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 |
3,229.0 |
3,365.0 |
136.0 |
4.2% |
3,625.0 |
High |
3,398.0 |
3,411.0 |
13.0 |
0.4% |
3,652.0 |
Low |
3,229.0 |
3,365.0 |
136.0 |
4.2% |
3,229.0 |
Close |
3,388.0 |
3,417.0 |
29.0 |
0.9% |
3,388.0 |
Range |
169.0 |
46.0 |
-123.0 |
-72.8% |
423.0 |
ATR |
132.8 |
126.6 |
-6.2 |
-4.7% |
0.0 |
Volume |
17,326 |
7,605 |
-9,721 |
-56.1% |
17,610 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,535.7 |
3,522.3 |
3,442.3 |
|
R3 |
3,489.7 |
3,476.3 |
3,429.7 |
|
R2 |
3,443.7 |
3,443.7 |
3,425.4 |
|
R1 |
3,430.3 |
3,430.3 |
3,421.2 |
3,437.0 |
PP |
3,397.7 |
3,397.7 |
3,397.7 |
3,401.0 |
S1 |
3,384.3 |
3,384.3 |
3,412.8 |
3,391.0 |
S2 |
3,351.7 |
3,351.7 |
3,408.6 |
|
S3 |
3,305.7 |
3,338.3 |
3,404.4 |
|
S4 |
3,259.7 |
3,292.3 |
3,391.7 |
|
|
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 |
3,596.0 |
3,229.0 |
367.0 |
10.7% |
78.0 |
2.3% |
51% |
False |
False |
5,040 |
10 |
3,956.0 |
3,229.0 |
727.0 |
21.3% |
58.1 |
1.7% |
26% |
False |
False |
2,529 |
20 |
4,326.0 |
3,229.0 |
1,097.0 |
32.1% |
44.2 |
1.3% |
17% |
False |
False |
2,310 |
40 |
4,841.0 |
3,229.0 |
1,612.0 |
47.2% |
37.3 |
1.1% |
12% |
False |
False |
2,859 |
60 |
5,185.0 |
3,229.0 |
1,956.0 |
57.2% |
35.3 |
1.0% |
10% |
False |
False |
1,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,606.5 |
2.618 |
3,531.4 |
1.618 |
3,485.4 |
1.000 |
3,457.0 |
0.618 |
3,439.4 |
HIGH |
3,411.0 |
0.618 |
3,393.4 |
0.500 |
3,388.0 |
0.382 |
3,382.6 |
LOW |
3,365.0 |
0.618 |
3,336.6 |
1.000 |
3,319.0 |
1.618 |
3,290.6 |
2.618 |
3,244.6 |
4.250 |
3,169.5 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,407.3 |
3,384.7 |
PP |
3,397.7 |
3,352.3 |
S1 |
3,388.0 |
3,320.0 |
|