Trading Metrics calculated at close of trading on 26-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,608.0 |
4,551.0 |
-57.0 |
-1.2% |
4,737.0 |
High |
4,721.0 |
4,703.0 |
-18.0 |
-0.4% |
4,778.5 |
Low |
4,511.0 |
4,466.5 |
-44.5 |
-1.0% |
4,066.0 |
Close |
4,608.5 |
4,622.0 |
13.5 |
0.3% |
4,113.5 |
Range |
210.0 |
236.5 |
26.5 |
12.6% |
712.5 |
ATR |
313.9 |
308.3 |
-5.5 |
-1.8% |
0.0 |
Volume |
1,403 |
1,139 |
-264 |
-18.8% |
8,212 |
|
Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,306.7 |
5,200.8 |
4,752.1 |
|
R3 |
5,070.2 |
4,964.3 |
4,687.0 |
|
R2 |
4,833.7 |
4,833.7 |
4,665.4 |
|
R1 |
4,727.8 |
4,727.8 |
4,643.7 |
4,780.8 |
PP |
4,597.2 |
4,597.2 |
4,597.2 |
4,623.6 |
S1 |
4,491.3 |
4,491.3 |
4,600.3 |
4,544.3 |
S2 |
4,360.7 |
4,360.7 |
4,578.6 |
|
S3 |
4,124.2 |
4,254.8 |
4,557.0 |
|
S4 |
3,887.7 |
4,018.3 |
4,491.9 |
|
|
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% |
292.0 |
6.3% |
85% |
False |
False |
2,013 |
10 |
4,944.0 |
4,066.0 |
878.0 |
19.0% |
281.8 |
6.1% |
63% |
False |
False |
1,662 |
20 |
5,385.0 |
4,066.0 |
1,319.0 |
28.5% |
275.7 |
6.0% |
42% |
False |
False |
1,355 |
40 |
5,989.0 |
4,066.0 |
1,923.0 |
41.6% |
310.2 |
6.7% |
29% |
False |
False |
1,172 |
60 |
6,629.0 |
4,066.0 |
2,563.0 |
55.5% |
266.0 |
5.8% |
22% |
False |
False |
1,666 |
80 |
6,806.5 |
4,066.0 |
2,740.5 |
59.3% |
225.0 |
4.9% |
20% |
False |
False |
1,357 |
100 |
6,806.5 |
4,066.0 |
2,740.5 |
59.3% |
205.1 |
4.4% |
20% |
False |
False |
1,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,708.1 |
2.618 |
5,322.2 |
1.618 |
5,085.7 |
1.000 |
4,939.5 |
0.618 |
4,849.2 |
HIGH |
4,703.0 |
0.618 |
4,612.7 |
0.500 |
4,584.8 |
0.382 |
4,556.8 |
LOW |
4,466.5 |
0.618 |
4,320.3 |
1.000 |
4,230.0 |
1.618 |
4,083.8 |
2.618 |
3,847.3 |
4.250 |
3,461.4 |
|
|
Fisher Pivots for day following 26-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,609.6 |
4,567.3 |
PP |
4,597.2 |
4,512.7 |
S1 |
4,584.8 |
4,458.0 |
|