Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
847.75 |
862.50 |
14.75 |
1.7% |
937.00 |
High |
867.00 |
863.50 |
-3.50 |
-0.4% |
960.25 |
Low |
823.50 |
802.75 |
-20.75 |
-2.5% |
810.00 |
Close |
864.75 |
810.50 |
-54.25 |
-6.3% |
860.00 |
Range |
43.50 |
60.75 |
17.25 |
39.7% |
150.25 |
ATR |
58.88 |
59.10 |
0.22 |
0.4% |
0.00 |
Volume |
8,287 |
7,265 |
-1,022 |
-12.3% |
26,078 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,007.75 |
970.00 |
844.00 |
|
R3 |
947.00 |
909.25 |
827.25 |
|
R2 |
886.25 |
886.25 |
821.75 |
|
R1 |
848.50 |
848.50 |
816.00 |
837.00 |
PP |
825.50 |
825.50 |
825.50 |
820.00 |
S1 |
787.75 |
787.75 |
805.00 |
776.25 |
S2 |
764.75 |
764.75 |
799.25 |
|
S3 |
704.00 |
727.00 |
793.75 |
|
S4 |
643.25 |
666.25 |
777.00 |
|
|
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 |
916.00 |
802.75 |
113.25 |
14.0% |
59.00 |
7.3% |
7% |
False |
True |
7,446 |
10 |
960.25 |
802.75 |
157.50 |
19.4% |
55.00 |
6.8% |
5% |
False |
True |
5,648 |
20 |
1,006.50 |
802.75 |
203.75 |
25.1% |
57.75 |
7.1% |
4% |
False |
True |
4,634 |
40 |
1,227.25 |
802.75 |
424.50 |
52.4% |
66.75 |
8.2% |
2% |
False |
True |
5,575 |
60 |
1,303.75 |
802.75 |
501.00 |
61.8% |
55.50 |
6.8% |
2% |
False |
True |
3,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,121.75 |
2.618 |
1,022.50 |
1.618 |
961.75 |
1.000 |
924.25 |
0.618 |
901.00 |
HIGH |
863.50 |
0.618 |
840.25 |
0.500 |
833.00 |
0.382 |
826.00 |
LOW |
802.75 |
0.618 |
765.25 |
1.000 |
742.00 |
1.618 |
704.50 |
2.618 |
643.75 |
4.250 |
544.50 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
833.00 |
841.50 |
PP |
825.50 |
831.00 |
S1 |
818.00 |
820.75 |
|