Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
916.25 |
896.00 |
-20.25 |
-2.2% |
962.75 |
High |
924.50 |
907.25 |
-17.25 |
-1.9% |
1,006.50 |
Low |
881.25 |
846.25 |
-35.00 |
-4.0% |
896.00 |
Close |
891.00 |
851.50 |
-39.50 |
-4.4% |
934.50 |
Range |
43.25 |
61.00 |
17.75 |
41.0% |
110.50 |
ATR |
59.53 |
59.64 |
0.10 |
0.2% |
0.00 |
Volume |
2,667 |
4,992 |
2,325 |
87.2% |
17,006 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,051.25 |
1,012.50 |
885.00 |
|
R3 |
990.25 |
951.50 |
868.25 |
|
R2 |
929.25 |
929.25 |
862.75 |
|
R1 |
890.50 |
890.50 |
857.00 |
879.50 |
PP |
868.25 |
868.25 |
868.25 |
862.75 |
S1 |
829.50 |
829.50 |
846.00 |
818.50 |
S2 |
807.25 |
807.25 |
840.25 |
|
S3 |
746.25 |
768.50 |
834.75 |
|
S4 |
685.25 |
707.50 |
818.00 |
|
|
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 |
960.25 |
846.25 |
114.00 |
13.4% |
51.00 |
6.0% |
5% |
False |
True |
3,850 |
10 |
1,006.50 |
846.25 |
160.25 |
18.8% |
46.00 |
5.4% |
3% |
False |
True |
3,379 |
20 |
1,006.50 |
824.75 |
181.75 |
21.3% |
61.00 |
7.2% |
15% |
False |
False |
3,982 |
40 |
1,281.75 |
824.75 |
457.00 |
53.7% |
65.25 |
7.7% |
6% |
False |
False |
4,805 |
60 |
1,303.75 |
824.75 |
479.00 |
56.3% |
51.00 |
6.0% |
6% |
False |
False |
3,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,166.50 |
2.618 |
1,067.00 |
1.618 |
1,006.00 |
1.000 |
968.25 |
0.618 |
945.00 |
HIGH |
907.25 |
0.618 |
884.00 |
0.500 |
876.75 |
0.382 |
869.50 |
LOW |
846.25 |
0.618 |
808.50 |
1.000 |
785.25 |
1.618 |
747.50 |
2.618 |
686.50 |
4.250 |
587.00 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
876.75 |
903.25 |
PP |
868.25 |
886.00 |
S1 |
860.00 |
868.75 |
|