Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,259.0 |
4,197.5 |
-61.5 |
-1.4% |
4,737.0 |
High |
4,363.0 |
4,331.5 |
-31.5 |
-0.7% |
4,778.5 |
Low |
4,079.5 |
4,066.0 |
-13.5 |
-0.3% |
4,066.0 |
Close |
4,263.0 |
4,113.5 |
-149.5 |
-3.5% |
4,113.5 |
Range |
283.5 |
265.5 |
-18.0 |
-6.3% |
712.5 |
ATR |
307.6 |
304.6 |
-3.0 |
-1.0% |
0.0 |
Volume |
1,864 |
3,102 |
1,238 |
66.4% |
8,212 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,966.8 |
4,805.7 |
4,259.5 |
|
R3 |
4,701.3 |
4,540.2 |
4,186.5 |
|
R2 |
4,435.8 |
4,435.8 |
4,162.2 |
|
R1 |
4,274.7 |
4,274.7 |
4,137.8 |
4,222.5 |
PP |
4,170.3 |
4,170.3 |
4,170.3 |
4,144.3 |
S1 |
4,009.2 |
4,009.2 |
4,089.2 |
3,957.0 |
S2 |
3,904.8 |
3,904.8 |
4,064.8 |
|
S3 |
3,639.3 |
3,743.7 |
4,040.5 |
|
S4 |
3,373.8 |
3,478.2 |
3,967.5 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,456.8 |
5,997.7 |
4,505.4 |
|
R3 |
5,744.3 |
5,285.2 |
4,309.4 |
|
R2 |
5,031.8 |
5,031.8 |
4,244.1 |
|
R1 |
4,572.7 |
4,572.7 |
4,178.8 |
4,446.0 |
PP |
4,319.3 |
4,319.3 |
4,319.3 |
4,256.0 |
S1 |
3,860.2 |
3,860.2 |
4,048.2 |
3,733.5 |
S2 |
3,606.8 |
3,606.8 |
3,982.9 |
|
S3 |
2,894.3 |
3,147.7 |
3,917.6 |
|
S4 |
2,181.8 |
2,435.2 |
3,721.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,778.5 |
4,066.0 |
712.5 |
17.3% |
256.2 |
6.2% |
7% |
False |
True |
1,642 |
10 |
5,183.0 |
4,066.0 |
1,117.0 |
27.2% |
271.5 |
6.6% |
4% |
False |
True |
1,606 |
20 |
5,385.0 |
4,066.0 |
1,319.0 |
32.1% |
291.4 |
7.1% |
4% |
False |
True |
1,391 |
40 |
6,165.0 |
4,066.0 |
2,099.0 |
51.0% |
310.3 |
7.5% |
2% |
False |
True |
1,100 |
60 |
6,706.5 |
4,066.0 |
2,640.5 |
64.2% |
256.7 |
6.2% |
2% |
False |
True |
1,617 |
80 |
6,806.5 |
4,066.0 |
2,740.5 |
66.6% |
217.7 |
5.3% |
2% |
False |
True |
1,299 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
66.6% |
199.6 |
4.9% |
2% |
False |
True |
1,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,459.9 |
2.618 |
5,026.6 |
1.618 |
4,761.1 |
1.000 |
4,597.0 |
0.618 |
4,495.6 |
HIGH |
4,331.5 |
0.618 |
4,230.1 |
0.500 |
4,198.8 |
0.382 |
4,167.4 |
LOW |
4,066.0 |
0.618 |
3,901.9 |
1.000 |
3,800.5 |
1.618 |
3,636.4 |
2.618 |
3,370.9 |
4.250 |
2,937.6 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,198.8 |
4,361.5 |
PP |
4,170.3 |
4,278.8 |
S1 |
4,141.9 |
4,196.2 |
|