Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,841.0 |
4,692.5 |
-148.5 |
-3.1% |
5,089.0 |
High |
4,890.0 |
4,747.0 |
-143.0 |
-2.9% |
5,149.0 |
Low |
4,658.5 |
4,525.0 |
-133.5 |
-2.9% |
4,511.5 |
Close |
4,741.5 |
4,558.0 |
-183.5 |
-3.9% |
4,741.5 |
Range |
231.5 |
222.0 |
-9.5 |
-4.1% |
637.5 |
ATR |
336.5 |
328.4 |
-8.2 |
-2.4% |
0.0 |
Volume |
180,323 |
179,628 |
-695 |
-0.4% |
905,756 |
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,276.0 |
5,139.0 |
4,680.1 |
|
R3 |
5,054.0 |
4,917.0 |
4,619.1 |
|
R2 |
4,832.0 |
4,832.0 |
4,598.7 |
|
R1 |
4,695.0 |
4,695.0 |
4,578.4 |
4,652.5 |
PP |
4,610.0 |
4,610.0 |
4,610.0 |
4,588.8 |
S1 |
4,473.0 |
4,473.0 |
4,537.7 |
4,430.5 |
S2 |
4,388.0 |
4,388.0 |
4,517.3 |
|
S3 |
4,166.0 |
4,251.0 |
4,497.0 |
|
S4 |
3,944.0 |
4,029.0 |
4,435.9 |
|
|
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 |
4,973.0 |
4,511.5 |
461.5 |
10.1% |
288.7 |
6.3% |
10% |
False |
False |
186,496 |
10 |
5,356.0 |
4,511.5 |
844.5 |
18.5% |
304.3 |
6.7% |
6% |
False |
False |
186,167 |
20 |
5,356.0 |
4,032.5 |
1,323.5 |
29.0% |
314.5 |
6.9% |
40% |
False |
False |
204,724 |
40 |
6,255.0 |
4,032.5 |
2,222.5 |
48.8% |
316.9 |
7.0% |
24% |
False |
False |
233,799 |
60 |
6,637.0 |
4,032.5 |
2,604.5 |
57.1% |
263.6 |
5.8% |
20% |
False |
False |
169,790 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
59.4% |
226.4 |
5.0% |
19% |
False |
False |
127,596 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
59.4% |
210.2 |
4.6% |
19% |
False |
False |
102,243 |
120 |
7,193.0 |
4,032.5 |
3,160.5 |
69.3% |
195.5 |
4.3% |
17% |
False |
False |
85,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,690.5 |
2.618 |
5,328.2 |
1.618 |
5,106.2 |
1.000 |
4,969.0 |
0.618 |
4,884.2 |
HIGH |
4,747.0 |
0.618 |
4,662.2 |
0.500 |
4,636.0 |
0.382 |
4,609.8 |
LOW |
4,525.0 |
0.618 |
4,387.8 |
1.000 |
4,303.0 |
1.618 |
4,165.8 |
2.618 |
3,943.8 |
4.250 |
3,581.5 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,636.0 |
4,720.5 |
PP |
4,610.0 |
4,666.3 |
S1 |
4,584.0 |
4,612.2 |
|