Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,625.0 |
3,581.0 |
-44.0 |
-1.2% |
4,167.0 |
High |
3,683.0 |
3,615.0 |
-68.0 |
-1.8% |
4,207.0 |
Low |
3,517.0 |
3,457.0 |
-60.0 |
-1.7% |
3,731.0 |
Close |
3,551.0 |
3,543.0 |
-8.0 |
-0.2% |
3,757.0 |
Range |
166.0 |
158.0 |
-8.0 |
-4.8% |
476.0 |
ATR |
174.5 |
173.3 |
-1.2 |
-0.7% |
0.0 |
Volume |
36,554 |
35,726 |
-828 |
-2.3% |
161,068 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,012.3 |
3,935.7 |
3,629.9 |
|
R3 |
3,854.3 |
3,777.7 |
3,586.5 |
|
R2 |
3,696.3 |
3,696.3 |
3,572.0 |
|
R1 |
3,619.7 |
3,619.7 |
3,557.5 |
3,579.0 |
PP |
3,538.3 |
3,538.3 |
3,538.3 |
3,518.0 |
S1 |
3,461.7 |
3,461.7 |
3,528.5 |
3,421.0 |
S2 |
3,380.3 |
3,380.3 |
3,514.0 |
|
S3 |
3,222.3 |
3,303.7 |
3,499.6 |
|
S4 |
3,064.3 |
3,145.7 |
3,456.1 |
|
|
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 |
3,930.0 |
3,457.0 |
473.0 |
13.4% |
137.4 |
3.9% |
18% |
False |
True |
33,919 |
10 |
4,222.0 |
3,457.0 |
765.0 |
21.6% |
121.7 |
3.4% |
11% |
False |
True |
33,125 |
20 |
4,381.0 |
3,457.0 |
924.0 |
26.1% |
128.2 |
3.6% |
9% |
False |
True |
33,878 |
40 |
5,049.0 |
3,457.0 |
1,592.0 |
44.9% |
142.2 |
4.0% |
5% |
False |
True |
36,015 |
60 |
5,226.0 |
3,457.0 |
1,769.0 |
49.9% |
124.6 |
3.5% |
5% |
False |
True |
31,590 |
80 |
5,226.0 |
3,457.0 |
1,769.0 |
49.9% |
102.3 |
2.9% |
5% |
False |
True |
23,724 |
100 |
5,226.0 |
3,457.0 |
1,769.0 |
49.9% |
90.3 |
2.5% |
5% |
False |
True |
19,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,286.5 |
2.618 |
4,028.6 |
1.618 |
3,870.6 |
1.000 |
3,773.0 |
0.618 |
3,712.6 |
HIGH |
3,615.0 |
0.618 |
3,554.6 |
0.500 |
3,536.0 |
0.382 |
3,517.4 |
LOW |
3,457.0 |
0.618 |
3,359.4 |
1.000 |
3,299.0 |
1.618 |
3,201.4 |
2.618 |
3,043.4 |
4.250 |
2,785.5 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,540.7 |
3,598.5 |
PP |
3,538.3 |
3,580.0 |
S1 |
3,536.0 |
3,561.5 |
|