Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,620.0 |
4,841.0 |
221.0 |
4.8% |
5,089.0 |
High |
4,929.5 |
4,890.0 |
-39.5 |
-0.8% |
5,149.0 |
Low |
4,511.5 |
4,658.5 |
147.0 |
3.3% |
4,511.5 |
Close |
4,661.5 |
4,741.5 |
80.0 |
1.7% |
4,741.5 |
Range |
418.0 |
231.5 |
-186.5 |
-44.6% |
637.5 |
ATR |
344.6 |
336.5 |
-8.1 |
-2.3% |
0.0 |
Volume |
204,697 |
180,323 |
-24,374 |
-11.9% |
905,756 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,457.8 |
5,331.2 |
4,868.8 |
|
R3 |
5,226.3 |
5,099.7 |
4,805.2 |
|
R2 |
4,994.8 |
4,994.8 |
4,783.9 |
|
R1 |
4,868.2 |
4,868.2 |
4,762.7 |
4,815.8 |
PP |
4,763.3 |
4,763.3 |
4,763.3 |
4,737.1 |
S1 |
4,636.7 |
4,636.7 |
4,720.3 |
4,584.3 |
S2 |
4,531.8 |
4,531.8 |
4,699.1 |
|
S3 |
4,300.3 |
4,405.2 |
4,677.8 |
|
S4 |
4,068.8 |
4,173.7 |
4,614.2 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,713.2 |
6,364.8 |
5,092.1 |
|
R3 |
6,075.7 |
5,727.3 |
4,916.8 |
|
R2 |
5,438.2 |
5,438.2 |
4,858.4 |
|
R1 |
5,089.8 |
5,089.8 |
4,799.9 |
4,945.3 |
PP |
4,800.7 |
4,800.7 |
4,800.7 |
4,728.4 |
S1 |
4,452.3 |
4,452.3 |
4,683.1 |
4,307.8 |
S2 |
4,163.2 |
4,163.2 |
4,624.6 |
|
S3 |
3,525.7 |
3,814.8 |
4,566.2 |
|
S4 |
2,888.2 |
3,177.3 |
4,390.9 |
|
|
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 |
13.4% |
297.3 |
6.3% |
36% |
False |
False |
181,151 |
10 |
5,356.0 |
4,511.5 |
844.5 |
17.8% |
295.3 |
6.2% |
27% |
False |
False |
181,036 |
20 |
5,356.0 |
4,032.5 |
1,323.5 |
27.9% |
313.2 |
6.6% |
54% |
False |
False |
204,311 |
40 |
6,281.0 |
4,032.5 |
2,248.5 |
47.4% |
316.6 |
6.7% |
32% |
False |
False |
234,466 |
60 |
6,637.0 |
4,032.5 |
2,604.5 |
54.9% |
261.7 |
5.5% |
27% |
False |
False |
166,814 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
57.1% |
225.1 |
4.7% |
26% |
False |
False |
125,362 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
57.1% |
209.3 |
4.4% |
26% |
False |
False |
100,452 |
120 |
7,273.5 |
4,032.5 |
3,241.0 |
68.4% |
194.8 |
4.1% |
22% |
False |
False |
84,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,873.9 |
2.618 |
5,496.1 |
1.618 |
5,264.6 |
1.000 |
5,121.5 |
0.618 |
5,033.1 |
HIGH |
4,890.0 |
0.618 |
4,801.6 |
0.500 |
4,774.3 |
0.382 |
4,746.9 |
LOW |
4,658.5 |
0.618 |
4,515.4 |
1.000 |
4,427.0 |
1.618 |
4,283.9 |
2.618 |
4,052.4 |
4.250 |
3,674.6 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,774.3 |
4,734.5 |
PP |
4,763.3 |
4,727.5 |
S1 |
4,752.4 |
4,720.5 |
|