Trading Metrics calculated at close of trading on 18-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,187.0 |
4,127.0 |
-60.0 |
-1.4% |
4,550.0 |
High |
4,247.0 |
4,251.5 |
4.5 |
0.1% |
4,550.0 |
Low |
4,102.5 |
4,022.0 |
-80.5 |
-2.0% |
4,028.5 |
Close |
4,108.0 |
4,186.5 |
78.5 |
1.9% |
4,231.5 |
Range |
144.5 |
229.5 |
85.0 |
58.8% |
521.5 |
ATR |
268.8 |
266.0 |
-2.8 |
-1.0% |
0.0 |
Volume |
164,378 |
140,329 |
-24,049 |
-14.6% |
799,484 |
|
Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,842.0 |
4,743.5 |
4,312.5 |
|
R3 |
4,612.5 |
4,514.0 |
4,249.5 |
|
R2 |
4,383.0 |
4,383.0 |
4,228.5 |
|
R1 |
4,284.5 |
4,284.5 |
4,207.5 |
4,334.0 |
PP |
4,153.5 |
4,153.5 |
4,153.5 |
4,178.0 |
S1 |
4,055.0 |
4,055.0 |
4,165.5 |
4,104.0 |
S2 |
3,924.0 |
3,924.0 |
4,144.5 |
|
S3 |
3,694.5 |
3,825.5 |
4,123.5 |
|
S4 |
3,465.0 |
3,596.0 |
4,060.5 |
|
|
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 |
4,022.0 |
413.0 |
9.9% |
242.5 |
5.8% |
40% |
False |
True |
159,818 |
10 |
4,637.0 |
4,022.0 |
615.0 |
14.7% |
229.0 |
5.5% |
27% |
False |
True |
165,363 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
24.7% |
246.5 |
5.9% |
52% |
False |
False |
175,250 |
40 |
5,284.5 |
3,652.5 |
1,632.0 |
39.0% |
276.0 |
6.6% |
33% |
False |
False |
191,420 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
48.7% |
233.5 |
5.6% |
26% |
False |
False |
150,772 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
48.7% |
195.5 |
4.7% |
26% |
False |
False |
113,164 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
48.7% |
171.5 |
4.1% |
26% |
False |
False |
90,569 |
120 |
6,125.5 |
3,652.5 |
2,473.0 |
59.1% |
150.0 |
3.6% |
22% |
False |
False |
75,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,227.0 |
2.618 |
4,852.5 |
1.618 |
4,623.0 |
1.000 |
4,481.0 |
0.618 |
4,393.5 |
HIGH |
4,251.5 |
0.618 |
4,164.0 |
0.500 |
4,137.0 |
0.382 |
4,109.5 |
LOW |
4,022.0 |
0.618 |
3,880.0 |
1.000 |
3,792.5 |
1.618 |
3,650.5 |
2.618 |
3,421.0 |
4.250 |
3,046.5 |
|
|
Fisher Pivots for day following 18-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,170.0 |
4,186.0 |
PP |
4,153.5 |
4,185.0 |
S1 |
4,137.0 |
4,184.0 |
|