Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,197.5 |
4,286.0 |
88.5 |
2.1% |
4,737.0 |
High |
4,331.5 |
4,659.5 |
328.0 |
7.6% |
4,778.5 |
Low |
4,066.0 |
4,195.0 |
129.0 |
3.2% |
4,066.0 |
Close |
4,113.5 |
4,607.5 |
494.0 |
12.0% |
4,113.5 |
Range |
265.5 |
464.5 |
199.0 |
75.0% |
712.5 |
ATR |
304.6 |
321.9 |
17.2 |
5.7% |
0.0 |
Volume |
3,102 |
2,560 |
-542 |
-17.5% |
8,212 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,880.8 |
5,708.7 |
4,863.0 |
|
R3 |
5,416.3 |
5,244.2 |
4,735.2 |
|
R2 |
4,951.8 |
4,951.8 |
4,692.7 |
|
R1 |
4,779.7 |
4,779.7 |
4,650.1 |
4,865.8 |
PP |
4,487.3 |
4,487.3 |
4,487.3 |
4,530.4 |
S1 |
4,315.2 |
4,315.2 |
4,564.9 |
4,401.3 |
S2 |
4,022.8 |
4,022.8 |
4,522.3 |
|
S3 |
3,558.3 |
3,850.7 |
4,479.8 |
|
S4 |
3,093.8 |
3,386.2 |
4,352.0 |
|
|
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 |
4,659.5 |
4,066.0 |
593.5 |
12.9% |
304.6 |
6.6% |
91% |
True |
False |
1,867 |
10 |
4,997.0 |
4,066.0 |
931.0 |
20.2% |
292.2 |
6.3% |
58% |
False |
False |
1,735 |
20 |
5,385.0 |
4,066.0 |
1,319.0 |
28.6% |
295.3 |
6.4% |
41% |
False |
False |
1,468 |
40 |
6,011.5 |
4,066.0 |
1,945.5 |
42.2% |
308.5 |
6.7% |
28% |
False |
False |
1,140 |
60 |
6,706.5 |
4,066.0 |
2,640.5 |
57.3% |
262.7 |
5.7% |
21% |
False |
False |
1,655 |
80 |
6,806.5 |
4,066.0 |
2,740.5 |
59.5% |
222.7 |
4.8% |
20% |
False |
False |
1,328 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
59.5% |
203.0 |
4.4% |
20% |
False |
False |
1,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,633.6 |
2.618 |
5,875.6 |
1.618 |
5,411.1 |
1.000 |
5,124.0 |
0.618 |
4,946.6 |
HIGH |
4,659.5 |
0.618 |
4,482.1 |
0.500 |
4,427.3 |
0.382 |
4,372.4 |
LOW |
4,195.0 |
0.618 |
3,907.9 |
1.000 |
3,730.5 |
1.618 |
3,443.4 |
2.618 |
2,978.9 |
4.250 |
2,220.9 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,547.4 |
4,525.9 |
PP |
4,487.3 |
4,444.3 |
S1 |
4,427.3 |
4,362.8 |
|