Trading Metrics calculated at close of trading on 27-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,639.0 |
3,690.0 |
51.0 |
1.4% |
3,695.0 |
High |
3,661.0 |
3,690.0 |
29.0 |
0.8% |
3,740.0 |
Low |
3,532.0 |
3,567.0 |
35.0 |
1.0% |
3,234.0 |
Close |
3,565.0 |
3,567.0 |
2.0 |
0.1% |
3,431.0 |
Range |
129.0 |
123.0 |
-6.0 |
-4.7% |
506.0 |
ATR |
172.0 |
168.6 |
-3.4 |
-2.0% |
0.0 |
Volume |
28,127 |
27,424 |
-703 |
-2.5% |
195,504 |
|
Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,977.0 |
3,895.0 |
3,634.7 |
|
R3 |
3,854.0 |
3,772.0 |
3,600.8 |
|
R2 |
3,731.0 |
3,731.0 |
3,589.6 |
|
R1 |
3,649.0 |
3,649.0 |
3,578.3 |
3,628.5 |
PP |
3,608.0 |
3,608.0 |
3,608.0 |
3,597.8 |
S1 |
3,526.0 |
3,526.0 |
3,555.7 |
3,505.5 |
S2 |
3,485.0 |
3,485.0 |
3,544.5 |
|
S3 |
3,362.0 |
3,403.0 |
3,533.2 |
|
S4 |
3,239.0 |
3,280.0 |
3,499.4 |
|
|
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 |
3,690.0 |
3,234.0 |
456.0 |
12.8% |
141.6 |
4.0% |
73% |
True |
False |
35,612 |
10 |
3,930.0 |
3,234.0 |
696.0 |
19.5% |
139.3 |
3.9% |
48% |
False |
False |
35,758 |
20 |
4,381.0 |
3,234.0 |
1,147.0 |
32.2% |
124.6 |
3.5% |
29% |
False |
False |
33,914 |
40 |
4,766.0 |
3,234.0 |
1,532.0 |
42.9% |
138.6 |
3.9% |
22% |
False |
False |
36,615 |
60 |
5,125.0 |
3,234.0 |
1,891.0 |
53.0% |
130.9 |
3.7% |
18% |
False |
False |
35,255 |
80 |
5,226.0 |
3,234.0 |
1,992.0 |
55.8% |
109.0 |
3.1% |
17% |
False |
False |
26,482 |
100 |
5,226.0 |
3,234.0 |
1,992.0 |
55.8% |
94.7 |
2.7% |
17% |
False |
False |
21,201 |
120 |
5,495.0 |
3,234.0 |
2,261.0 |
63.4% |
85.8 |
2.4% |
15% |
False |
False |
17,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,212.8 |
2.618 |
4,012.0 |
1.618 |
3,889.0 |
1.000 |
3,813.0 |
0.618 |
3,766.0 |
HIGH |
3,690.0 |
0.618 |
3,643.0 |
0.500 |
3,628.5 |
0.382 |
3,614.0 |
LOW |
3,567.0 |
0.618 |
3,491.0 |
1.000 |
3,444.0 |
1.618 |
3,368.0 |
2.618 |
3,245.0 |
4.250 |
3,044.3 |
|
|
Fisher Pivots for day following 27-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,628.5 |
3,611.0 |
PP |
3,608.0 |
3,596.3 |
S1 |
3,587.5 |
3,581.7 |
|