Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,077.0 |
4,340.0 |
263.0 |
6.5% |
4,550.0 |
High |
4,435.0 |
4,346.5 |
-88.5 |
-2.0% |
4,550.0 |
Low |
4,028.5 |
4,157.0 |
128.5 |
3.2% |
4,028.5 |
Close |
4,166.5 |
4,231.5 |
65.0 |
1.6% |
4,231.5 |
Range |
406.5 |
189.5 |
-217.0 |
-53.4% |
521.5 |
ATR |
285.2 |
278.3 |
-6.8 |
-2.4% |
0.0 |
Volume |
167,194 |
178,618 |
11,424 |
6.8% |
799,484 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,813.5 |
4,712.0 |
4,335.5 |
|
R3 |
4,624.0 |
4,522.5 |
4,283.5 |
|
R2 |
4,434.5 |
4,434.5 |
4,266.0 |
|
R1 |
4,333.0 |
4,333.0 |
4,249.0 |
4,289.0 |
PP |
4,245.0 |
4,245.0 |
4,245.0 |
4,223.0 |
S1 |
4,143.5 |
4,143.5 |
4,214.0 |
4,099.5 |
S2 |
4,055.5 |
4,055.5 |
4,197.0 |
|
S3 |
3,866.0 |
3,954.0 |
4,179.5 |
|
S4 |
3,676.5 |
3,764.5 |
4,127.5 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,834.5 |
5,554.5 |
4,518.5 |
|
R3 |
5,313.0 |
5,033.0 |
4,375.0 |
|
R2 |
4,791.5 |
4,791.5 |
4,327.0 |
|
R1 |
4,511.5 |
4,511.5 |
4,279.5 |
4,391.0 |
PP |
4,270.0 |
4,270.0 |
4,270.0 |
4,209.5 |
S1 |
3,990.0 |
3,990.0 |
4,183.5 |
3,869.0 |
S2 |
3,748.5 |
3,748.5 |
4,136.0 |
|
S3 |
3,227.0 |
3,468.5 |
4,088.0 |
|
S4 |
2,705.5 |
2,947.0 |
3,944.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,550.0 |
4,028.5 |
521.5 |
12.3% |
249.5 |
5.9% |
39% |
False |
False |
159,896 |
10 |
4,688.0 |
4,028.5 |
659.5 |
15.6% |
232.5 |
5.5% |
31% |
False |
False |
167,287 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
24.5% |
253.5 |
6.0% |
56% |
False |
False |
177,730 |
40 |
5,373.0 |
3,652.5 |
1,720.5 |
40.7% |
276.0 |
6.5% |
34% |
False |
False |
195,462 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
48.2% |
231.0 |
5.5% |
28% |
False |
False |
145,698 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
48.2% |
192.0 |
4.5% |
28% |
False |
False |
109,357 |
100 |
5,699.0 |
3,652.5 |
2,046.5 |
48.4% |
169.0 |
4.0% |
28% |
False |
False |
87,522 |
120 |
6,125.5 |
3,652.5 |
2,473.0 |
58.4% |
147.0 |
3.5% |
23% |
False |
False |
72,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,152.0 |
2.618 |
4,842.5 |
1.618 |
4,653.0 |
1.000 |
4,536.0 |
0.618 |
4,463.5 |
HIGH |
4,346.5 |
0.618 |
4,274.0 |
0.500 |
4,252.0 |
0.382 |
4,229.5 |
LOW |
4,157.0 |
0.618 |
4,040.0 |
1.000 |
3,967.5 |
1.618 |
3,850.5 |
2.618 |
3,661.0 |
4.250 |
3,351.5 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,252.0 |
4,232.0 |
PP |
4,245.0 |
4,231.5 |
S1 |
4,238.0 |
4,231.5 |
|