Trading Metrics calculated at close of trading on 27-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,097.5 |
4,221.5 |
124.0 |
3.0% |
4,187.0 |
High |
4,256.0 |
4,255.0 |
-1.0 |
0.0% |
4,251.5 |
Low |
4,053.5 |
4,175.0 |
121.5 |
3.0% |
3,703.0 |
Close |
4,171.0 |
4,251.5 |
80.5 |
1.9% |
3,779.5 |
Range |
202.5 |
80.0 |
-122.5 |
-60.5% |
548.5 |
ATR |
266.9 |
253.9 |
-13.1 |
-4.9% |
0.0 |
Volume |
184,500 |
137,407 |
-47,093 |
-25.5% |
819,667 |
|
Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,467.0 |
4,439.5 |
4,295.5 |
|
R3 |
4,387.0 |
4,359.5 |
4,273.5 |
|
R2 |
4,307.0 |
4,307.0 |
4,266.0 |
|
R1 |
4,279.5 |
4,279.5 |
4,259.0 |
4,293.0 |
PP |
4,227.0 |
4,227.0 |
4,227.0 |
4,234.0 |
S1 |
4,199.5 |
4,199.5 |
4,244.0 |
4,213.0 |
S2 |
4,147.0 |
4,147.0 |
4,237.0 |
|
S3 |
4,067.0 |
4,119.5 |
4,229.5 |
|
S4 |
3,987.0 |
4,039.5 |
4,207.5 |
|
|
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 |
13.5% |
230.5 |
5.4% |
95% |
False |
False |
184,446 |
10 |
4,346.5 |
3,703.0 |
643.5 |
15.1% |
217.5 |
5.1% |
85% |
False |
False |
171,147 |
20 |
4,688.0 |
3,703.0 |
985.0 |
23.2% |
227.5 |
5.4% |
56% |
False |
False |
169,478 |
40 |
5,057.0 |
3,652.5 |
1,404.5 |
33.0% |
274.5 |
6.5% |
43% |
False |
False |
192,667 |
60 |
5,571.5 |
3,652.5 |
1,919.0 |
45.1% |
248.5 |
5.8% |
31% |
False |
False |
171,204 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
47.9% |
209.0 |
4.9% |
29% |
False |
False |
128,513 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
47.9% |
183.5 |
4.3% |
29% |
False |
False |
102,819 |
120 |
5,969.0 |
3,652.5 |
2,316.5 |
54.5% |
161.5 |
3.8% |
26% |
False |
False |
85,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,595.0 |
2.618 |
4,464.5 |
1.618 |
4,384.5 |
1.000 |
4,335.0 |
0.618 |
4,304.5 |
HIGH |
4,255.0 |
0.618 |
4,224.5 |
0.500 |
4,215.0 |
0.382 |
4,205.5 |
LOW |
4,175.0 |
0.618 |
4,125.5 |
1.000 |
4,095.0 |
1.618 |
4,045.5 |
2.618 |
3,965.5 |
4.250 |
3,835.0 |
|
|
Fisher Pivots for day following 27-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,239.5 |
4,223.0 |
PP |
4,227.0 |
4,194.5 |
S1 |
4,215.0 |
4,166.0 |
|