Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
5,089.0 |
4,951.5 |
-137.5 |
-2.7% |
5,095.0 |
High |
5,149.0 |
4,973.0 |
-176.0 |
-3.4% |
5,356.0 |
Low |
4,884.0 |
4,733.0 |
-151.0 |
-3.1% |
4,699.0 |
Close |
5,043.0 |
4,778.5 |
-264.5 |
-5.2% |
4,936.5 |
Range |
265.0 |
240.0 |
-25.0 |
-9.4% |
657.0 |
ATR |
341.8 |
339.5 |
-2.3 |
-0.7% |
0.0 |
Volume |
152,900 |
168,872 |
15,972 |
10.4% |
904,604 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,548.2 |
5,403.3 |
4,910.5 |
|
R3 |
5,308.2 |
5,163.3 |
4,844.5 |
|
R2 |
5,068.2 |
5,068.2 |
4,822.5 |
|
R1 |
4,923.3 |
4,923.3 |
4,800.5 |
4,875.8 |
PP |
4,828.2 |
4,828.2 |
4,828.2 |
4,804.4 |
S1 |
4,683.3 |
4,683.3 |
4,756.5 |
4,635.8 |
S2 |
4,588.2 |
4,588.2 |
4,734.5 |
|
S3 |
4,348.2 |
4,443.3 |
4,712.5 |
|
S4 |
4,108.2 |
4,203.3 |
4,646.5 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,968.2 |
6,609.3 |
5,297.9 |
|
R3 |
6,311.2 |
5,952.3 |
5,117.2 |
|
R2 |
5,654.2 |
5,654.2 |
5,057.0 |
|
R1 |
5,295.3 |
5,295.3 |
4,996.7 |
5,146.3 |
PP |
4,997.2 |
4,997.2 |
4,997.2 |
4,922.6 |
S1 |
4,638.3 |
4,638.3 |
4,876.3 |
4,489.3 |
S2 |
4,340.2 |
4,340.2 |
4,816.1 |
|
S3 |
3,683.2 |
3,981.3 |
4,755.8 |
|
S4 |
3,026.2 |
3,324.3 |
4,575.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,344.0 |
4,699.0 |
645.0 |
13.5% |
299.4 |
6.3% |
12% |
False |
False |
186,657 |
10 |
5,356.0 |
4,651.5 |
704.5 |
14.7% |
277.8 |
5.8% |
18% |
False |
False |
180,912 |
20 |
5,356.0 |
4,032.5 |
1,323.5 |
27.7% |
330.5 |
6.9% |
56% |
False |
False |
219,190 |
40 |
6,301.5 |
4,032.5 |
2,269.0 |
47.5% |
309.6 |
6.5% |
33% |
False |
False |
231,919 |
60 |
6,637.0 |
4,032.5 |
2,604.5 |
54.5% |
249.8 |
5.2% |
29% |
False |
False |
157,171 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
56.6% |
217.9 |
4.6% |
28% |
False |
False |
118,097 |
100 |
6,775.0 |
4,032.5 |
2,742.5 |
57.4% |
203.2 |
4.3% |
27% |
False |
False |
94,651 |
120 |
7,292.0 |
4,032.5 |
3,259.5 |
68.2% |
188.7 |
3.9% |
23% |
False |
False |
79,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,993.0 |
2.618 |
5,601.3 |
1.618 |
5,361.3 |
1.000 |
5,213.0 |
0.618 |
5,121.3 |
HIGH |
4,973.0 |
0.618 |
4,881.3 |
0.500 |
4,853.0 |
0.382 |
4,824.7 |
LOW |
4,733.0 |
0.618 |
4,584.7 |
1.000 |
4,493.0 |
1.618 |
4,344.7 |
2.618 |
4,104.7 |
4.250 |
3,713.0 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,853.0 |
4,941.0 |
PP |
4,828.2 |
4,886.8 |
S1 |
4,803.3 |
4,832.7 |
|