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 |
4,596.0 |
4,874.5 |
278.5 |
6.1% |
5,130.0 |
High |
4,944.0 |
4,919.0 |
-25.0 |
-0.5% |
5,183.0 |
Low |
4,547.0 |
4,690.0 |
143.0 |
3.1% |
4,547.0 |
Close |
4,691.0 |
4,771.0 |
80.0 |
1.7% |
4,771.0 |
Range |
397.0 |
229.0 |
-168.0 |
-42.3% |
636.0 |
ATR |
330.5 |
323.2 |
-7.2 |
-2.2% |
0.0 |
Volume |
1,847 |
1,467 |
-380 |
-20.6% |
7,848 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,480.3 |
5,354.7 |
4,897.0 |
|
R3 |
5,251.3 |
5,125.7 |
4,834.0 |
|
R2 |
5,022.3 |
5,022.3 |
4,813.0 |
|
R1 |
4,896.7 |
4,896.7 |
4,792.0 |
4,845.0 |
PP |
4,793.3 |
4,793.3 |
4,793.3 |
4,767.5 |
S1 |
4,667.7 |
4,667.7 |
4,750.0 |
4,616.0 |
S2 |
4,564.3 |
4,564.3 |
4,729.0 |
|
S3 |
4,335.3 |
4,438.7 |
4,708.0 |
|
S4 |
4,106.3 |
4,209.7 |
4,645.1 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,741.7 |
6,392.3 |
5,120.8 |
|
R3 |
6,105.7 |
5,756.3 |
4,945.9 |
|
R2 |
5,469.7 |
5,469.7 |
4,887.6 |
|
R1 |
5,120.3 |
5,120.3 |
4,829.3 |
4,977.0 |
PP |
4,833.7 |
4,833.7 |
4,833.7 |
4,762.0 |
S1 |
4,484.3 |
4,484.3 |
4,712.7 |
4,341.0 |
S2 |
4,197.7 |
4,197.7 |
4,654.4 |
|
S3 |
3,561.7 |
3,848.3 |
4,596.1 |
|
S4 |
2,925.7 |
3,212.3 |
4,421.2 |
|
|
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 |
13.3% |
286.8 |
6.0% |
35% |
False |
False |
1,569 |
10 |
5,385.0 |
4,547.0 |
838.0 |
17.6% |
281.2 |
5.9% |
27% |
False |
False |
1,229 |
20 |
5,385.0 |
4,076.5 |
1,308.5 |
27.4% |
297.2 |
6.2% |
53% |
False |
False |
1,201 |
40 |
6,345.0 |
4,076.5 |
2,268.5 |
47.5% |
294.5 |
6.2% |
31% |
False |
False |
1,006 |
60 |
6,706.5 |
4,076.5 |
2,630.0 |
55.1% |
244.9 |
5.1% |
26% |
False |
False |
1,521 |
80 |
6,806.5 |
4,076.5 |
2,730.0 |
57.2% |
208.3 |
4.4% |
25% |
False |
False |
1,219 |
100 |
6,806.5 |
4,076.5 |
2,730.0 |
57.2% |
192.7 |
4.0% |
25% |
False |
False |
1,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,892.3 |
2.618 |
5,518.5 |
1.618 |
5,289.5 |
1.000 |
5,148.0 |
0.618 |
5,060.5 |
HIGH |
4,919.0 |
0.618 |
4,831.5 |
0.500 |
4,804.5 |
0.382 |
4,777.5 |
LOW |
4,690.0 |
0.618 |
4,548.5 |
1.000 |
4,461.0 |
1.618 |
4,319.5 |
2.618 |
4,090.5 |
4.250 |
3,716.8 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,804.5 |
4,762.5 |
PP |
4,793.3 |
4,754.0 |
S1 |
4,782.2 |
4,745.5 |
|