Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
851.50 |
905.00 |
53.50 |
6.3% |
937.00 |
High |
911.75 |
916.00 |
4.25 |
0.5% |
960.25 |
Low |
810.00 |
861.75 |
51.75 |
6.4% |
810.00 |
Close |
906.25 |
860.00 |
-46.25 |
-5.1% |
860.00 |
Range |
101.75 |
54.25 |
-47.50 |
-46.7% |
150.25 |
ATR |
62.65 |
62.05 |
-0.60 |
-1.0% |
0.00 |
Volume |
4,057 |
9,200 |
5,143 |
126.8% |
26,078 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,042.00 |
1,005.25 |
889.75 |
|
R3 |
987.75 |
951.00 |
875.00 |
|
R2 |
933.50 |
933.50 |
870.00 |
|
R1 |
896.75 |
896.75 |
865.00 |
888.00 |
PP |
879.25 |
879.25 |
879.25 |
875.00 |
S1 |
842.50 |
842.50 |
855.00 |
833.75 |
S2 |
825.00 |
825.00 |
850.00 |
|
S3 |
770.75 |
788.25 |
845.00 |
|
S4 |
716.50 |
734.00 |
830.25 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,327.50 |
1,244.00 |
942.75 |
|
R3 |
1,177.25 |
1,093.75 |
901.25 |
|
R2 |
1,027.00 |
1,027.00 |
887.50 |
|
R1 |
943.50 |
943.50 |
873.75 |
910.00 |
PP |
876.75 |
876.75 |
876.75 |
860.00 |
S1 |
793.25 |
793.25 |
846.25 |
760.00 |
S2 |
726.50 |
726.50 |
832.50 |
|
S3 |
576.25 |
643.00 |
818.75 |
|
S4 |
426.00 |
492.75 |
777.25 |
|
|
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 |
17.5% |
63.25 |
7.4% |
33% |
False |
False |
5,215 |
10 |
1,006.50 |
810.00 |
196.50 |
22.8% |
53.50 |
6.2% |
25% |
False |
False |
4,308 |
20 |
1,006.50 |
810.00 |
196.50 |
22.8% |
60.75 |
7.1% |
25% |
False |
False |
3,795 |
40 |
1,252.00 |
810.00 |
442.00 |
51.4% |
65.75 |
7.7% |
11% |
False |
False |
5,131 |
60 |
1,303.75 |
810.00 |
493.75 |
57.4% |
53.50 |
6.2% |
10% |
False |
False |
3,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,146.50 |
2.618 |
1,058.00 |
1.618 |
1,003.75 |
1.000 |
970.25 |
0.618 |
949.50 |
HIGH |
916.00 |
0.618 |
895.25 |
0.500 |
889.00 |
0.382 |
882.50 |
LOW |
861.75 |
0.618 |
828.25 |
1.000 |
807.50 |
1.618 |
774.00 |
2.618 |
719.75 |
4.250 |
631.25 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
889.00 |
863.00 |
PP |
879.25 |
862.00 |
S1 |
869.50 |
861.00 |
|