Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,018.0 |
3,923.0 |
-95.0 |
-2.4% |
4,107.0 |
High |
4,050.0 |
3,994.0 |
-56.0 |
-1.4% |
4,381.0 |
Low |
3,943.0 |
3,898.0 |
-45.0 |
-1.1% |
3,982.0 |
Close |
3,994.0 |
3,987.0 |
-7.0 |
-0.2% |
4,123.0 |
Range |
107.0 |
96.0 |
-11.0 |
-10.3% |
399.0 |
ATR |
178.2 |
172.3 |
-5.9 |
-3.3% |
0.0 |
Volume |
30,278 |
24,965 |
-5,313 |
-17.5% |
163,938 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,247.7 |
4,213.3 |
4,039.8 |
|
R3 |
4,151.7 |
4,117.3 |
4,013.4 |
|
R2 |
4,055.7 |
4,055.7 |
4,004.6 |
|
R1 |
4,021.3 |
4,021.3 |
3,995.8 |
4,038.5 |
PP |
3,959.7 |
3,959.7 |
3,959.7 |
3,968.3 |
S1 |
3,925.3 |
3,925.3 |
3,978.2 |
3,942.5 |
S2 |
3,863.7 |
3,863.7 |
3,969.4 |
|
S3 |
3,767.7 |
3,829.3 |
3,960.6 |
|
S4 |
3,671.7 |
3,733.3 |
3,934.2 |
|
|
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 |
4,222.0 |
3,898.0 |
324.0 |
8.1% |
106.0 |
2.7% |
27% |
False |
True |
32,331 |
10 |
4,381.0 |
3,898.0 |
483.0 |
12.1% |
116.3 |
2.9% |
18% |
False |
True |
32,824 |
20 |
4,381.0 |
3,724.0 |
657.0 |
16.5% |
132.7 |
3.3% |
40% |
False |
False |
35,026 |
40 |
5,097.0 |
3,724.0 |
1,373.0 |
34.4% |
137.8 |
3.5% |
19% |
False |
False |
37,123 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
37.7% |
115.5 |
2.9% |
18% |
False |
False |
28,783 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
37.7% |
96.1 |
2.4% |
18% |
False |
False |
21,607 |
100 |
5,370.0 |
3,724.0 |
1,646.0 |
41.3% |
86.7 |
2.2% |
16% |
False |
False |
17,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,402.0 |
2.618 |
4,245.3 |
1.618 |
4,149.3 |
1.000 |
4,090.0 |
0.618 |
4,053.3 |
HIGH |
3,994.0 |
0.618 |
3,957.3 |
0.500 |
3,946.0 |
0.382 |
3,934.7 |
LOW |
3,898.0 |
0.618 |
3,838.7 |
1.000 |
3,802.0 |
1.618 |
3,742.7 |
2.618 |
3,646.7 |
4.250 |
3,490.0 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,973.3 |
4,052.5 |
PP |
3,959.7 |
4,030.7 |
S1 |
3,946.0 |
4,008.8 |
|