Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,167.0 |
4,018.0 |
-149.0 |
-3.6% |
4,107.0 |
High |
4,207.0 |
4,050.0 |
-157.0 |
-3.7% |
4,381.0 |
Low |
4,092.0 |
3,943.0 |
-149.0 |
-3.6% |
3,982.0 |
Close |
4,097.0 |
3,994.0 |
-103.0 |
-2.5% |
4,123.0 |
Range |
115.0 |
107.0 |
-8.0 |
-7.0% |
399.0 |
ATR |
180.1 |
178.2 |
-1.9 |
-1.0% |
0.0 |
Volume |
39,047 |
30,278 |
-8,769 |
-22.5% |
163,938 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,316.7 |
4,262.3 |
4,052.9 |
|
R3 |
4,209.7 |
4,155.3 |
4,023.4 |
|
R2 |
4,102.7 |
4,102.7 |
4,013.6 |
|
R1 |
4,048.3 |
4,048.3 |
4,003.8 |
4,022.0 |
PP |
3,995.7 |
3,995.7 |
3,995.7 |
3,982.5 |
S1 |
3,941.3 |
3,941.3 |
3,984.2 |
3,915.0 |
S2 |
3,888.7 |
3,888.7 |
3,974.4 |
|
S3 |
3,781.7 |
3,834.3 |
3,964.6 |
|
S4 |
3,674.7 |
3,727.3 |
3,935.2 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,359.0 |
5,140.0 |
4,342.5 |
|
R3 |
4,960.0 |
4,741.0 |
4,232.7 |
|
R2 |
4,561.0 |
4,561.0 |
4,196.2 |
|
R1 |
4,342.0 |
4,342.0 |
4,159.6 |
4,451.5 |
PP |
4,162.0 |
4,162.0 |
4,162.0 |
4,216.8 |
S1 |
3,943.0 |
3,943.0 |
4,086.4 |
4,052.5 |
S2 |
3,763.0 |
3,763.0 |
4,049.9 |
|
S3 |
3,364.0 |
3,544.0 |
4,013.3 |
|
S4 |
2,965.0 |
3,145.0 |
3,903.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,381.0 |
3,943.0 |
438.0 |
11.0% |
107.8 |
2.7% |
12% |
False |
True |
34,060 |
10 |
4,381.0 |
3,804.0 |
577.0 |
14.4% |
126.8 |
3.2% |
33% |
False |
False |
34,624 |
20 |
4,390.0 |
3,724.0 |
666.0 |
16.7% |
132.8 |
3.3% |
41% |
False |
False |
35,893 |
40 |
5,097.0 |
3,724.0 |
1,373.0 |
34.4% |
138.8 |
3.5% |
20% |
False |
False |
37,842 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
37.6% |
114.2 |
2.9% |
18% |
False |
False |
28,367 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
37.6% |
94.9 |
2.4% |
18% |
False |
False |
21,295 |
100 |
5,370.0 |
3,724.0 |
1,646.0 |
41.2% |
85.8 |
2.1% |
16% |
False |
False |
17,064 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,504.8 |
2.618 |
4,330.1 |
1.618 |
4,223.1 |
1.000 |
4,157.0 |
0.618 |
4,116.1 |
HIGH |
4,050.0 |
0.618 |
4,009.1 |
0.500 |
3,996.5 |
0.382 |
3,983.9 |
LOW |
3,943.0 |
0.618 |
3,876.9 |
1.000 |
3,836.0 |
1.618 |
3,769.9 |
2.618 |
3,662.9 |
4.250 |
3,488.3 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,996.5 |
4,075.0 |
PP |
3,995.7 |
4,048.0 |
S1 |
3,994.8 |
4,021.0 |
|