Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,221.5 |
4,257.5 |
36.0 |
0.9% |
3,884.5 |
High |
4,255.0 |
4,323.0 |
68.0 |
1.6% |
4,323.0 |
Low |
4,175.0 |
4,194.5 |
19.5 |
0.5% |
3,833.0 |
Close |
4,251.5 |
4,287.0 |
35.5 |
0.8% |
4,287.0 |
Range |
80.0 |
128.5 |
48.5 |
60.6% |
490.0 |
ATR |
253.9 |
244.9 |
-9.0 |
-3.5% |
0.0 |
Volume |
137,407 |
57,542 |
-79,865 |
-58.1% |
770,727 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,653.5 |
4,599.0 |
4,357.5 |
|
R3 |
4,525.0 |
4,470.5 |
4,322.5 |
|
R2 |
4,396.5 |
4,396.5 |
4,310.5 |
|
R1 |
4,342.0 |
4,342.0 |
4,299.0 |
4,369.0 |
PP |
4,268.0 |
4,268.0 |
4,268.0 |
4,282.0 |
S1 |
4,213.5 |
4,213.5 |
4,275.0 |
4,241.0 |
S2 |
4,139.5 |
4,139.5 |
4,263.5 |
|
S3 |
4,011.0 |
4,085.0 |
4,251.5 |
|
S4 |
3,882.5 |
3,956.5 |
4,216.5 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,617.5 |
5,442.5 |
4,556.5 |
|
R3 |
5,127.5 |
4,952.5 |
4,422.0 |
|
R2 |
4,637.5 |
4,637.5 |
4,377.0 |
|
R1 |
4,462.5 |
4,462.5 |
4,332.0 |
4,550.0 |
PP |
4,147.5 |
4,147.5 |
4,147.5 |
4,191.5 |
S1 |
3,972.5 |
3,972.5 |
4,242.0 |
4,060.0 |
S2 |
3,657.5 |
3,657.5 |
4,197.0 |
|
S3 |
3,167.5 |
3,482.5 |
4,152.0 |
|
S4 |
2,677.5 |
2,992.5 |
4,017.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,323.0 |
3,833.0 |
490.0 |
11.4% |
205.0 |
4.8% |
93% |
True |
False |
154,145 |
10 |
4,323.0 |
3,703.0 |
620.0 |
14.5% |
211.5 |
4.9% |
94% |
True |
False |
159,039 |
20 |
4,688.0 |
3,703.0 |
985.0 |
23.0% |
222.0 |
5.2% |
59% |
False |
False |
163,163 |
40 |
4,815.0 |
3,652.5 |
1,162.5 |
27.1% |
272.0 |
6.3% |
55% |
False |
False |
190,486 |
60 |
5,571.5 |
3,652.5 |
1,919.0 |
44.8% |
248.5 |
5.8% |
33% |
False |
False |
172,158 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
47.5% |
209.5 |
4.9% |
31% |
False |
False |
129,184 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
47.5% |
184.5 |
4.3% |
31% |
False |
False |
103,394 |
120 |
5,969.0 |
3,652.5 |
2,316.5 |
54.0% |
162.5 |
3.8% |
27% |
False |
False |
86,192 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,869.0 |
2.618 |
4,659.5 |
1.618 |
4,531.0 |
1.000 |
4,451.5 |
0.618 |
4,402.5 |
HIGH |
4,323.0 |
0.618 |
4,274.0 |
0.500 |
4,259.0 |
0.382 |
4,243.5 |
LOW |
4,194.5 |
0.618 |
4,115.0 |
1.000 |
4,066.0 |
1.618 |
3,986.5 |
2.618 |
3,858.0 |
4.250 |
3,648.5 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,277.5 |
4,254.0 |
PP |
4,268.0 |
4,221.0 |
S1 |
4,259.0 |
4,188.0 |
|