Trading Metrics calculated at close of trading on 27-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,534.0 |
4,633.0 |
99.0 |
2.2% |
4,692.5 |
High |
4,678.0 |
4,693.0 |
15.0 |
0.3% |
4,747.0 |
Low |
4,427.5 |
4,595.0 |
167.5 |
3.8% |
4,034.0 |
Close |
4,594.0 |
4,681.5 |
87.5 |
1.9% |
4,089.0 |
Range |
250.5 |
98.0 |
-152.5 |
-60.9% |
713.0 |
ATR |
321.5 |
305.6 |
-15.9 |
-4.9% |
0.0 |
Volume |
169,201 |
62,607 |
-106,594 |
-63.0% |
1,072,585 |
|
Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,950.5 |
4,914.0 |
4,735.4 |
|
R3 |
4,852.5 |
4,816.0 |
4,708.5 |
|
R2 |
4,754.5 |
4,754.5 |
4,699.5 |
|
R1 |
4,718.0 |
4,718.0 |
4,690.5 |
4,736.3 |
PP |
4,656.5 |
4,656.5 |
4,656.5 |
4,665.6 |
S1 |
4,620.0 |
4,620.0 |
4,672.5 |
4,638.3 |
S2 |
4,558.5 |
4,558.5 |
4,663.5 |
|
S3 |
4,460.5 |
4,522.0 |
4,654.6 |
|
S4 |
4,362.5 |
4,424.0 |
4,627.6 |
|
|
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 |
4,708.0 |
4,034.0 |
674.0 |
14.4% |
268.6 |
5.7% |
96% |
False |
False |
182,113 |
10 |
4,890.0 |
4,034.0 |
856.0 |
18.3% |
263.6 |
5.6% |
76% |
False |
False |
191,403 |
20 |
5,356.0 |
4,034.0 |
1,322.0 |
28.2% |
284.1 |
6.1% |
49% |
False |
False |
185,844 |
40 |
5,899.0 |
4,032.5 |
1,866.5 |
39.9% |
328.5 |
7.0% |
35% |
False |
False |
232,860 |
60 |
6,432.0 |
4,032.5 |
2,399.5 |
51.3% |
281.7 |
6.0% |
27% |
False |
False |
195,469 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
57.8% |
241.3 |
5.2% |
24% |
False |
False |
146,956 |
100 |
6,738.0 |
4,032.5 |
2,705.5 |
57.8% |
220.9 |
4.7% |
24% |
False |
False |
117,723 |
120 |
7,012.5 |
4,032.5 |
2,980.0 |
63.7% |
205.9 |
4.4% |
22% |
False |
False |
98,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,109.5 |
2.618 |
4,949.6 |
1.618 |
4,851.6 |
1.000 |
4,791.0 |
0.618 |
4,753.6 |
HIGH |
4,693.0 |
0.618 |
4,655.6 |
0.500 |
4,644.0 |
0.382 |
4,632.4 |
LOW |
4,595.0 |
0.618 |
4,534.4 |
1.000 |
4,497.0 |
1.618 |
4,436.4 |
2.618 |
4,338.4 |
4.250 |
4,178.5 |
|
|
Fisher Pivots for day following 27-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,669.0 |
4,643.6 |
PP |
4,656.5 |
4,605.7 |
S1 |
4,644.0 |
4,567.8 |
|