |
8,010 |
8,010 |
7,867 |
S1 |
7,462 |
7,462 |
7,933 |
7,175 |
S2 |
6,888 |
6,888 |
7,830 |
|
S3 |
5,766 |
6,340 |
7,728 |
|
S4 |
4,644 |
5,218 |
7,419 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,558 |
7,436 |
1,122 |
14.0% |
529 |
6.6% |
53% |
False |
True |
337,995 |
10 |
9,210 |
7,436 |
1,774 |
22.1% |
554 |
6.9% |
34% |
False |
True |
297,703 |
20 |
9,635 |
7,436 |
2,199 |
27.4% |
530 |
6.6% |
27% |
False |
True |
280,576 |
40 |
11,199 |
7,436 |
3,763 |
46.8% |
614 |
7.6% |
16% |
False |
True |
296,243 |
60 |
11,788 |
7,436 |
4,352 |
54.2% |
522 |
6.5% |
14% |
False |
True |
251,290 |
80 |
11,848 |
7,436 |
4,412 |
54.9% |
446 |
5.5% |
14% |
False |
True |
188,593 |
100 |
11,848 |
7,436 |
4,412 |
54.9% |
405 |
5.0% |
14% |
False |
True |
150,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,791 |
2.618 |
9,748 |
1.618 |
9,109 |
1.000 |
8,714 |
0.618 |
8,470 |
HIGH |
8,075 |
0.618 |
7,831 |
0.500 |
7,756 |
0.382 |
7,680 |
LOW |
7,436 |
0.618 |
7,041 |
1.000 |
6,797 |
1.618 |
6,402 |
2.618 |
5,763 |
4.250 |
4,720 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7,943 |
8,013 |
PP |
7,849 |
7,990 |
S1 |
7,756 |
7,967 |
|