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 |
3,333.0 |
3,229.0 |
-104.0 |
-3.1% |
3,625.0 |
High |
3,333.0 |
3,398.0 |
65.0 |
2.0% |
3,652.0 |
Low |
3,317.0 |
3,229.0 |
-88.0 |
-2.7% |
3,229.0 |
Close |
3,355.0 |
3,388.0 |
33.0 |
1.0% |
3,388.0 |
Range |
16.0 |
169.0 |
153.0 |
956.3% |
423.0 |
ATR |
130.0 |
132.8 |
2.8 |
2.1% |
0.0 |
Volume |
6 |
17,326 |
17,320 |
288,666.7% |
17,610 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,845.3 |
3,785.7 |
3,481.0 |
|
R3 |
3,676.3 |
3,616.7 |
3,434.5 |
|
R2 |
3,507.3 |
3,507.3 |
3,419.0 |
|
R1 |
3,447.7 |
3,447.7 |
3,403.5 |
3,477.5 |
PP |
3,338.3 |
3,338.3 |
3,338.3 |
3,353.3 |
S1 |
3,278.7 |
3,278.7 |
3,372.5 |
3,308.5 |
S2 |
3,169.3 |
3,169.3 |
3,357.0 |
|
S3 |
3,000.3 |
3,109.7 |
3,341.5 |
|
S4 |
2,831.3 |
2,940.7 |
3,295.1 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,692.0 |
4,463.0 |
3,620.7 |
|
R3 |
4,269.0 |
4,040.0 |
3,504.3 |
|
R2 |
3,846.0 |
3,846.0 |
3,465.6 |
|
R1 |
3,617.0 |
3,617.0 |
3,426.8 |
3,520.0 |
PP |
3,423.0 |
3,423.0 |
3,423.0 |
3,374.5 |
S1 |
3,194.0 |
3,194.0 |
3,349.2 |
3,097.0 |
S2 |
3,000.0 |
3,000.0 |
3,310.5 |
|
S3 |
2,577.0 |
2,771.0 |
3,271.7 |
|
S4 |
2,154.0 |
2,348.0 |
3,155.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,652.0 |
3,229.0 |
423.0 |
12.5% |
79.2 |
2.3% |
38% |
False |
True |
3,522 |
10 |
4,125.0 |
3,229.0 |
896.0 |
26.4% |
54.1 |
1.6% |
18% |
False |
True |
1,769 |
20 |
4,326.0 |
3,229.0 |
1,097.0 |
32.4% |
41.9 |
1.2% |
14% |
False |
True |
1,939 |
40 |
4,964.0 |
3,229.0 |
1,735.0 |
51.2% |
39.1 |
1.2% |
9% |
False |
True |
2,669 |
60 |
5,185.0 |
3,229.0 |
1,956.0 |
57.7% |
34.7 |
1.0% |
8% |
False |
True |
1,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,116.3 |
2.618 |
3,840.4 |
1.618 |
3,671.4 |
1.000 |
3,567.0 |
0.618 |
3,502.4 |
HIGH |
3,398.0 |
0.618 |
3,333.4 |
0.500 |
3,313.5 |
0.382 |
3,293.6 |
LOW |
3,229.0 |
0.618 |
3,124.6 |
1.000 |
3,060.0 |
1.618 |
2,955.6 |
2.618 |
2,786.6 |
4.250 |
2,510.8 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,363.2 |
3,392.0 |
PP |
3,338.3 |
3,390.7 |
S1 |
3,313.5 |
3,389.3 |
|