Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,240.0 |
3,472.0 |
232.0 |
7.2% |
3,695.0 |
High |
3,484.0 |
3,479.0 |
-5.0 |
-0.1% |
3,740.0 |
Low |
3,234.0 |
3,373.0 |
139.0 |
4.3% |
3,234.0 |
Close |
3,431.0 |
3,457.0 |
26.0 |
0.8% |
3,431.0 |
Range |
250.0 |
106.0 |
-144.0 |
-57.6% |
506.0 |
ATR |
179.4 |
174.1 |
-5.2 |
-2.9% |
0.0 |
Volume |
49,526 |
34,817 |
-14,709 |
-29.7% |
195,504 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,754.3 |
3,711.7 |
3,515.3 |
|
R3 |
3,648.3 |
3,605.7 |
3,486.2 |
|
R2 |
3,542.3 |
3,542.3 |
3,476.4 |
|
R1 |
3,499.7 |
3,499.7 |
3,466.7 |
3,468.0 |
PP |
3,436.3 |
3,436.3 |
3,436.3 |
3,420.5 |
S1 |
3,393.7 |
3,393.7 |
3,447.3 |
3,362.0 |
S2 |
3,330.3 |
3,330.3 |
3,437.6 |
|
S3 |
3,224.3 |
3,287.7 |
3,427.9 |
|
S4 |
3,118.3 |
3,181.7 |
3,398.7 |
|
|
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 |
3,683.0 |
3,234.0 |
449.0 |
13.0% |
151.8 |
4.4% |
50% |
False |
False |
39,956 |
10 |
4,050.0 |
3,234.0 |
816.0 |
23.6% |
132.5 |
3.8% |
27% |
False |
False |
35,234 |
20 |
4,381.0 |
3,234.0 |
1,147.0 |
33.2% |
129.7 |
3.8% |
19% |
False |
False |
35,039 |
40 |
4,885.0 |
3,234.0 |
1,651.0 |
47.8% |
142.3 |
4.1% |
14% |
False |
False |
37,079 |
60 |
5,226.0 |
3,234.0 |
1,992.0 |
57.6% |
130.3 |
3.8% |
11% |
False |
False |
33,703 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
57.6% |
106.3 |
3.1% |
11% |
False |
False |
25,315 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
57.6% |
93.4 |
2.7% |
11% |
False |
False |
20,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,929.5 |
2.618 |
3,756.5 |
1.618 |
3,650.5 |
1.000 |
3,585.0 |
0.618 |
3,544.5 |
HIGH |
3,479.0 |
0.618 |
3,438.5 |
0.500 |
3,426.0 |
0.382 |
3,413.5 |
LOW |
3,373.0 |
0.618 |
3,307.5 |
1.000 |
3,267.0 |
1.618 |
3,201.5 |
2.618 |
3,095.5 |
4.250 |
2,922.5 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,446.7 |
3,424.3 |
PP |
3,436.3 |
3,391.7 |
S1 |
3,426.0 |
3,359.0 |
|