Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,189.0 |
4,262.0 |
73.0 |
1.7% |
4,692.5 |
High |
4,307.5 |
4,643.5 |
336.0 |
7.8% |
4,747.0 |
Low |
4,034.0 |
4,164.5 |
130.5 |
3.2% |
4,034.0 |
Close |
4,089.0 |
4,578.5 |
489.5 |
12.0% |
4,089.0 |
Range |
273.5 |
479.0 |
205.5 |
75.1% |
713.0 |
ATR |
316.5 |
333.5 |
17.0 |
5.4% |
0.0 |
Volume |
249,435 |
215,560 |
-33,875 |
-13.6% |
1,072,585 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,899.2 |
5,717.8 |
4,842.0 |
|
R3 |
5,420.2 |
5,238.8 |
4,710.2 |
|
R2 |
4,941.2 |
4,941.2 |
4,666.3 |
|
R1 |
4,759.8 |
4,759.8 |
4,622.4 |
4,850.5 |
PP |
4,462.2 |
4,462.2 |
4,462.2 |
4,507.5 |
S1 |
4,280.8 |
4,280.8 |
4,534.6 |
4,371.5 |
S2 |
3,983.2 |
3,983.2 |
4,490.7 |
|
S3 |
3,504.2 |
3,801.8 |
4,446.8 |
|
S4 |
3,025.2 |
3,322.8 |
4,315.1 |
|
|
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 |
4,643.5 |
4,034.0 |
609.5 |
13.3% |
318.3 |
7.0% |
89% |
True |
False |
221,703 |
10 |
4,973.0 |
4,034.0 |
939.0 |
20.5% |
303.5 |
6.6% |
58% |
False |
False |
204,100 |
20 |
5,356.0 |
4,034.0 |
1,322.0 |
28.9% |
308.2 |
6.7% |
41% |
False |
False |
200,404 |
40 |
5,965.0 |
4,032.5 |
1,932.5 |
42.2% |
331.3 |
7.2% |
28% |
False |
False |
236,448 |
60 |
6,637.0 |
4,032.5 |
2,604.5 |
56.9% |
280.4 |
6.1% |
21% |
False |
False |
188,164 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
59.1% |
239.3 |
5.2% |
20% |
False |
False |
141,412 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
59.1% |
218.9 |
4.8% |
20% |
False |
False |
113,291 |
120 |
7,012.5 |
4,032.5 |
2,980.0 |
65.1% |
204.0 |
4.5% |
18% |
False |
False |
94,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,679.3 |
2.618 |
5,897.5 |
1.618 |
5,418.5 |
1.000 |
5,122.5 |
0.618 |
4,939.5 |
HIGH |
4,643.5 |
0.618 |
4,460.5 |
0.500 |
4,404.0 |
0.382 |
4,347.5 |
LOW |
4,164.5 |
0.618 |
3,868.5 |
1.000 |
3,685.5 |
1.618 |
3,389.5 |
2.618 |
2,910.5 |
4.250 |
2,128.8 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,520.3 |
4,498.6 |
PP |
4,462.2 |
4,418.7 |
S1 |
4,404.0 |
4,338.8 |
|