Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,405.0 |
3,240.0 |
-165.0 |
-4.8% |
3,695.0 |
High |
3,440.0 |
3,484.0 |
44.0 |
1.3% |
3,740.0 |
Low |
3,361.0 |
3,234.0 |
-127.0 |
-3.8% |
3,234.0 |
Close |
3,398.0 |
3,431.0 |
33.0 |
1.0% |
3,431.0 |
Range |
79.0 |
250.0 |
171.0 |
216.5% |
506.0 |
ATR |
174.0 |
179.4 |
5.4 |
3.1% |
0.0 |
Volume |
43,159 |
49,526 |
6,367 |
14.8% |
195,504 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,133.0 |
4,032.0 |
3,568.5 |
|
R3 |
3,883.0 |
3,782.0 |
3,499.8 |
|
R2 |
3,633.0 |
3,633.0 |
3,476.8 |
|
R1 |
3,532.0 |
3,532.0 |
3,453.9 |
3,582.5 |
PP |
3,383.0 |
3,383.0 |
3,383.0 |
3,408.3 |
S1 |
3,282.0 |
3,282.0 |
3,408.1 |
3,332.5 |
S2 |
3,133.0 |
3,133.0 |
3,385.2 |
|
S3 |
2,883.0 |
3,032.0 |
3,362.3 |
|
S4 |
2,633.0 |
2,782.0 |
3,293.5 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,986.3 |
4,714.7 |
3,709.3 |
|
R3 |
4,480.3 |
4,208.7 |
3,570.2 |
|
R2 |
3,974.3 |
3,974.3 |
3,523.8 |
|
R1 |
3,702.7 |
3,702.7 |
3,477.4 |
3,585.5 |
PP |
3,468.3 |
3,468.3 |
3,468.3 |
3,409.8 |
S1 |
3,196.7 |
3,196.7 |
3,384.6 |
3,079.5 |
S2 |
2,962.3 |
2,962.3 |
3,338.2 |
|
S3 |
2,456.3 |
2,690.7 |
3,291.9 |
|
S4 |
1,950.3 |
2,184.7 |
3,152.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,740.0 |
3,234.0 |
506.0 |
14.7% |
150.4 |
4.4% |
39% |
False |
True |
39,100 |
10 |
4,207.0 |
3,234.0 |
973.0 |
28.4% |
133.4 |
3.9% |
20% |
False |
True |
35,657 |
20 |
4,381.0 |
3,234.0 |
1,147.0 |
33.4% |
130.2 |
3.8% |
17% |
False |
True |
35,020 |
40 |
5,009.0 |
3,234.0 |
1,775.0 |
51.7% |
144.3 |
4.2% |
11% |
False |
True |
36,960 |
60 |
5,226.0 |
3,234.0 |
1,992.0 |
58.1% |
129.0 |
3.8% |
10% |
False |
True |
33,125 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
58.1% |
105.3 |
3.1% |
10% |
False |
True |
24,880 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
58.1% |
92.8 |
2.7% |
10% |
False |
True |
19,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,546.5 |
2.618 |
4,138.5 |
1.618 |
3,888.5 |
1.000 |
3,734.0 |
0.618 |
3,638.5 |
HIGH |
3,484.0 |
0.618 |
3,388.5 |
0.500 |
3,359.0 |
0.382 |
3,329.5 |
LOW |
3,234.0 |
0.618 |
3,079.5 |
1.000 |
2,984.0 |
1.618 |
2,829.5 |
2.618 |
2,579.5 |
4.250 |
2,171.5 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,407.0 |
3,428.8 |
PP |
3,383.0 |
3,426.7 |
S1 |
3,359.0 |
3,424.5 |
|