Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,340.0 |
4,187.0 |
-153.0 |
-3.5% |
4,550.0 |
High |
4,346.5 |
4,247.0 |
-99.5 |
-2.3% |
4,550.0 |
Low |
4,157.0 |
4,102.5 |
-54.5 |
-1.3% |
4,028.5 |
Close |
4,231.5 |
4,108.0 |
-123.5 |
-2.9% |
4,231.5 |
Range |
189.5 |
144.5 |
-45.0 |
-23.7% |
521.5 |
ATR |
278.3 |
268.8 |
-9.6 |
-3.4% |
0.0 |
Volume |
178,618 |
164,378 |
-14,240 |
-8.0% |
799,484 |
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,586.0 |
4,491.5 |
4,187.5 |
|
R3 |
4,441.5 |
4,347.0 |
4,147.5 |
|
R2 |
4,297.0 |
4,297.0 |
4,134.5 |
|
R1 |
4,202.5 |
4,202.5 |
4,121.0 |
4,177.5 |
PP |
4,152.5 |
4,152.5 |
4,152.5 |
4,140.0 |
S1 |
4,058.0 |
4,058.0 |
4,095.0 |
4,033.0 |
S2 |
4,008.0 |
4,008.0 |
4,081.5 |
|
S3 |
3,863.5 |
3,913.5 |
4,068.5 |
|
S4 |
3,719.0 |
3,769.0 |
4,028.5 |
|
|
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 |
4,435.0 |
4,028.5 |
406.5 |
9.9% |
225.5 |
5.5% |
20% |
False |
False |
158,728 |
10 |
4,688.0 |
4,028.5 |
659.5 |
16.1% |
234.5 |
5.7% |
12% |
False |
False |
165,840 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
25.2% |
245.0 |
6.0% |
44% |
False |
False |
176,341 |
40 |
5,284.5 |
3,652.5 |
1,632.0 |
39.7% |
274.5 |
6.7% |
28% |
False |
False |
191,559 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
49.6% |
231.5 |
5.6% |
22% |
False |
False |
148,434 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
49.6% |
193.0 |
4.7% |
22% |
False |
False |
111,411 |
100 |
5,699.0 |
3,652.5 |
2,046.5 |
49.8% |
170.0 |
4.1% |
22% |
False |
False |
89,166 |
120 |
6,125.5 |
3,652.5 |
2,473.0 |
60.2% |
148.0 |
3.6% |
18% |
False |
False |
74,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,861.0 |
2.618 |
4,625.5 |
1.618 |
4,481.0 |
1.000 |
4,391.5 |
0.618 |
4,336.5 |
HIGH |
4,247.0 |
0.618 |
4,192.0 |
0.500 |
4,175.0 |
0.382 |
4,157.5 |
LOW |
4,102.5 |
0.618 |
4,013.0 |
1.000 |
3,958.0 |
1.618 |
3,868.5 |
2.618 |
3,724.0 |
4.250 |
3,488.5 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,175.0 |
4,232.0 |
PP |
4,152.5 |
4,190.5 |
S1 |
4,130.0 |
4,149.0 |
|