Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
810.50 |
749.75 |
-60.75 |
-7.5% |
862.00 |
High |
820.75 |
802.25 |
-18.50 |
-2.3% |
881.75 |
Low |
745.00 |
739.00 |
-6.00 |
-0.8% |
739.00 |
Close |
748.25 |
792.00 |
43.75 |
5.8% |
792.00 |
Range |
75.75 |
63.25 |
-12.50 |
-16.5% |
142.75 |
ATR |
60.99 |
61.15 |
0.16 |
0.3% |
0.00 |
Volume |
3,430,032 |
4,471,459 |
1,041,427 |
30.4% |
17,350,681 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
967.50 |
943.00 |
826.75 |
|
R3 |
904.25 |
879.75 |
809.50 |
|
R2 |
841.00 |
841.00 |
803.50 |
|
R1 |
816.50 |
816.50 |
797.75 |
828.75 |
PP |
777.75 |
777.75 |
777.75 |
784.00 |
S1 |
753.25 |
753.25 |
786.25 |
765.50 |
S2 |
714.50 |
714.50 |
780.50 |
|
S3 |
651.25 |
690.00 |
774.50 |
|
S4 |
588.00 |
626.75 |
757.25 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.50 |
1,155.00 |
870.50 |
|
R3 |
1,089.75 |
1,012.25 |
831.25 |
|
R2 |
947.00 |
947.00 |
818.25 |
|
R1 |
869.50 |
869.50 |
805.00 |
837.00 |
PP |
804.25 |
804.25 |
804.25 |
788.00 |
S1 |
726.75 |
726.75 |
779.00 |
694.00 |
S2 |
661.50 |
661.50 |
765.75 |
|
S3 |
518.75 |
584.00 |
752.75 |
|
S4 |
376.00 |
441.25 |
713.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
881.75 |
739.00 |
142.75 |
18.0% |
56.00 |
7.1% |
37% |
False |
True |
3,470,136 |
10 |
962.50 |
739.00 |
223.50 |
28.2% |
59.75 |
7.6% |
24% |
False |
True |
3,230,971 |
20 |
1,008.50 |
739.00 |
269.50 |
34.0% |
57.50 |
7.3% |
20% |
False |
True |
3,067,349 |
40 |
1,221.25 |
739.00 |
482.25 |
60.9% |
69.00 |
8.7% |
11% |
False |
True |
3,391,074 |
60 |
1,305.25 |
739.00 |
566.25 |
71.5% |
60.00 |
7.6% |
9% |
False |
True |
2,932,553 |
80 |
1,315.25 |
739.00 |
576.25 |
72.8% |
50.50 |
6.4% |
9% |
False |
True |
2,201,161 |
100 |
1,315.25 |
739.00 |
576.25 |
72.8% |
46.00 |
5.8% |
9% |
False |
True |
1,761,656 |
120 |
1,410.25 |
739.00 |
671.25 |
84.8% |
42.00 |
5.3% |
8% |
False |
True |
1,468,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,071.00 |
2.618 |
967.75 |
1.618 |
904.50 |
1.000 |
865.50 |
0.618 |
841.25 |
HIGH |
802.25 |
0.618 |
778.00 |
0.500 |
770.50 |
0.382 |
763.25 |
LOW |
739.00 |
0.618 |
700.00 |
1.000 |
675.75 |
1.618 |
636.75 |
2.618 |
573.50 |
4.250 |
470.25 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
785.00 |
802.50 |
PP |
777.75 |
799.00 |
S1 |
770.50 |
795.50 |
|