Trading Metrics calculated at close of trading on 18-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,692.5 |
4,554.0 |
-138.5 |
-3.0% |
5,089.0 |
High |
4,747.0 |
4,634.5 |
-112.5 |
-2.4% |
5,149.0 |
Low |
4,525.0 |
4,456.0 |
-69.0 |
-1.5% |
4,511.5 |
Close |
4,558.0 |
4,575.0 |
17.0 |
0.4% |
4,741.5 |
Range |
222.0 |
178.5 |
-43.5 |
-19.6% |
637.5 |
ATR |
328.4 |
317.7 |
-10.7 |
-3.3% |
0.0 |
Volume |
179,628 |
190,204 |
10,576 |
5.9% |
905,756 |
|
Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,090.7 |
5,011.3 |
4,673.2 |
|
R3 |
4,912.2 |
4,832.8 |
4,624.1 |
|
R2 |
4,733.7 |
4,733.7 |
4,607.7 |
|
R1 |
4,654.3 |
4,654.3 |
4,591.4 |
4,694.0 |
PP |
4,555.2 |
4,555.2 |
4,555.2 |
4,575.0 |
S1 |
4,475.8 |
4,475.8 |
4,558.6 |
4,515.5 |
S2 |
4,376.7 |
4,376.7 |
4,542.3 |
|
S3 |
4,198.2 |
4,297.3 |
4,525.9 |
|
S4 |
4,019.7 |
4,118.8 |
4,476.8 |
|
|
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 |
4,929.5 |
4,456.0 |
473.5 |
10.3% |
276.4 |
6.0% |
25% |
False |
True |
190,763 |
10 |
5,344.0 |
4,456.0 |
888.0 |
19.4% |
287.9 |
6.3% |
13% |
False |
True |
188,710 |
20 |
5,356.0 |
4,032.5 |
1,323.5 |
28.9% |
310.6 |
6.8% |
41% |
False |
False |
205,132 |
40 |
6,255.0 |
4,032.5 |
2,222.5 |
48.6% |
318.2 |
7.0% |
24% |
False |
False |
233,970 |
60 |
6,637.0 |
4,032.5 |
2,604.5 |
56.9% |
264.4 |
5.8% |
21% |
False |
False |
172,941 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
59.1% |
226.4 |
4.9% |
20% |
False |
False |
129,964 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
59.1% |
210.5 |
4.6% |
20% |
False |
False |
104,139 |
120 |
7,174.0 |
4,032.5 |
3,141.5 |
68.7% |
196.4 |
4.3% |
17% |
False |
False |
87,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,393.1 |
2.618 |
5,101.8 |
1.618 |
4,923.3 |
1.000 |
4,813.0 |
0.618 |
4,744.8 |
HIGH |
4,634.5 |
0.618 |
4,566.3 |
0.500 |
4,545.3 |
0.382 |
4,524.2 |
LOW |
4,456.0 |
0.618 |
4,345.7 |
1.000 |
4,277.5 |
1.618 |
4,167.2 |
2.618 |
3,988.7 |
4.250 |
3,697.4 |
|
|
Fisher Pivots for day following 18-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,565.1 |
4,673.0 |
PP |
4,555.2 |
4,640.3 |
S1 |
4,545.3 |
4,607.7 |
|