Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,297.97 |
1,236.45 |
-61.52 |
-4.7% |
1,333.19 |
High |
1,298.09 |
1,249.35 |
-48.74 |
-3.8% |
1,382.65 |
Low |
1,237.12 |
1,208.99 |
-28.13 |
-2.3% |
1,235.85 |
Close |
1,251.00 |
1,225.59 |
-25.41 |
-2.0% |
1,271.62 |
Range |
60.97 |
40.36 |
-20.61 |
-33.8% |
146.80 |
ATR |
71.60 |
69.48 |
-2.11 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.06 |
1,327.68 |
1,247.79 |
|
R3 |
1,308.70 |
1,287.32 |
1,236.69 |
|
R2 |
1,268.34 |
1,268.34 |
1,232.99 |
|
R1 |
1,246.96 |
1,246.96 |
1,229.29 |
1,237.47 |
PP |
1,227.98 |
1,227.98 |
1,227.98 |
1,223.23 |
S1 |
1,206.60 |
1,206.60 |
1,221.89 |
1,197.11 |
S2 |
1,187.62 |
1,187.62 |
1,218.19 |
|
S3 |
1,147.26 |
1,166.24 |
1,214.49 |
|
S4 |
1,106.90 |
1,125.88 |
1,203.39 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.11 |
1,651.16 |
1,352.36 |
|
R3 |
1,590.31 |
1,504.36 |
1,311.99 |
|
R2 |
1,443.51 |
1,443.51 |
1,298.53 |
|
R1 |
1,357.56 |
1,357.56 |
1,285.08 |
1,327.14 |
PP |
1,296.71 |
1,296.71 |
1,296.71 |
1,281.49 |
S1 |
1,210.76 |
1,210.76 |
1,258.16 |
1,180.34 |
S2 |
1,149.91 |
1,149.91 |
1,244.71 |
|
S3 |
1,003.11 |
1,063.96 |
1,231.25 |
|
S4 |
856.31 |
917.16 |
1,190.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,365.28 |
1,208.99 |
156.29 |
12.8% |
52.43 |
4.3% |
11% |
False |
True |
|
10 |
1,382.65 |
1,208.99 |
173.66 |
14.2% |
49.45 |
4.0% |
10% |
False |
True |
|
20 |
1,382.65 |
1,149.12 |
233.53 |
19.1% |
68.66 |
5.6% |
33% |
False |
False |
|
40 |
1,773.83 |
1,149.12 |
624.71 |
51.0% |
74.87 |
6.1% |
12% |
False |
False |
|
60 |
1,937.76 |
1,149.12 |
788.64 |
64.3% |
63.18 |
5.2% |
10% |
False |
False |
|
80 |
1,973.56 |
1,149.12 |
824.44 |
67.3% |
57.05 |
4.7% |
9% |
False |
False |
|
100 |
1,973.56 |
1,149.12 |
824.44 |
67.3% |
54.10 |
4.4% |
9% |
False |
False |
|
120 |
2,055.82 |
1,149.12 |
906.70 |
74.0% |
51.22 |
4.2% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,420.88 |
2.618 |
1,355.01 |
1.618 |
1,314.65 |
1.000 |
1,289.71 |
0.618 |
1,274.29 |
HIGH |
1,249.35 |
0.618 |
1,233.93 |
0.500 |
1,229.17 |
0.382 |
1,224.41 |
LOW |
1,208.99 |
0.618 |
1,184.05 |
1.000 |
1,168.63 |
1.618 |
1,143.69 |
2.618 |
1,103.33 |
4.250 |
1,037.46 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,229.17 |
1,253.54 |
PP |
1,227.98 |
1,244.22 |
S1 |
1,226.78 |
1,234.91 |
|