Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,286.0 |
4,608.0 |
322.0 |
7.5% |
4,737.0 |
High |
4,659.5 |
4,721.0 |
61.5 |
1.3% |
4,778.5 |
Low |
4,195.0 |
4,511.0 |
316.0 |
7.5% |
4,066.0 |
Close |
4,607.5 |
4,608.5 |
1.0 |
0.0% |
4,113.5 |
Range |
464.5 |
210.0 |
-254.5 |
-54.8% |
712.5 |
ATR |
321.9 |
313.9 |
-8.0 |
-2.5% |
0.0 |
Volume |
2,560 |
1,403 |
-1,157 |
-45.2% |
8,212 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,243.5 |
5,136.0 |
4,724.0 |
|
R3 |
5,033.5 |
4,926.0 |
4,666.3 |
|
R2 |
4,823.5 |
4,823.5 |
4,647.0 |
|
R1 |
4,716.0 |
4,716.0 |
4,627.8 |
4,769.8 |
PP |
4,613.5 |
4,613.5 |
4,613.5 |
4,640.4 |
S1 |
4,506.0 |
4,506.0 |
4,589.3 |
4,559.8 |
S2 |
4,403.5 |
4,403.5 |
4,570.0 |
|
S3 |
4,193.5 |
4,296.0 |
4,550.8 |
|
S4 |
3,983.5 |
4,086.0 |
4,493.0 |
|
|
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 |
4,721.0 |
4,066.0 |
655.0 |
14.2% |
313.7 |
6.8% |
83% |
True |
False |
2,009 |
10 |
4,944.0 |
4,066.0 |
878.0 |
19.1% |
290.2 |
6.3% |
62% |
False |
False |
1,747 |
20 |
5,385.0 |
4,066.0 |
1,319.0 |
28.6% |
276.6 |
6.0% |
41% |
False |
False |
1,360 |
40 |
5,989.0 |
4,066.0 |
1,923.0 |
41.7% |
307.2 |
6.7% |
28% |
False |
False |
1,153 |
60 |
6,675.5 |
4,066.0 |
2,609.5 |
56.6% |
263.3 |
5.7% |
21% |
False |
False |
1,663 |
80 |
6,806.5 |
4,066.0 |
2,740.5 |
59.5% |
223.2 |
4.8% |
20% |
False |
False |
1,344 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
59.5% |
203.5 |
4.4% |
20% |
False |
False |
1,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,613.5 |
2.618 |
5,270.8 |
1.618 |
5,060.8 |
1.000 |
4,931.0 |
0.618 |
4,850.8 |
HIGH |
4,721.0 |
0.618 |
4,640.8 |
0.500 |
4,616.0 |
0.382 |
4,591.2 |
LOW |
4,511.0 |
0.618 |
4,381.2 |
1.000 |
4,301.0 |
1.618 |
4,171.2 |
2.618 |
3,961.2 |
4.250 |
3,618.5 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,616.0 |
4,536.8 |
PP |
4,613.5 |
4,465.2 |
S1 |
4,611.0 |
4,393.5 |
|