Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,600.0 |
3,605.0 |
5.0 |
0.1% |
3,365.0 |
High |
3,600.0 |
3,719.0 |
119.0 |
3.3% |
3,719.0 |
Low |
3,565.0 |
3,605.0 |
40.0 |
1.1% |
3,365.0 |
Close |
3,534.0 |
3,694.0 |
160.0 |
4.5% |
3,694.0 |
Range |
35.0 |
114.0 |
79.0 |
225.7% |
354.0 |
ATR |
119.4 |
124.1 |
4.7 |
3.9% |
0.0 |
Volume |
75 |
130 |
55 |
73.3% |
7,814 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,014.7 |
3,968.3 |
3,756.7 |
|
R3 |
3,900.7 |
3,854.3 |
3,725.4 |
|
R2 |
3,786.7 |
3,786.7 |
3,714.9 |
|
R1 |
3,740.3 |
3,740.3 |
3,704.5 |
3,763.5 |
PP |
3,672.7 |
3,672.7 |
3,672.7 |
3,684.3 |
S1 |
3,626.3 |
3,626.3 |
3,683.6 |
3,649.5 |
S2 |
3,558.7 |
3,558.7 |
3,673.1 |
|
S3 |
3,444.7 |
3,512.3 |
3,662.7 |
|
S4 |
3,330.7 |
3,398.3 |
3,631.3 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,654.7 |
4,528.3 |
3,888.7 |
|
R3 |
4,300.7 |
4,174.3 |
3,791.4 |
|
R2 |
3,946.7 |
3,946.7 |
3,758.9 |
|
R1 |
3,820.3 |
3,820.3 |
3,726.5 |
3,883.5 |
PP |
3,592.7 |
3,592.7 |
3,592.7 |
3,624.3 |
S1 |
3,466.3 |
3,466.3 |
3,661.6 |
3,529.5 |
S2 |
3,238.7 |
3,238.7 |
3,629.1 |
|
S3 |
2,884.7 |
3,112.3 |
3,596.7 |
|
S4 |
2,530.7 |
2,758.3 |
3,499.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,719.0 |
3,365.0 |
354.0 |
9.6% |
47.2 |
1.3% |
93% |
True |
False |
1,562 |
10 |
3,719.0 |
3,229.0 |
490.0 |
13.3% |
63.2 |
1.7% |
95% |
True |
False |
2,542 |
20 |
4,326.0 |
3,229.0 |
1,097.0 |
29.7% |
48.0 |
1.3% |
42% |
False |
False |
1,726 |
40 |
4,676.0 |
3,229.0 |
1,447.0 |
39.2% |
39.4 |
1.1% |
32% |
False |
False |
2,861 |
60 |
5,119.0 |
3,229.0 |
1,890.0 |
51.2% |
38.5 |
1.0% |
25% |
False |
False |
1,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,203.5 |
2.618 |
4,017.5 |
1.618 |
3,903.5 |
1.000 |
3,833.0 |
0.618 |
3,789.5 |
HIGH |
3,719.0 |
0.618 |
3,675.5 |
0.500 |
3,662.0 |
0.382 |
3,648.5 |
LOW |
3,605.0 |
0.618 |
3,534.5 |
1.000 |
3,491.0 |
1.618 |
3,420.5 |
2.618 |
3,306.5 |
4.250 |
3,120.5 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,683.3 |
3,674.2 |
PP |
3,672.7 |
3,654.3 |
S1 |
3,662.0 |
3,634.5 |
|