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 |
5,130.0 |
4,977.0 |
-153.0 |
-3.0% |
5,130.0 |
High |
5,183.0 |
4,997.0 |
-186.0 |
-3.6% |
5,385.0 |
Low |
4,925.5 |
4,767.0 |
-158.5 |
-3.2% |
4,735.0 |
Close |
5,077.0 |
4,809.5 |
-267.5 |
-5.3% |
4,971.0 |
Range |
257.5 |
230.0 |
-27.5 |
-10.7% |
650.0 |
ATR |
326.9 |
325.7 |
-1.2 |
-0.4% |
0.0 |
Volume |
1,262 |
1,289 |
27 |
2.1% |
4,447 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,547.8 |
5,408.7 |
4,936.0 |
|
R3 |
5,317.8 |
5,178.7 |
4,872.8 |
|
R2 |
5,087.8 |
5,087.8 |
4,851.7 |
|
R1 |
4,948.7 |
4,948.7 |
4,830.6 |
4,903.3 |
PP |
4,857.8 |
4,857.8 |
4,857.8 |
4,835.1 |
S1 |
4,718.7 |
4,718.7 |
4,788.4 |
4,673.3 |
S2 |
4,627.8 |
4,627.8 |
4,767.3 |
|
S3 |
4,397.8 |
4,488.7 |
4,746.3 |
|
S4 |
4,167.8 |
4,258.7 |
4,683.0 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,980.3 |
6,625.7 |
5,328.5 |
|
R3 |
6,330.3 |
5,975.7 |
5,149.8 |
|
R2 |
5,680.3 |
5,680.3 |
5,090.2 |
|
R1 |
5,325.7 |
5,325.7 |
5,030.6 |
5,178.0 |
PP |
5,030.3 |
5,030.3 |
5,030.3 |
4,956.5 |
S1 |
4,675.7 |
4,675.7 |
4,911.4 |
4,528.0 |
S2 |
4,380.3 |
4,380.3 |
4,851.8 |
|
S3 |
3,730.3 |
4,025.7 |
4,792.3 |
|
S4 |
3,080.3 |
3,375.7 |
4,613.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,372.0 |
4,735.0 |
637.0 |
13.2% |
285.0 |
5.9% |
12% |
False |
False |
1,098 |
10 |
5,385.0 |
4,690.0 |
695.0 |
14.5% |
263.0 |
5.5% |
17% |
False |
False |
973 |
20 |
5,385.0 |
4,076.5 |
1,308.5 |
27.2% |
307.2 |
6.4% |
56% |
False |
False |
1,043 |
40 |
6,353.5 |
4,076.5 |
2,277.0 |
47.3% |
287.2 |
6.0% |
32% |
False |
False |
1,359 |
60 |
6,706.5 |
4,076.5 |
2,630.0 |
54.7% |
233.4 |
4.9% |
28% |
False |
False |
1,474 |
80 |
6,806.5 |
4,076.5 |
2,730.0 |
56.8% |
200.9 |
4.2% |
27% |
False |
False |
1,171 |
100 |
6,856.0 |
4,076.5 |
2,779.5 |
57.8% |
186.5 |
3.9% |
26% |
False |
False |
1,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,974.5 |
2.618 |
5,599.1 |
1.618 |
5,369.1 |
1.000 |
5,227.0 |
0.618 |
5,139.1 |
HIGH |
4,997.0 |
0.618 |
4,909.1 |
0.500 |
4,882.0 |
0.382 |
4,854.9 |
LOW |
4,767.0 |
0.618 |
4,624.9 |
1.000 |
4,537.0 |
1.618 |
4,394.9 |
2.618 |
4,164.9 |
4.250 |
3,789.5 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,882.0 |
4,975.0 |
PP |
4,857.8 |
4,919.8 |
S1 |
4,833.7 |
4,864.7 |
|