Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,874.5 |
4,737.0 |
-137.5 |
-2.8% |
5,130.0 |
High |
4,919.0 |
4,778.5 |
-140.5 |
-2.9% |
5,183.0 |
Low |
4,690.0 |
4,556.0 |
-134.0 |
-2.9% |
4,547.0 |
Close |
4,771.0 |
4,587.0 |
-184.0 |
-3.9% |
4,771.0 |
Range |
229.0 |
222.5 |
-6.5 |
-2.8% |
636.0 |
ATR |
323.2 |
316.0 |
-7.2 |
-2.2% |
0.0 |
Volume |
1,467 |
1,437 |
-30 |
-2.0% |
7,848 |
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,308.0 |
5,170.0 |
4,709.4 |
|
R3 |
5,085.5 |
4,947.5 |
4,648.2 |
|
R2 |
4,863.0 |
4,863.0 |
4,627.8 |
|
R1 |
4,725.0 |
4,725.0 |
4,607.4 |
4,682.8 |
PP |
4,640.5 |
4,640.5 |
4,640.5 |
4,619.4 |
S1 |
4,502.5 |
4,502.5 |
4,566.6 |
4,460.3 |
S2 |
4,418.0 |
4,418.0 |
4,546.2 |
|
S3 |
4,195.5 |
4,280.0 |
4,525.8 |
|
S4 |
3,973.0 |
4,057.5 |
4,464.6 |
|
|
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 |
4,997.0 |
4,547.0 |
450.0 |
9.8% |
279.8 |
6.1% |
9% |
False |
False |
1,604 |
10 |
5,385.0 |
4,547.0 |
838.0 |
18.3% |
292.1 |
6.4% |
5% |
False |
False |
1,304 |
20 |
5,385.0 |
4,076.5 |
1,308.5 |
28.5% |
299.1 |
6.5% |
39% |
False |
False |
1,212 |
40 |
6,318.5 |
4,076.5 |
2,242.0 |
48.9% |
294.9 |
6.4% |
23% |
False |
False |
1,017 |
60 |
6,706.5 |
4,076.5 |
2,630.0 |
57.3% |
246.8 |
5.4% |
19% |
False |
False |
1,538 |
80 |
6,806.5 |
4,076.5 |
2,730.0 |
59.5% |
209.9 |
4.6% |
19% |
False |
False |
1,233 |
100 |
6,806.5 |
4,076.5 |
2,730.0 |
59.5% |
193.9 |
4.2% |
19% |
False |
False |
1,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,724.1 |
2.618 |
5,361.0 |
1.618 |
5,138.5 |
1.000 |
5,001.0 |
0.618 |
4,916.0 |
HIGH |
4,778.5 |
0.618 |
4,693.5 |
0.500 |
4,667.3 |
0.382 |
4,641.0 |
LOW |
4,556.0 |
0.618 |
4,418.5 |
1.000 |
4,333.5 |
1.618 |
4,196.0 |
2.618 |
3,973.5 |
4.250 |
3,610.4 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,667.3 |
4,745.5 |
PP |
4,640.5 |
4,692.7 |
S1 |
4,613.8 |
4,639.8 |
|