Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
853.00 |
877.25 |
24.25 |
2.8% |
801.00 |
High |
887.75 |
897.00 |
9.25 |
1.0% |
897.00 |
Low |
829.50 |
875.00 |
45.50 |
5.5% |
783.25 |
Close |
886.25 |
895.25 |
9.00 |
1.0% |
895.25 |
Range |
58.25 |
22.00 |
-36.25 |
-62.2% |
113.75 |
ATR |
60.92 |
58.14 |
-2.78 |
-4.6% |
0.00 |
Volume |
3,116,154 |
2,177,331 |
-938,823 |
-30.1% |
12,985,730 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
955.00 |
947.25 |
907.25 |
|
R3 |
933.00 |
925.25 |
901.25 |
|
R2 |
911.00 |
911.00 |
899.25 |
|
R1 |
903.25 |
903.25 |
897.25 |
907.00 |
PP |
889.00 |
889.00 |
889.00 |
891.00 |
S1 |
881.25 |
881.25 |
893.25 |
885.00 |
S2 |
867.00 |
867.00 |
891.25 |
|
S3 |
845.00 |
859.25 |
889.25 |
|
S4 |
823.00 |
837.25 |
883.25 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,199.75 |
1,161.25 |
957.75 |
|
R3 |
1,086.00 |
1,047.50 |
926.50 |
|
R2 |
972.25 |
972.25 |
916.00 |
|
R1 |
933.75 |
933.75 |
905.75 |
953.00 |
PP |
858.50 |
858.50 |
858.50 |
868.00 |
S1 |
820.00 |
820.00 |
884.75 |
839.25 |
S2 |
744.75 |
744.75 |
874.50 |
|
S3 |
631.00 |
706.25 |
864.00 |
|
S4 |
517.25 |
592.50 |
832.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
897.00 |
739.00 |
158.00 |
17.6% |
53.50 |
6.0% |
99% |
True |
False |
3,491,437 |
10 |
918.00 |
739.00 |
179.00 |
20.0% |
54.00 |
6.0% |
87% |
False |
False |
3,478,569 |
20 |
1,008.50 |
739.00 |
269.50 |
30.1% |
53.50 |
6.0% |
58% |
False |
False |
3,054,107 |
40 |
1,161.00 |
739.00 |
422.00 |
47.1% |
67.75 |
7.6% |
37% |
False |
False |
3,425,553 |
60 |
1,291.25 |
739.00 |
552.25 |
61.7% |
61.75 |
6.9% |
28% |
False |
False |
3,147,678 |
80 |
1,315.25 |
739.00 |
576.25 |
64.4% |
52.00 |
5.8% |
27% |
False |
False |
2,363,325 |
100 |
1,315.25 |
739.00 |
576.25 |
64.4% |
46.75 |
5.2% |
27% |
False |
False |
1,891,455 |
120 |
1,371.75 |
739.00 |
632.75 |
70.7% |
42.75 |
4.8% |
25% |
False |
False |
1,576,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
990.50 |
2.618 |
954.50 |
1.618 |
932.50 |
1.000 |
919.00 |
0.618 |
910.50 |
HIGH |
897.00 |
0.618 |
888.50 |
0.500 |
886.00 |
0.382 |
883.50 |
LOW |
875.00 |
0.618 |
861.50 |
1.000 |
853.00 |
1.618 |
839.50 |
2.618 |
817.50 |
4.250 |
781.50 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
892.25 |
884.50 |
PP |
889.00 |
874.00 |
S1 |
886.00 |
863.25 |
|