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 |
3,365.0 |
3,581.0 |
216.0 |
6.4% |
3,625.0 |
High |
3,411.0 |
3,581.0 |
170.0 |
5.0% |
3,652.0 |
Low |
3,365.0 |
3,581.0 |
216.0 |
6.4% |
3,229.0 |
Close |
3,417.0 |
3,581.0 |
164.0 |
4.8% |
3,388.0 |
Range |
46.0 |
0.0 |
-46.0 |
-100.0% |
423.0 |
ATR |
126.6 |
129.3 |
2.7 |
2.1% |
0.0 |
Volume |
7,605 |
0 |
-7,605 |
-100.0% |
17,610 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,581.0 |
3,581.0 |
3,581.0 |
|
R3 |
3,581.0 |
3,581.0 |
3,581.0 |
|
R2 |
3,581.0 |
3,581.0 |
3,581.0 |
|
R1 |
3,581.0 |
3,581.0 |
3,581.0 |
3,581.0 |
PP |
3,581.0 |
3,581.0 |
3,581.0 |
3,581.0 |
S1 |
3,581.0 |
3,581.0 |
3,581.0 |
3,581.0 |
S2 |
3,581.0 |
3,581.0 |
3,581.0 |
|
S3 |
3,581.0 |
3,581.0 |
3,581.0 |
|
S4 |
3,581.0 |
3,581.0 |
3,581.0 |
|
|
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 |
3,581.0 |
3,229.0 |
352.0 |
9.8% |
68.8 |
1.9% |
100% |
True |
False |
4,989 |
10 |
3,931.0 |
3,229.0 |
702.0 |
19.6% |
58.1 |
1.6% |
50% |
False |
False |
2,529 |
20 |
4,326.0 |
3,229.0 |
1,097.0 |
30.6% |
44.2 |
1.2% |
32% |
False |
False |
2,310 |
40 |
4,841.0 |
3,229.0 |
1,612.0 |
45.0% |
35.2 |
1.0% |
22% |
False |
False |
2,856 |
60 |
5,119.0 |
3,229.0 |
1,890.0 |
52.8% |
35.3 |
1.0% |
19% |
False |
False |
1,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,581.0 |
2.618 |
3,581.0 |
1.618 |
3,581.0 |
1.000 |
3,581.0 |
0.618 |
3,581.0 |
HIGH |
3,581.0 |
0.618 |
3,581.0 |
0.500 |
3,581.0 |
0.382 |
3,581.0 |
LOW |
3,581.0 |
0.618 |
3,581.0 |
1.000 |
3,581.0 |
1.618 |
3,581.0 |
2.618 |
3,581.0 |
4.250 |
3,581.0 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,581.0 |
3,522.3 |
PP |
3,581.0 |
3,463.7 |
S1 |
3,581.0 |
3,405.0 |
|