Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,929.0 |
3,695.0 |
-234.0 |
-6.0% |
4,167.0 |
High |
3,930.0 |
3,740.0 |
-190.0 |
-4.8% |
4,207.0 |
Low |
3,747.0 |
3,641.0 |
-106.0 |
-2.8% |
3,731.0 |
Close |
3,757.0 |
3,696.0 |
-61.0 |
-1.6% |
3,757.0 |
Range |
183.0 |
99.0 |
-84.0 |
-45.9% |
476.0 |
ATR |
178.6 |
174.2 |
-4.5 |
-2.5% |
0.0 |
Volume |
33,545 |
30,539 |
-3,006 |
-9.0% |
161,068 |
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,989.3 |
3,941.7 |
3,750.5 |
|
R3 |
3,890.3 |
3,842.7 |
3,723.2 |
|
R2 |
3,791.3 |
3,791.3 |
3,714.2 |
|
R1 |
3,743.7 |
3,743.7 |
3,705.1 |
3,767.5 |
PP |
3,692.3 |
3,692.3 |
3,692.3 |
3,704.3 |
S1 |
3,644.7 |
3,644.7 |
3,686.9 |
3,668.5 |
S2 |
3,593.3 |
3,593.3 |
3,677.9 |
|
S3 |
3,494.3 |
3,545.7 |
3,668.8 |
|
S4 |
3,395.3 |
3,446.7 |
3,641.6 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,326.3 |
5,017.7 |
4,018.8 |
|
R3 |
4,850.3 |
4,541.7 |
3,887.9 |
|
R2 |
4,374.3 |
4,374.3 |
3,844.3 |
|
R1 |
4,065.7 |
4,065.7 |
3,800.6 |
3,982.0 |
PP |
3,898.3 |
3,898.3 |
3,898.3 |
3,856.5 |
S1 |
3,589.7 |
3,589.7 |
3,713.4 |
3,506.0 |
S2 |
3,422.3 |
3,422.3 |
3,669.7 |
|
S3 |
2,946.3 |
3,113.7 |
3,626.1 |
|
S4 |
2,470.3 |
2,637.7 |
3,495.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,050.0 |
3,641.0 |
409.0 |
11.1% |
113.2 |
3.1% |
13% |
False |
True |
30,512 |
10 |
4,381.0 |
3,641.0 |
740.0 |
20.0% |
111.7 |
3.0% |
7% |
False |
True |
32,141 |
20 |
4,381.0 |
3,641.0 |
740.0 |
20.0% |
125.2 |
3.4% |
7% |
False |
True |
33,468 |
40 |
5,058.0 |
3,641.0 |
1,417.0 |
38.3% |
138.4 |
3.7% |
4% |
False |
True |
35,809 |
60 |
5,226.0 |
3,641.0 |
1,585.0 |
42.9% |
121.4 |
3.3% |
3% |
False |
True |
30,397 |
80 |
5,226.0 |
3,641.0 |
1,585.0 |
42.9% |
99.2 |
2.7% |
3% |
False |
True |
22,822 |
100 |
5,289.0 |
3,641.0 |
1,648.0 |
44.6% |
88.2 |
2.4% |
3% |
False |
True |
18,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,160.8 |
2.618 |
3,999.2 |
1.618 |
3,900.2 |
1.000 |
3,839.0 |
0.618 |
3,801.2 |
HIGH |
3,740.0 |
0.618 |
3,702.2 |
0.500 |
3,690.5 |
0.382 |
3,678.8 |
LOW |
3,641.0 |
0.618 |
3,579.8 |
1.000 |
3,542.0 |
1.618 |
3,480.8 |
2.618 |
3,381.8 |
4.250 |
3,220.3 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,694.2 |
3,785.5 |
PP |
3,692.3 |
3,755.7 |
S1 |
3,690.5 |
3,725.8 |
|