Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
896.00 |
851.50 |
-44.50 |
-5.0% |
962.75 |
High |
907.25 |
911.75 |
4.50 |
0.5% |
1,006.50 |
Low |
846.25 |
810.00 |
-36.25 |
-4.3% |
896.00 |
Close |
851.50 |
906.25 |
54.75 |
6.4% |
934.50 |
Range |
61.00 |
101.75 |
40.75 |
66.8% |
110.50 |
ATR |
59.64 |
62.65 |
3.01 |
5.0% |
0.00 |
Volume |
4,992 |
4,057 |
-935 |
-18.7% |
17,006 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,181.25 |
1,145.50 |
962.25 |
|
R3 |
1,079.50 |
1,043.75 |
934.25 |
|
R2 |
977.75 |
977.75 |
925.00 |
|
R1 |
942.00 |
942.00 |
915.50 |
960.00 |
PP |
876.00 |
876.00 |
876.00 |
885.00 |
S1 |
840.25 |
840.25 |
897.00 |
858.00 |
S2 |
774.25 |
774.25 |
887.50 |
|
S3 |
672.50 |
738.50 |
878.25 |
|
S4 |
570.75 |
636.75 |
850.25 |
|
|
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 |
960.25 |
810.00 |
150.25 |
16.6% |
59.50 |
6.6% |
64% |
False |
True |
4,319 |
10 |
1,006.50 |
810.00 |
196.50 |
21.7% |
52.25 |
5.8% |
49% |
False |
True |
3,614 |
20 |
1,006.50 |
810.00 |
196.50 |
21.7% |
62.00 |
6.8% |
49% |
False |
True |
3,746 |
40 |
1,281.75 |
810.00 |
471.75 |
52.1% |
65.75 |
7.3% |
20% |
False |
True |
4,905 |
60 |
1,303.75 |
810.00 |
493.75 |
54.5% |
52.75 |
5.8% |
19% |
False |
True |
3,277 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,344.25 |
2.618 |
1,178.25 |
1.618 |
1,076.50 |
1.000 |
1,013.50 |
0.618 |
974.75 |
HIGH |
911.75 |
0.618 |
873.00 |
0.500 |
861.00 |
0.382 |
848.75 |
LOW |
810.00 |
0.618 |
747.00 |
1.000 |
708.25 |
1.618 |
645.25 |
2.618 |
543.50 |
4.250 |
377.50 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
891.00 |
893.25 |
PP |
876.00 |
880.25 |
S1 |
861.00 |
867.25 |
|