Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,880.0 |
4,620.0 |
-260.0 |
-5.3% |
5,095.0 |
High |
4,894.0 |
4,929.5 |
35.5 |
0.7% |
5,356.0 |
Low |
4,562.0 |
4,511.5 |
-50.5 |
-1.1% |
4,699.0 |
Close |
4,624.5 |
4,661.5 |
37.0 |
0.8% |
4,936.5 |
Range |
332.0 |
418.0 |
86.0 |
25.9% |
657.0 |
ATR |
339.0 |
344.6 |
5.6 |
1.7% |
0.0 |
Volume |
198,964 |
204,697 |
5,733 |
2.9% |
904,604 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,954.8 |
5,726.2 |
4,891.4 |
|
R3 |
5,536.8 |
5,308.2 |
4,776.5 |
|
R2 |
5,118.8 |
5,118.8 |
4,738.1 |
|
R1 |
4,890.2 |
4,890.2 |
4,699.8 |
5,004.5 |
PP |
4,700.8 |
4,700.8 |
4,700.8 |
4,758.0 |
S1 |
4,472.2 |
4,472.2 |
4,623.2 |
4,586.5 |
S2 |
4,282.8 |
4,282.8 |
4,584.9 |
|
S3 |
3,864.8 |
4,054.2 |
4,546.6 |
|
S4 |
3,446.8 |
3,636.2 |
4,431.6 |
|
|
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 |
5,149.0 |
4,511.5 |
637.5 |
13.7% |
305.7 |
6.6% |
24% |
False |
True |
184,430 |
10 |
5,356.0 |
4,511.5 |
844.5 |
18.1% |
304.6 |
6.5% |
18% |
False |
True |
180,284 |
20 |
5,356.0 |
4,032.5 |
1,323.5 |
28.4% |
320.6 |
6.9% |
48% |
False |
False |
208,385 |
40 |
6,301.5 |
4,032.5 |
2,269.0 |
48.7% |
315.4 |
6.8% |
28% |
False |
False |
236,891 |
60 |
6,637.0 |
4,032.5 |
2,604.5 |
55.9% |
259.9 |
5.6% |
24% |
False |
False |
163,826 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
58.0% |
224.0 |
4.8% |
23% |
False |
False |
123,121 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
58.0% |
208.1 |
4.5% |
23% |
False |
False |
98,656 |
120 |
7,292.0 |
4,032.5 |
3,259.5 |
69.9% |
193.2 |
4.1% |
19% |
False |
False |
82,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,706.0 |
2.618 |
6,023.8 |
1.618 |
5,605.8 |
1.000 |
5,347.5 |
0.618 |
5,187.8 |
HIGH |
4,929.5 |
0.618 |
4,769.8 |
0.500 |
4,720.5 |
0.382 |
4,671.2 |
LOW |
4,511.5 |
0.618 |
4,253.2 |
1.000 |
4,093.5 |
1.618 |
3,835.2 |
2.618 |
3,417.2 |
4.250 |
2,735.0 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,720.5 |
4,742.3 |
PP |
4,700.8 |
4,715.3 |
S1 |
4,681.2 |
4,688.4 |
|