Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,472.0 |
3,575.0 |
103.0 |
3.0% |
3,695.0 |
High |
3,479.0 |
3,647.0 |
168.0 |
4.8% |
3,740.0 |
Low |
3,373.0 |
3,547.0 |
174.0 |
5.2% |
3,234.0 |
Close |
3,457.0 |
3,618.0 |
161.0 |
4.7% |
3,431.0 |
Range |
106.0 |
100.0 |
-6.0 |
-5.7% |
506.0 |
ATR |
174.1 |
175.3 |
1.1 |
0.7% |
0.0 |
Volume |
34,817 |
38,168 |
3,351 |
9.6% |
195,504 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,904.0 |
3,861.0 |
3,673.0 |
|
R3 |
3,804.0 |
3,761.0 |
3,645.5 |
|
R2 |
3,704.0 |
3,704.0 |
3,636.3 |
|
R1 |
3,661.0 |
3,661.0 |
3,627.2 |
3,682.5 |
PP |
3,604.0 |
3,604.0 |
3,604.0 |
3,614.8 |
S1 |
3,561.0 |
3,561.0 |
3,608.8 |
3,582.5 |
S2 |
3,504.0 |
3,504.0 |
3,599.7 |
|
S3 |
3,404.0 |
3,461.0 |
3,590.5 |
|
S4 |
3,304.0 |
3,361.0 |
3,563.0 |
|
|
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 |
3,647.0 |
3,234.0 |
413.0 |
11.4% |
138.6 |
3.8% |
93% |
True |
False |
40,279 |
10 |
3,994.0 |
3,234.0 |
760.0 |
21.0% |
131.8 |
3.6% |
51% |
False |
False |
36,023 |
20 |
4,381.0 |
3,234.0 |
1,147.0 |
31.7% |
129.3 |
3.6% |
33% |
False |
False |
35,324 |
40 |
4,885.0 |
3,234.0 |
1,651.0 |
45.6% |
138.1 |
3.8% |
23% |
False |
False |
36,872 |
60 |
5,189.0 |
3,234.0 |
1,955.0 |
54.0% |
130.9 |
3.6% |
20% |
False |
False |
34,334 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
55.1% |
107.0 |
3.0% |
19% |
False |
False |
25,790 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
55.1% |
93.4 |
2.6% |
19% |
False |
False |
20,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,072.0 |
2.618 |
3,908.8 |
1.618 |
3,808.8 |
1.000 |
3,747.0 |
0.618 |
3,708.8 |
HIGH |
3,647.0 |
0.618 |
3,608.8 |
0.500 |
3,597.0 |
0.382 |
3,585.2 |
LOW |
3,547.0 |
0.618 |
3,485.2 |
1.000 |
3,447.0 |
1.618 |
3,385.2 |
2.618 |
3,285.2 |
4.250 |
3,122.0 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,611.0 |
3,558.8 |
PP |
3,604.0 |
3,499.7 |
S1 |
3,597.0 |
3,440.5 |
|