Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,554.0 |
4,624.5 |
70.5 |
1.5% |
5,089.0 |
High |
4,634.5 |
4,638.0 |
3.5 |
0.1% |
5,149.0 |
Low |
4,456.0 |
4,280.0 |
-176.0 |
-3.9% |
4,511.5 |
Close |
4,575.0 |
4,354.0 |
-221.0 |
-4.8% |
4,741.5 |
Range |
178.5 |
358.0 |
179.5 |
100.6% |
637.5 |
ATR |
317.7 |
320.5 |
2.9 |
0.9% |
0.0 |
Volume |
190,204 |
196,490 |
6,286 |
3.3% |
905,756 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,498.0 |
5,284.0 |
4,550.9 |
|
R3 |
5,140.0 |
4,926.0 |
4,452.5 |
|
R2 |
4,782.0 |
4,782.0 |
4,419.6 |
|
R1 |
4,568.0 |
4,568.0 |
4,386.8 |
4,496.0 |
PP |
4,424.0 |
4,424.0 |
4,424.0 |
4,388.0 |
S1 |
4,210.0 |
4,210.0 |
4,321.2 |
4,138.0 |
S2 |
4,066.0 |
4,066.0 |
4,288.4 |
|
S3 |
3,708.0 |
3,852.0 |
4,255.6 |
|
S4 |
3,350.0 |
3,494.0 |
4,157.1 |
|
|
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 |
4,280.0 |
649.5 |
14.9% |
281.6 |
6.5% |
11% |
False |
True |
190,268 |
10 |
5,149.0 |
4,280.0 |
869.0 |
20.0% |
291.4 |
6.7% |
9% |
False |
True |
191,541 |
20 |
5,356.0 |
4,032.5 |
1,323.5 |
30.4% |
310.2 |
7.1% |
24% |
False |
False |
205,413 |
40 |
6,255.0 |
4,032.5 |
2,222.5 |
51.0% |
324.8 |
7.5% |
14% |
False |
False |
234,856 |
60 |
6,637.0 |
4,032.5 |
2,604.5 |
59.8% |
268.7 |
6.2% |
12% |
False |
False |
176,195 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
62.1% |
229.8 |
5.3% |
12% |
False |
False |
132,412 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
62.1% |
212.8 |
4.9% |
12% |
False |
False |
106,101 |
120 |
7,174.0 |
4,032.5 |
3,141.5 |
72.2% |
198.6 |
4.6% |
10% |
False |
False |
88,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,159.5 |
2.618 |
5,575.2 |
1.618 |
5,217.2 |
1.000 |
4,996.0 |
0.618 |
4,859.2 |
HIGH |
4,638.0 |
0.618 |
4,501.2 |
0.500 |
4,459.0 |
0.382 |
4,416.8 |
LOW |
4,280.0 |
0.618 |
4,058.8 |
1.000 |
3,922.0 |
1.618 |
3,700.8 |
2.618 |
3,342.8 |
4.250 |
2,758.5 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,459.0 |
4,513.5 |
PP |
4,424.0 |
4,460.3 |
S1 |
4,389.0 |
4,407.2 |
|