Trading Metrics calculated at close of trading on 18-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,695.0 |
3,625.0 |
-70.0 |
-1.9% |
4,167.0 |
High |
3,740.0 |
3,683.0 |
-57.0 |
-1.5% |
4,207.0 |
Low |
3,641.0 |
3,517.0 |
-124.0 |
-3.4% |
3,731.0 |
Close |
3,696.0 |
3,551.0 |
-145.0 |
-3.9% |
3,757.0 |
Range |
99.0 |
166.0 |
67.0 |
67.7% |
476.0 |
ATR |
174.2 |
174.5 |
0.3 |
0.2% |
0.0 |
Volume |
30,539 |
36,554 |
6,015 |
19.7% |
161,068 |
|
Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,081.7 |
3,982.3 |
3,642.3 |
|
R3 |
3,915.7 |
3,816.3 |
3,596.7 |
|
R2 |
3,749.7 |
3,749.7 |
3,581.4 |
|
R1 |
3,650.3 |
3,650.3 |
3,566.2 |
3,617.0 |
PP |
3,583.7 |
3,583.7 |
3,583.7 |
3,567.0 |
S1 |
3,484.3 |
3,484.3 |
3,535.8 |
3,451.0 |
S2 |
3,417.7 |
3,417.7 |
3,520.6 |
|
S3 |
3,251.7 |
3,318.3 |
3,505.4 |
|
S4 |
3,085.7 |
3,152.3 |
3,459.7 |
|
|
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 |
3,994.0 |
3,517.0 |
477.0 |
13.4% |
125.0 |
3.5% |
7% |
False |
True |
31,767 |
10 |
4,381.0 |
3,517.0 |
864.0 |
24.3% |
116.4 |
3.3% |
4% |
False |
True |
32,913 |
20 |
4,381.0 |
3,517.0 |
864.0 |
24.3% |
127.5 |
3.6% |
4% |
False |
True |
33,531 |
40 |
5,058.0 |
3,517.0 |
1,541.0 |
43.4% |
140.2 |
3.9% |
2% |
False |
True |
35,810 |
60 |
5,226.0 |
3,517.0 |
1,709.0 |
48.1% |
122.6 |
3.5% |
2% |
False |
True |
31,002 |
80 |
5,226.0 |
3,517.0 |
1,709.0 |
48.1% |
100.7 |
2.8% |
2% |
False |
True |
23,278 |
100 |
5,226.0 |
3,517.0 |
1,709.0 |
48.1% |
89.2 |
2.5% |
2% |
False |
True |
18,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,388.5 |
2.618 |
4,117.6 |
1.618 |
3,951.6 |
1.000 |
3,849.0 |
0.618 |
3,785.6 |
HIGH |
3,683.0 |
0.618 |
3,619.6 |
0.500 |
3,600.0 |
0.382 |
3,580.4 |
LOW |
3,517.0 |
0.618 |
3,414.4 |
1.000 |
3,351.0 |
1.618 |
3,248.4 |
2.618 |
3,082.4 |
4.250 |
2,811.5 |
|
|
Fisher Pivots for day following 18-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,600.0 |
3,723.5 |
PP |
3,583.7 |
3,666.0 |
S1 |
3,567.3 |
3,608.5 |
|