Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
893.50 |
854.00 |
-39.50 |
-4.4% |
965.75 |
High |
911.00 |
913.75 |
2.75 |
0.3% |
1,008.50 |
Low |
848.50 |
816.75 |
-31.75 |
-3.7% |
897.00 |
Close |
853.50 |
907.75 |
54.25 |
6.4% |
936.25 |
Range |
62.50 |
97.00 |
34.50 |
55.2% |
111.50 |
ATR |
60.66 |
63.26 |
2.60 |
4.3% |
0.00 |
Volume |
2,679,092 |
3,001,549 |
322,457 |
12.0% |
12,856,321 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,170.50 |
1,136.00 |
961.00 |
|
R3 |
1,073.50 |
1,039.00 |
934.50 |
|
R2 |
976.50 |
976.50 |
925.50 |
|
R1 |
942.00 |
942.00 |
916.75 |
959.25 |
PP |
879.50 |
879.50 |
879.50 |
888.00 |
S1 |
845.00 |
845.00 |
898.75 |
862.25 |
S2 |
782.50 |
782.50 |
890.00 |
|
S3 |
685.50 |
748.00 |
881.00 |
|
S4 |
588.50 |
651.00 |
854.50 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.75 |
1,220.50 |
997.50 |
|
R3 |
1,170.25 |
1,109.00 |
967.00 |
|
R2 |
1,058.75 |
1,058.75 |
956.75 |
|
R1 |
997.50 |
997.50 |
946.50 |
972.50 |
PP |
947.25 |
947.25 |
947.25 |
934.75 |
S1 |
886.00 |
886.00 |
926.00 |
861.00 |
S2 |
835.75 |
835.75 |
915.75 |
|
S3 |
724.25 |
774.50 |
905.50 |
|
S4 |
612.75 |
663.00 |
875.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
962.50 |
816.75 |
145.75 |
16.1% |
59.50 |
6.6% |
62% |
False |
True |
2,804,292 |
10 |
1,008.50 |
816.75 |
191.75 |
21.1% |
53.00 |
5.8% |
47% |
False |
True |
2,629,645 |
20 |
1,008.50 |
816.75 |
191.75 |
21.1% |
62.00 |
6.8% |
47% |
False |
True |
3,043,177 |
40 |
1,291.25 |
816.75 |
474.50 |
52.3% |
67.50 |
7.4% |
19% |
False |
True |
3,371,594 |
60 |
1,305.25 |
816.75 |
488.50 |
53.8% |
56.50 |
6.2% |
19% |
False |
True |
2,570,667 |
80 |
1,315.25 |
816.75 |
498.50 |
54.9% |
48.25 |
5.3% |
18% |
False |
True |
1,928,921 |
100 |
1,322.75 |
816.75 |
506.00 |
55.7% |
44.00 |
4.9% |
18% |
False |
True |
1,543,869 |
120 |
1,410.25 |
816.75 |
593.50 |
65.4% |
39.75 |
4.4% |
15% |
False |
True |
1,286,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.00 |
2.618 |
1,167.75 |
1.618 |
1,070.75 |
1.000 |
1,010.75 |
0.618 |
973.75 |
HIGH |
913.75 |
0.618 |
876.75 |
0.500 |
865.25 |
0.382 |
853.75 |
LOW |
816.75 |
0.618 |
756.75 |
1.000 |
719.75 |
1.618 |
659.75 |
2.618 |
562.75 |
4.250 |
404.50 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
893.50 |
895.75 |
PP |
879.50 |
884.00 |
S1 |
865.25 |
872.00 |
|