Trading Metrics calculated at close of trading on 26-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,374 |
8,445 |
71 |
0.8% |
8,390 |
High |
8,597 |
8,716 |
119 |
1.4% |
8,558 |
Low |
8,267 |
8,254 |
-13 |
-0.2% |
7,436 |
Close |
8,445 |
8,698 |
253 |
3.0% |
8,036 |
Range |
330 |
462 |
132 |
40.0% |
1,122 |
ATR |
550 |
543 |
-6 |
-1.1% |
0 |
Volume |
307,827 |
315,335 |
7,508 |
2.4% |
1,689,975 |
|
Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,942 |
9,782 |
8,952 |
|
R3 |
9,480 |
9,320 |
8,825 |
|
R2 |
9,018 |
9,018 |
8,783 |
|
R1 |
8,858 |
8,858 |
8,740 |
8,938 |
PP |
8,556 |
8,556 |
8,556 |
8,596 |
S1 |
8,396 |
8,396 |
8,656 |
8,476 |
S2 |
8,094 |
8,094 |
8,613 |
|
S3 |
7,632 |
7,934 |
8,571 |
|
S4 |
7,170 |
7,472 |
8,444 |
|
|
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 |
8,716 |
7,436 |
1,280 |
14.7% |
564 |
6.5% |
99% |
True |
False |
358,881 |
10 |
8,914 |
7,436 |
1,478 |
17.0% |
561 |
6.4% |
85% |
False |
False |
333,679 |
20 |
9,635 |
7,436 |
2,199 |
25.3% |
489 |
5.6% |
57% |
False |
False |
284,322 |
40 |
10,940 |
7,436 |
3,504 |
40.3% |
613 |
7.0% |
36% |
False |
False |
303,358 |
60 |
11,611 |
7,436 |
4,175 |
48.0% |
534 |
6.1% |
30% |
False |
False |
268,392 |
80 |
11,848 |
7,436 |
4,412 |
50.7% |
457 |
5.2% |
29% |
False |
False |
201,426 |
100 |
11,848 |
7,436 |
4,412 |
50.7% |
413 |
4.7% |
29% |
False |
False |
161,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,680 |
2.618 |
9,926 |
1.618 |
9,464 |
1.000 |
9,178 |
0.618 |
9,002 |
HIGH |
8,716 |
0.618 |
8,540 |
0.500 |
8,485 |
0.382 |
8,431 |
LOW |
8,254 |
0.618 |
7,969 |
1.000 |
7,792 |
1.618 |
7,507 |
2.618 |
7,045 |
4.250 |
6,291 |
|
|
Fisher Pivots for day following 26-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,627 |
8,569 |
PP |
8,556 |
8,440 |
S1 |
8,485 |
8,311 |
|