Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
937.00 |
916.25 |
-20.75 |
-2.2% |
962.75 |
High |
960.25 |
924.50 |
-35.75 |
-3.7% |
1,006.50 |
Low |
904.25 |
881.25 |
-23.00 |
-2.5% |
896.00 |
Close |
919.75 |
891.00 |
-28.75 |
-3.1% |
934.50 |
Range |
56.00 |
43.25 |
-12.75 |
-22.8% |
110.50 |
ATR |
60.79 |
59.53 |
-1.25 |
-2.1% |
0.00 |
Volume |
5,162 |
2,667 |
-2,495 |
-48.3% |
17,006 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,028.75 |
1,003.00 |
914.75 |
|
R3 |
985.50 |
959.75 |
903.00 |
|
R2 |
942.25 |
942.25 |
899.00 |
|
R1 |
916.50 |
916.50 |
895.00 |
907.75 |
PP |
899.00 |
899.00 |
899.00 |
894.50 |
S1 |
873.25 |
873.25 |
887.00 |
864.50 |
S2 |
855.75 |
855.75 |
883.00 |
|
S3 |
812.50 |
830.00 |
879.00 |
|
S4 |
769.25 |
786.75 |
867.25 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.25 |
1,216.25 |
995.25 |
|
R3 |
1,166.75 |
1,105.75 |
965.00 |
|
R2 |
1,056.25 |
1,056.25 |
954.75 |
|
R1 |
995.25 |
995.25 |
944.75 |
970.50 |
PP |
945.75 |
945.75 |
945.75 |
933.25 |
S1 |
884.75 |
884.75 |
924.25 |
860.00 |
S2 |
835.25 |
835.25 |
914.25 |
|
S3 |
724.75 |
774.25 |
904.00 |
|
S4 |
614.25 |
663.75 |
873.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,006.50 |
881.25 |
125.25 |
14.1% |
51.00 |
5.7% |
8% |
False |
True |
3,591 |
10 |
1,006.50 |
881.25 |
125.25 |
14.1% |
45.75 |
5.1% |
8% |
False |
True |
3,304 |
20 |
1,007.75 |
824.75 |
183.00 |
20.5% |
63.50 |
7.1% |
36% |
False |
False |
4,030 |
40 |
1,281.75 |
824.75 |
457.00 |
51.3% |
65.25 |
7.3% |
14% |
False |
False |
4,683 |
60 |
1,303.75 |
824.75 |
479.00 |
53.8% |
50.00 |
5.6% |
14% |
False |
False |
3,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,108.25 |
2.618 |
1,037.75 |
1.618 |
994.50 |
1.000 |
967.75 |
0.618 |
951.25 |
HIGH |
924.50 |
0.618 |
908.00 |
0.500 |
903.00 |
0.382 |
897.75 |
LOW |
881.25 |
0.618 |
854.50 |
1.000 |
838.00 |
1.618 |
811.25 |
2.618 |
768.00 |
4.250 |
697.50 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
903.00 |
920.75 |
PP |
899.00 |
910.75 |
S1 |
895.00 |
901.00 |
|