Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,884.5 |
4,117.5 |
233.0 |
6.0% |
4,187.0 |
High |
4,234.0 |
4,279.0 |
45.0 |
1.1% |
4,251.5 |
Low |
3,833.0 |
4,066.0 |
233.0 |
6.1% |
3,703.0 |
Close |
4,159.5 |
4,153.0 |
-6.5 |
-0.2% |
3,779.5 |
Range |
401.0 |
213.0 |
-188.0 |
-46.9% |
548.5 |
ATR |
276.4 |
271.9 |
-4.5 |
-1.6% |
0.0 |
Volume |
193,087 |
198,191 |
5,104 |
2.6% |
819,667 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,805.0 |
4,692.0 |
4,270.0 |
|
R3 |
4,592.0 |
4,479.0 |
4,211.5 |
|
R2 |
4,379.0 |
4,379.0 |
4,192.0 |
|
R1 |
4,266.0 |
4,266.0 |
4,172.5 |
4,322.5 |
PP |
4,166.0 |
4,166.0 |
4,166.0 |
4,194.0 |
S1 |
4,053.0 |
4,053.0 |
4,133.5 |
4,109.5 |
S2 |
3,953.0 |
3,953.0 |
4,114.0 |
|
S3 |
3,740.0 |
3,840.0 |
4,094.5 |
|
S4 |
3,527.0 |
3,627.0 |
4,036.0 |
|
|
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 |
4,279.0 |
3,703.0 |
576.0 |
13.9% |
265.5 |
6.4% |
78% |
True |
False |
181,247 |
10 |
4,435.0 |
3,703.0 |
732.0 |
17.6% |
254.0 |
6.1% |
61% |
False |
False |
170,533 |
20 |
4,688.0 |
3,703.0 |
985.0 |
23.7% |
236.0 |
5.7% |
46% |
False |
False |
174,176 |
40 |
5,100.0 |
3,652.5 |
1,447.5 |
34.9% |
277.5 |
6.7% |
35% |
False |
False |
195,204 |
60 |
5,622.0 |
3,652.5 |
1,969.5 |
47.4% |
249.5 |
6.0% |
25% |
False |
False |
165,849 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
49.1% |
207.5 |
5.0% |
25% |
False |
False |
124,490 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
49.1% |
182.5 |
4.4% |
25% |
False |
False |
99,600 |
120 |
5,969.0 |
3,652.5 |
2,316.5 |
55.8% |
160.0 |
3.9% |
22% |
False |
False |
83,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,184.0 |
2.618 |
4,836.5 |
1.618 |
4,623.5 |
1.000 |
4,492.0 |
0.618 |
4,410.5 |
HIGH |
4,279.0 |
0.618 |
4,197.5 |
0.500 |
4,172.5 |
0.382 |
4,147.5 |
LOW |
4,066.0 |
0.618 |
3,934.5 |
1.000 |
3,853.0 |
1.618 |
3,721.5 |
2.618 |
3,508.5 |
4.250 |
3,161.0 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,172.5 |
4,099.0 |
PP |
4,166.0 |
4,045.0 |
S1 |
4,159.5 |
3,991.0 |
|