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 |
4,904.0 |
4,596.0 |
-308.0 |
-6.3% |
5,130.0 |
High |
4,915.5 |
4,944.0 |
28.5 |
0.6% |
5,385.0 |
Low |
4,595.0 |
4,547.0 |
-48.0 |
-1.0% |
4,735.0 |
Close |
4,654.5 |
4,691.0 |
36.5 |
0.8% |
4,971.0 |
Range |
320.5 |
397.0 |
76.5 |
23.9% |
650.0 |
ATR |
325.4 |
330.5 |
5.1 |
1.6% |
0.0 |
Volume |
1,983 |
1,847 |
-136 |
-6.9% |
4,447 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,918.3 |
5,701.7 |
4,909.4 |
|
R3 |
5,521.3 |
5,304.7 |
4,800.2 |
|
R2 |
5,124.3 |
5,124.3 |
4,763.8 |
|
R1 |
4,907.7 |
4,907.7 |
4,727.4 |
5,016.0 |
PP |
4,727.3 |
4,727.3 |
4,727.3 |
4,781.5 |
S1 |
4,510.7 |
4,510.7 |
4,654.6 |
4,619.0 |
S2 |
4,330.3 |
4,330.3 |
4,618.2 |
|
S3 |
3,933.3 |
4,113.7 |
4,581.8 |
|
S4 |
3,536.3 |
3,716.7 |
4,472.7 |
|
|
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 |
5,183.0 |
4,547.0 |
636.0 |
13.6% |
291.1 |
6.2% |
23% |
False |
True |
1,362 |
10 |
5,385.0 |
4,547.0 |
838.0 |
17.9% |
289.4 |
6.2% |
17% |
False |
True |
1,158 |
20 |
5,385.0 |
4,076.5 |
1,308.5 |
27.9% |
303.1 |
6.5% |
47% |
False |
False |
1,151 |
40 |
6,353.5 |
4,076.5 |
2,277.0 |
48.5% |
292.8 |
6.2% |
27% |
False |
False |
1,014 |
60 |
6,706.5 |
4,076.5 |
2,630.0 |
56.1% |
243.2 |
5.2% |
23% |
False |
False |
1,506 |
80 |
6,806.5 |
4,076.5 |
2,730.0 |
58.2% |
207.1 |
4.4% |
23% |
False |
False |
1,211 |
100 |
6,806.5 |
4,076.5 |
2,730.0 |
58.2% |
191.3 |
4.1% |
23% |
False |
False |
1,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,631.3 |
2.618 |
5,983.3 |
1.618 |
5,586.3 |
1.000 |
5,341.0 |
0.618 |
5,189.3 |
HIGH |
4,944.0 |
0.618 |
4,792.3 |
0.500 |
4,745.5 |
0.382 |
4,698.7 |
LOW |
4,547.0 |
0.618 |
4,301.7 |
1.000 |
4,150.0 |
1.618 |
3,904.7 |
2.618 |
3,507.7 |
4.250 |
2,859.8 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,745.5 |
4,772.0 |
PP |
4,727.3 |
4,745.0 |
S1 |
4,709.2 |
4,718.0 |
|