Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,240.0 |
4,189.0 |
-51.0 |
-1.2% |
4,692.5 |
High |
4,345.5 |
4,307.5 |
-38.0 |
-0.9% |
4,747.0 |
Low |
4,043.0 |
4,034.0 |
-9.0 |
-0.2% |
4,034.0 |
Close |
4,238.0 |
4,089.0 |
-149.0 |
-3.5% |
4,089.0 |
Range |
302.5 |
273.5 |
-29.0 |
-9.6% |
713.0 |
ATR |
319.9 |
316.5 |
-3.3 |
-1.0% |
0.0 |
Volume |
256,828 |
249,435 |
-7,393 |
-2.9% |
1,072,585 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,964.0 |
4,800.0 |
4,239.4 |
|
R3 |
4,690.5 |
4,526.5 |
4,164.2 |
|
R2 |
4,417.0 |
4,417.0 |
4,139.1 |
|
R1 |
4,253.0 |
4,253.0 |
4,114.1 |
4,198.3 |
PP |
4,143.5 |
4,143.5 |
4,143.5 |
4,116.1 |
S1 |
3,979.5 |
3,979.5 |
4,063.9 |
3,924.8 |
S2 |
3,870.0 |
3,870.0 |
4,038.9 |
|
S3 |
3,596.5 |
3,706.0 |
4,013.8 |
|
S4 |
3,323.0 |
3,432.5 |
3,938.6 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,429.0 |
5,972.0 |
4,481.2 |
|
R3 |
5,716.0 |
5,259.0 |
4,285.1 |
|
R2 |
5,003.0 |
5,003.0 |
4,219.7 |
|
R1 |
4,546.0 |
4,546.0 |
4,154.4 |
4,418.0 |
PP |
4,290.0 |
4,290.0 |
4,290.0 |
4,226.0 |
S1 |
3,833.0 |
3,833.0 |
4,023.6 |
3,705.0 |
S2 |
3,577.0 |
3,577.0 |
3,958.3 |
|
S3 |
2,864.0 |
3,120.0 |
3,892.9 |
|
S4 |
2,151.0 |
2,407.0 |
3,696.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,747.0 |
4,034.0 |
713.0 |
17.4% |
266.9 |
6.5% |
8% |
False |
True |
214,517 |
10 |
5,149.0 |
4,034.0 |
1,115.0 |
27.3% |
282.1 |
6.9% |
5% |
False |
True |
197,834 |
20 |
5,356.0 |
4,034.0 |
1,322.0 |
32.3% |
305.4 |
7.5% |
4% |
False |
True |
202,441 |
40 |
6,091.5 |
4,032.5 |
2,059.0 |
50.4% |
332.3 |
8.1% |
3% |
False |
False |
237,953 |
60 |
6,637.0 |
4,032.5 |
2,604.5 |
63.7% |
274.2 |
6.7% |
2% |
False |
False |
184,581 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
66.2% |
234.3 |
5.7% |
2% |
False |
False |
138,727 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
66.2% |
215.5 |
5.3% |
2% |
False |
False |
111,144 |
120 |
7,012.5 |
4,032.5 |
2,980.0 |
72.9% |
200.5 |
4.9% |
2% |
False |
False |
93,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,469.9 |
2.618 |
5,023.5 |
1.618 |
4,750.0 |
1.000 |
4,581.0 |
0.618 |
4,476.5 |
HIGH |
4,307.5 |
0.618 |
4,203.0 |
0.500 |
4,170.8 |
0.382 |
4,138.5 |
LOW |
4,034.0 |
0.618 |
3,865.0 |
1.000 |
3,760.5 |
1.618 |
3,591.5 |
2.618 |
3,318.0 |
4.250 |
2,871.6 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,170.8 |
4,336.0 |
PP |
4,143.5 |
4,253.7 |
S1 |
4,116.3 |
4,171.3 |
|