Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,550.0 |
4,322.5 |
-227.5 |
-5.0% |
4,445.0 |
High |
4,550.0 |
4,365.5 |
-184.5 |
-4.1% |
4,688.0 |
Low |
4,285.5 |
4,220.0 |
-65.5 |
-1.5% |
4,189.5 |
Close |
4,402.5 |
4,246.5 |
-156.0 |
-3.5% |
4,354.5 |
Range |
264.5 |
145.5 |
-119.0 |
-45.0% |
498.5 |
ATR |
285.8 |
278.4 |
-7.4 |
-2.6% |
0.0 |
Volume |
170,221 |
134,878 |
-35,343 |
-20.8% |
873,393 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,714.0 |
4,625.5 |
4,326.5 |
|
R3 |
4,568.5 |
4,480.0 |
4,286.5 |
|
R2 |
4,423.0 |
4,423.0 |
4,273.0 |
|
R1 |
4,334.5 |
4,334.5 |
4,260.0 |
4,306.0 |
PP |
4,277.5 |
4,277.5 |
4,277.5 |
4,263.0 |
S1 |
4,189.0 |
4,189.0 |
4,233.0 |
4,160.5 |
S2 |
4,132.0 |
4,132.0 |
4,220.0 |
|
S3 |
3,986.5 |
4,043.5 |
4,206.5 |
|
S4 |
3,841.0 |
3,898.0 |
4,166.5 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,906.0 |
5,629.0 |
4,628.5 |
|
R3 |
5,407.5 |
5,130.5 |
4,491.5 |
|
R2 |
4,909.0 |
4,909.0 |
4,446.0 |
|
R1 |
4,632.0 |
4,632.0 |
4,400.0 |
4,521.0 |
PP |
4,410.5 |
4,410.5 |
4,410.5 |
4,355.5 |
S1 |
4,133.5 |
4,133.5 |
4,309.0 |
4,023.0 |
S2 |
3,912.0 |
3,912.0 |
4,263.0 |
|
S3 |
3,413.5 |
3,635.0 |
4,217.5 |
|
S4 |
2,915.0 |
3,136.5 |
4,080.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,637.0 |
4,189.5 |
447.5 |
10.5% |
215.0 |
5.1% |
13% |
False |
False |
170,907 |
10 |
4,688.0 |
4,048.0 |
640.0 |
15.1% |
217.5 |
5.1% |
31% |
False |
False |
177,820 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
24.4% |
268.0 |
6.3% |
57% |
False |
False |
188,593 |
40 |
5,448.0 |
3,652.5 |
1,795.5 |
42.3% |
273.5 |
6.4% |
33% |
False |
False |
201,119 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
48.0% |
220.5 |
5.2% |
29% |
False |
False |
137,468 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
48.0% |
184.0 |
4.3% |
29% |
False |
False |
103,178 |
100 |
5,730.0 |
3,652.5 |
2,077.5 |
48.9% |
163.0 |
3.8% |
29% |
False |
False |
82,582 |
120 |
6,167.0 |
3,652.5 |
2,514.5 |
59.2% |
140.0 |
3.3% |
24% |
False |
False |
68,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,984.0 |
2.618 |
4,746.5 |
1.618 |
4,601.0 |
1.000 |
4,511.0 |
0.618 |
4,455.5 |
HIGH |
4,365.5 |
0.618 |
4,310.0 |
0.500 |
4,293.0 |
0.382 |
4,275.5 |
LOW |
4,220.0 |
0.618 |
4,130.0 |
1.000 |
4,074.5 |
1.618 |
3,984.5 |
2.618 |
3,839.0 |
4.250 |
3,601.5 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,293.0 |
4,385.0 |
PP |
4,277.5 |
4,339.0 |
S1 |
4,262.0 |
4,292.5 |
|