Trading Metrics calculated at close of trading on 26-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
847.25 |
853.00 |
5.75 |
0.7% |
862.00 |
High |
874.00 |
887.75 |
13.75 |
1.6% |
881.75 |
Low |
833.50 |
829.50 |
-4.00 |
-0.5% |
739.00 |
Close |
853.25 |
886.25 |
33.00 |
3.9% |
792.00 |
Range |
40.50 |
58.25 |
17.75 |
43.8% |
142.75 |
ATR |
61.13 |
60.92 |
-0.21 |
-0.3% |
0.00 |
Volume |
3,413,398 |
3,116,154 |
-297,244 |
-8.7% |
17,350,681 |
|
Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,042.50 |
1,022.75 |
918.25 |
|
R3 |
984.25 |
964.50 |
902.25 |
|
R2 |
926.00 |
926.00 |
897.00 |
|
R1 |
906.25 |
906.25 |
891.50 |
916.00 |
PP |
867.75 |
867.75 |
867.75 |
872.75 |
S1 |
848.00 |
848.00 |
881.00 |
858.00 |
S2 |
809.50 |
809.50 |
875.50 |
|
S3 |
751.25 |
789.75 |
870.25 |
|
S4 |
693.00 |
731.50 |
854.25 |
|
|
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 |
887.75 |
739.00 |
148.75 |
16.8% |
64.25 |
7.2% |
99% |
True |
False |
3,741,978 |
10 |
918.00 |
739.00 |
179.00 |
20.2% |
61.50 |
7.0% |
82% |
False |
False |
3,560,991 |
20 |
1,008.50 |
739.00 |
269.50 |
30.4% |
54.50 |
6.2% |
55% |
False |
False |
3,107,246 |
40 |
1,174.00 |
739.00 |
435.00 |
49.1% |
68.50 |
7.7% |
34% |
False |
False |
3,433,708 |
60 |
1,291.25 |
739.00 |
552.25 |
62.3% |
62.00 |
7.0% |
27% |
False |
False |
3,111,922 |
80 |
1,315.25 |
739.00 |
576.25 |
65.0% |
52.00 |
5.9% |
26% |
False |
False |
2,336,139 |
100 |
1,315.25 |
739.00 |
576.25 |
65.0% |
47.00 |
5.3% |
26% |
False |
False |
1,869,692 |
120 |
1,371.75 |
739.00 |
632.75 |
71.4% |
42.75 |
4.8% |
23% |
False |
False |
1,558,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,135.25 |
2.618 |
1,040.25 |
1.618 |
982.00 |
1.000 |
946.00 |
0.618 |
923.75 |
HIGH |
887.75 |
0.618 |
865.50 |
0.500 |
858.50 |
0.382 |
851.75 |
LOW |
829.50 |
0.618 |
793.50 |
1.000 |
771.25 |
1.618 |
735.25 |
2.618 |
677.00 |
4.250 |
582.00 |
|
|
Fisher Pivots for day following 26-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
877.00 |
869.25 |
PP |
867.75 |
852.50 |
S1 |
858.50 |
835.50 |
|