Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,075 |
8,374 |
299 |
3.7% |
8,390 |
High |
8,587 |
8,597 |
10 |
0.1% |
8,558 |
Low |
7,906 |
8,267 |
361 |
4.6% |
7,436 |
Close |
8,385 |
8,445 |
60 |
0.7% |
8,036 |
Range |
681 |
330 |
-351 |
-51.5% |
1,122 |
ATR |
567 |
550 |
-17 |
-3.0% |
0 |
Volume |
405,390 |
307,827 |
-97,563 |
-24.1% |
1,689,975 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,426 |
9,266 |
8,627 |
|
R3 |
9,096 |
8,936 |
8,536 |
|
R2 |
8,766 |
8,766 |
8,506 |
|
R1 |
8,606 |
8,606 |
8,475 |
8,686 |
PP |
8,436 |
8,436 |
8,436 |
8,477 |
S1 |
8,276 |
8,276 |
8,415 |
8,356 |
S2 |
8,106 |
8,106 |
8,385 |
|
S3 |
7,776 |
7,946 |
8,354 |
|
S4 |
7,446 |
7,616 |
8,264 |
|
|
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 |
8,597 |
7,436 |
1,161 |
13.7% |
577 |
6.8% |
87% |
True |
False |
362,961 |
10 |
8,914 |
7,436 |
1,478 |
17.5% |
568 |
6.7% |
68% |
False |
False |
326,003 |
20 |
9,635 |
7,436 |
2,199 |
26.0% |
491 |
5.8% |
46% |
False |
False |
285,344 |
40 |
10,940 |
7,436 |
3,504 |
41.5% |
608 |
7.2% |
29% |
False |
False |
300,565 |
60 |
11,788 |
7,436 |
4,352 |
51.5% |
532 |
6.3% |
23% |
False |
False |
263,145 |
80 |
11,848 |
7,436 |
4,412 |
52.2% |
453 |
5.4% |
23% |
False |
False |
197,493 |
100 |
11,848 |
7,436 |
4,412 |
52.2% |
411 |
4.9% |
23% |
False |
False |
158,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,000 |
2.618 |
9,461 |
1.618 |
9,131 |
1.000 |
8,927 |
0.618 |
8,801 |
HIGH |
8,597 |
0.618 |
8,471 |
0.500 |
8,432 |
0.382 |
8,393 |
LOW |
8,267 |
0.618 |
8,063 |
1.000 |
7,937 |
1.618 |
7,733 |
2.618 |
7,403 |
4.250 |
6,865 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,441 |
8,302 |
PP |
8,436 |
8,159 |
S1 |
8,432 |
8,017 |
|