Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,875.0 |
3,884.5 |
9.5 |
0.2% |
4,187.0 |
High |
3,959.0 |
4,234.0 |
275.0 |
6.9% |
4,251.5 |
Low |
3,703.0 |
3,833.0 |
130.0 |
3.5% |
3,703.0 |
Close |
3,779.5 |
4,159.5 |
380.0 |
10.1% |
3,779.5 |
Range |
256.0 |
401.0 |
145.0 |
56.6% |
548.5 |
ATR |
262.7 |
276.4 |
13.7 |
5.2% |
0.0 |
Volume |
209,046 |
193,087 |
-15,959 |
-7.6% |
819,667 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,278.5 |
5,120.0 |
4,380.0 |
|
R3 |
4,877.5 |
4,719.0 |
4,270.0 |
|
R2 |
4,476.5 |
4,476.5 |
4,233.0 |
|
R1 |
4,318.0 |
4,318.0 |
4,196.5 |
4,397.0 |
PP |
4,075.5 |
4,075.5 |
4,075.5 |
4,115.0 |
S1 |
3,917.0 |
3,917.0 |
4,122.5 |
3,996.0 |
S2 |
3,674.5 |
3,674.5 |
4,086.0 |
|
S3 |
3,273.5 |
3,516.0 |
4,049.0 |
|
S4 |
2,872.5 |
3,115.0 |
3,939.0 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,557.0 |
5,216.5 |
4,081.0 |
|
R3 |
5,008.5 |
4,668.0 |
3,930.5 |
|
R2 |
4,460.0 |
4,460.0 |
3,880.0 |
|
R1 |
4,119.5 |
4,119.5 |
3,830.0 |
4,015.5 |
PP |
3,911.5 |
3,911.5 |
3,911.5 |
3,859.0 |
S1 |
3,571.0 |
3,571.0 |
3,729.0 |
3,467.0 |
S2 |
3,363.0 |
3,363.0 |
3,679.0 |
|
S3 |
2,814.5 |
3,022.5 |
3,628.5 |
|
S4 |
2,266.0 |
2,474.0 |
3,478.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,251.5 |
3,703.0 |
548.5 |
13.2% |
269.0 |
6.5% |
83% |
False |
False |
169,675 |
10 |
4,435.0 |
3,703.0 |
732.0 |
17.6% |
247.0 |
5.9% |
62% |
False |
False |
164,201 |
20 |
4,688.0 |
3,703.0 |
985.0 |
23.7% |
245.0 |
5.9% |
46% |
False |
False |
173,864 |
40 |
5,100.0 |
3,652.5 |
1,447.5 |
34.8% |
281.5 |
6.8% |
35% |
False |
False |
195,417 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
49.0% |
247.0 |
5.9% |
25% |
False |
False |
162,548 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
49.0% |
206.0 |
5.0% |
25% |
False |
False |
122,013 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
49.0% |
180.5 |
4.3% |
25% |
False |
False |
97,619 |
120 |
6,025.5 |
3,652.5 |
2,373.0 |
57.1% |
158.5 |
3.8% |
21% |
False |
False |
81,379 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,938.0 |
2.618 |
5,284.0 |
1.618 |
4,883.0 |
1.000 |
4,635.0 |
0.618 |
4,482.0 |
HIGH |
4,234.0 |
0.618 |
4,081.0 |
0.500 |
4,033.5 |
0.382 |
3,986.0 |
LOW |
3,833.0 |
0.618 |
3,585.0 |
1.000 |
3,432.0 |
1.618 |
3,184.0 |
2.618 |
2,783.0 |
4.250 |
2,129.0 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,117.5 |
4,096.0 |
PP |
4,075.5 |
4,032.0 |
S1 |
4,033.5 |
3,968.5 |
|