Trading Metrics calculated at close of trading on 20-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
865.25 |
810.50 |
-54.75 |
-6.3% |
941.00 |
High |
866.00 |
820.75 |
-45.25 |
-5.2% |
962.50 |
Low |
804.25 |
745.00 |
-59.25 |
-7.4% |
816.75 |
Close |
812.50 |
748.25 |
-64.25 |
-7.9% |
861.50 |
Range |
61.75 |
75.75 |
14.00 |
22.7% |
145.75 |
ATR |
59.85 |
60.99 |
1.14 |
1.9% |
0.00 |
Volume |
3,277,728 |
3,430,032 |
152,304 |
4.6% |
14,959,031 |
|
Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
998.50 |
949.25 |
790.00 |
|
R3 |
922.75 |
873.50 |
769.00 |
|
R2 |
847.00 |
847.00 |
762.25 |
|
R1 |
797.75 |
797.75 |
755.25 |
784.50 |
PP |
771.25 |
771.25 |
771.25 |
764.75 |
S1 |
722.00 |
722.00 |
741.25 |
708.75 |
S2 |
695.50 |
695.50 |
734.25 |
|
S3 |
619.75 |
646.25 |
727.50 |
|
S4 |
544.00 |
570.50 |
706.50 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.50 |
1,235.25 |
941.75 |
|
R3 |
1,171.75 |
1,089.50 |
901.50 |
|
R2 |
1,026.00 |
1,026.00 |
888.25 |
|
R1 |
943.75 |
943.75 |
874.75 |
912.00 |
PP |
880.25 |
880.25 |
880.25 |
864.50 |
S1 |
798.00 |
798.00 |
848.25 |
766.25 |
S2 |
734.50 |
734.50 |
834.75 |
|
S3 |
588.75 |
652.25 |
821.50 |
|
S4 |
443.00 |
506.50 |
781.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
918.00 |
745.00 |
173.00 |
23.1% |
54.75 |
7.3% |
2% |
False |
True |
3,465,701 |
10 |
962.50 |
745.00 |
217.50 |
29.1% |
57.25 |
7.6% |
1% |
False |
True |
3,134,996 |
20 |
1,008.50 |
745.00 |
263.50 |
35.2% |
58.25 |
7.8% |
1% |
False |
True |
3,046,715 |
40 |
1,221.25 |
745.00 |
476.25 |
63.6% |
68.25 |
9.1% |
1% |
False |
True |
3,347,790 |
60 |
1,305.25 |
745.00 |
560.25 |
74.9% |
59.50 |
7.9% |
1% |
False |
True |
2,858,455 |
80 |
1,315.25 |
745.00 |
570.25 |
76.2% |
50.00 |
6.7% |
1% |
False |
True |
2,145,309 |
100 |
1,315.25 |
745.00 |
570.25 |
76.2% |
45.50 |
6.1% |
1% |
False |
True |
1,716,967 |
120 |
1,410.25 |
745.00 |
665.25 |
88.9% |
41.50 |
5.6% |
0% |
False |
True |
1,431,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,142.75 |
2.618 |
1,019.00 |
1.618 |
943.25 |
1.000 |
896.50 |
0.618 |
867.50 |
HIGH |
820.75 |
0.618 |
791.75 |
0.500 |
783.00 |
0.382 |
774.00 |
LOW |
745.00 |
0.618 |
698.25 |
1.000 |
669.25 |
1.618 |
622.50 |
2.618 |
546.75 |
4.250 |
423.00 |
|
|
Fisher Pivots for day following 20-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
783.00 |
807.00 |
PP |
771.25 |
787.50 |
S1 |
759.75 |
767.75 |
|