Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
749.75 |
801.00 |
51.25 |
6.8% |
862.00 |
High |
802.25 |
866.25 |
64.00 |
8.0% |
881.75 |
Low |
739.00 |
783.25 |
44.25 |
6.0% |
739.00 |
Close |
792.00 |
848.00 |
56.00 |
7.1% |
792.00 |
Range |
63.25 |
83.00 |
19.75 |
31.2% |
142.75 |
ATR |
61.15 |
62.71 |
1.56 |
2.6% |
0.00 |
Volume |
4,471,459 |
4,278,847 |
-192,612 |
-4.3% |
17,350,681 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,081.50 |
1,047.75 |
893.75 |
|
R3 |
998.50 |
964.75 |
870.75 |
|
R2 |
915.50 |
915.50 |
863.25 |
|
R1 |
881.75 |
881.75 |
855.50 |
898.50 |
PP |
832.50 |
832.50 |
832.50 |
841.00 |
S1 |
798.75 |
798.75 |
840.50 |
815.50 |
S2 |
749.50 |
749.50 |
832.75 |
|
S3 |
666.50 |
715.75 |
825.25 |
|
S4 |
583.50 |
632.75 |
802.25 |
|
|
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 |
869.00 |
739.00 |
130.00 |
15.3% |
65.50 |
7.7% |
84% |
False |
False |
3,651,459 |
10 |
927.25 |
739.00 |
188.25 |
22.2% |
62.50 |
7.4% |
58% |
False |
False |
3,389,029 |
20 |
1,008.50 |
739.00 |
269.50 |
31.8% |
58.25 |
6.9% |
40% |
False |
False |
3,115,538 |
40 |
1,175.75 |
739.00 |
436.75 |
51.5% |
68.50 |
8.1% |
25% |
False |
False |
3,442,408 |
60 |
1,305.25 |
739.00 |
566.25 |
66.8% |
61.25 |
7.2% |
19% |
False |
False |
3,003,603 |
80 |
1,315.25 |
739.00 |
576.25 |
68.0% |
51.50 |
6.1% |
19% |
False |
False |
2,254,595 |
100 |
1,315.25 |
739.00 |
576.25 |
68.0% |
46.75 |
5.5% |
19% |
False |
False |
1,804,431 |
120 |
1,374.00 |
739.00 |
635.00 |
74.9% |
42.25 |
5.0% |
17% |
False |
False |
1,503,977 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,219.00 |
2.618 |
1,083.50 |
1.618 |
1,000.50 |
1.000 |
949.25 |
0.618 |
917.50 |
HIGH |
866.25 |
0.618 |
834.50 |
0.500 |
824.75 |
0.382 |
815.00 |
LOW |
783.25 |
0.618 |
732.00 |
1.000 |
700.25 |
1.618 |
649.00 |
2.618 |
566.00 |
4.250 |
430.50 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
840.25 |
833.00 |
PP |
832.50 |
817.75 |
S1 |
824.75 |
802.50 |
|