Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
801.00 |
847.25 |
46.25 |
5.8% |
862.00 |
High |
866.25 |
874.00 |
7.75 |
0.9% |
881.75 |
Low |
783.25 |
833.50 |
50.25 |
6.4% |
739.00 |
Close |
848.00 |
853.25 |
5.25 |
0.6% |
792.00 |
Range |
83.00 |
40.50 |
-42.50 |
-51.2% |
142.75 |
ATR |
62.71 |
61.13 |
-1.59 |
-2.5% |
0.00 |
Volume |
4,278,847 |
3,413,398 |
-865,449 |
-20.2% |
17,350,681 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
975.00 |
954.75 |
875.50 |
|
R3 |
934.50 |
914.25 |
864.50 |
|
R2 |
894.00 |
894.00 |
860.75 |
|
R1 |
873.75 |
873.75 |
857.00 |
884.00 |
PP |
853.50 |
853.50 |
853.50 |
858.75 |
S1 |
833.25 |
833.25 |
849.50 |
843.50 |
S2 |
813.00 |
813.00 |
845.75 |
|
S3 |
772.50 |
792.75 |
842.00 |
|
S4 |
732.00 |
752.25 |
831.00 |
|
|
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 |
874.00 |
739.00 |
135.00 |
15.8% |
64.75 |
7.6% |
85% |
True |
False |
3,774,292 |
10 |
918.00 |
739.00 |
179.00 |
21.0% |
62.00 |
7.3% |
64% |
False |
False |
3,517,285 |
20 |
1,008.50 |
739.00 |
269.50 |
31.6% |
54.50 |
6.4% |
42% |
False |
False |
3,139,859 |
40 |
1,174.00 |
739.00 |
435.00 |
51.0% |
67.75 |
7.9% |
26% |
False |
False |
3,429,040 |
60 |
1,291.25 |
739.00 |
552.25 |
64.7% |
61.25 |
7.2% |
21% |
False |
False |
3,060,320 |
80 |
1,315.25 |
739.00 |
576.25 |
67.5% |
51.75 |
6.1% |
20% |
False |
False |
2,297,212 |
100 |
1,315.25 |
739.00 |
576.25 |
67.5% |
46.75 |
5.5% |
20% |
False |
False |
1,838,552 |
120 |
1,371.75 |
739.00 |
632.75 |
74.2% |
42.50 |
5.0% |
18% |
False |
False |
1,532,421 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,046.00 |
2.618 |
980.00 |
1.618 |
939.50 |
1.000 |
914.50 |
0.618 |
899.00 |
HIGH |
874.00 |
0.618 |
858.50 |
0.500 |
853.75 |
0.382 |
849.00 |
LOW |
833.50 |
0.618 |
808.50 |
1.000 |
793.00 |
1.618 |
768.00 |
2.618 |
727.50 |
4.250 |
661.50 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
853.75 |
837.75 |
PP |
853.50 |
822.00 |
S1 |
853.50 |
806.50 |
|