Trading Metrics calculated at close of trading on 26-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,579.0 |
4,534.0 |
-45.0 |
-1.0% |
4,692.5 |
High |
4,708.0 |
4,678.0 |
-30.0 |
-0.6% |
4,747.0 |
Low |
4,466.0 |
4,427.5 |
-38.5 |
-0.9% |
4,034.0 |
Close |
4,580.0 |
4,594.0 |
14.0 |
0.3% |
4,089.0 |
Range |
242.0 |
250.5 |
8.5 |
3.5% |
713.0 |
ATR |
327.0 |
321.5 |
-5.5 |
-1.7% |
0.0 |
Volume |
213,763 |
169,201 |
-44,562 |
-20.8% |
1,072,585 |
|
Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,318.0 |
5,206.5 |
4,731.8 |
|
R3 |
5,067.5 |
4,956.0 |
4,662.9 |
|
R2 |
4,817.0 |
4,817.0 |
4,639.9 |
|
R1 |
4,705.5 |
4,705.5 |
4,617.0 |
4,761.3 |
PP |
4,566.5 |
4,566.5 |
4,566.5 |
4,594.4 |
S1 |
4,455.0 |
4,455.0 |
4,571.0 |
4,510.8 |
S2 |
4,316.0 |
4,316.0 |
4,548.1 |
|
S3 |
4,065.5 |
4,204.5 |
4,525.1 |
|
S4 |
3,815.0 |
3,954.0 |
4,456.2 |
|
|
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 |
4,708.0 |
4,034.0 |
674.0 |
14.7% |
309.5 |
6.7% |
83% |
False |
False |
220,957 |
10 |
4,929.5 |
4,034.0 |
895.5 |
19.5% |
295.6 |
6.4% |
63% |
False |
False |
205,612 |
20 |
5,356.0 |
4,034.0 |
1,322.0 |
28.8% |
290.1 |
6.3% |
42% |
False |
False |
191,970 |
40 |
5,935.5 |
4,032.5 |
1,903.0 |
41.4% |
332.5 |
7.2% |
30% |
False |
False |
236,159 |
60 |
6,556.0 |
4,032.5 |
2,523.5 |
54.9% |
284.3 |
6.2% |
22% |
False |
False |
194,496 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
58.9% |
241.6 |
5.3% |
21% |
False |
False |
146,183 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
58.9% |
221.1 |
4.8% |
21% |
False |
False |
117,107 |
120 |
7,012.5 |
4,032.5 |
2,980.0 |
64.9% |
205.8 |
4.5% |
19% |
False |
False |
98,037 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,742.6 |
2.618 |
5,333.8 |
1.618 |
5,083.3 |
1.000 |
4,928.5 |
0.618 |
4,832.8 |
HIGH |
4,678.0 |
0.618 |
4,582.3 |
0.500 |
4,552.8 |
0.382 |
4,523.2 |
LOW |
4,427.5 |
0.618 |
4,272.7 |
1.000 |
4,177.0 |
1.618 |
4,022.2 |
2.618 |
3,771.7 |
4.250 |
3,362.9 |
|
|
Fisher Pivots for day following 26-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,580.3 |
4,541.4 |
PP |
4,566.5 |
4,488.8 |
S1 |
4,552.8 |
4,436.3 |
|