Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,167.83 |
1,209.60 |
41.77 |
3.6% |
1,297.97 |
High |
1,240.93 |
1,235.90 |
-5.03 |
-0.4% |
1,298.09 |
Low |
1,109.89 |
1,176.28 |
66.39 |
6.0% |
1,109.89 |
Close |
1,240.93 |
1,179.63 |
-61.30 |
-4.9% |
1,179.63 |
Range |
131.04 |
59.62 |
-71.42 |
-54.5% |
188.20 |
ATR |
73.29 |
72.68 |
-0.62 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.13 |
1,337.50 |
1,212.42 |
|
R3 |
1,316.51 |
1,277.88 |
1,196.03 |
|
R2 |
1,256.89 |
1,256.89 |
1,190.56 |
|
R1 |
1,218.26 |
1,218.26 |
1,185.10 |
1,207.77 |
PP |
1,197.27 |
1,197.27 |
1,197.27 |
1,192.02 |
S1 |
1,158.64 |
1,158.64 |
1,174.16 |
1,148.15 |
S2 |
1,137.65 |
1,137.65 |
1,168.70 |
|
S3 |
1,078.03 |
1,099.02 |
1,163.23 |
|
S4 |
1,018.41 |
1,039.40 |
1,146.84 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,760.47 |
1,658.25 |
1,283.14 |
|
R3 |
1,572.27 |
1,470.05 |
1,231.39 |
|
R2 |
1,384.07 |
1,384.07 |
1,214.13 |
|
R1 |
1,281.85 |
1,281.85 |
1,196.88 |
1,238.86 |
PP |
1,195.87 |
1,195.87 |
1,195.87 |
1,174.38 |
S1 |
1,093.65 |
1,093.65 |
1,162.38 |
1,050.66 |
S2 |
1,007.67 |
1,007.67 |
1,145.13 |
|
S3 |
819.47 |
905.45 |
1,127.88 |
|
S4 |
631.27 |
717.25 |
1,076.12 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,298.09 |
1,109.89 |
188.20 |
16.0% |
67.61 |
5.7% |
37% |
False |
False |
|
10 |
1,382.65 |
1,109.89 |
272.76 |
23.1% |
56.36 |
4.8% |
26% |
False |
False |
|
20 |
1,382.65 |
1,109.89 |
272.76 |
23.1% |
64.42 |
5.5% |
26% |
False |
False |
|
40 |
1,743.34 |
1,109.89 |
633.45 |
53.7% |
75.06 |
6.4% |
11% |
False |
False |
|
60 |
1,937.76 |
1,109.89 |
827.87 |
70.2% |
65.59 |
5.6% |
8% |
False |
False |
|
80 |
1,973.56 |
1,109.89 |
863.67 |
73.2% |
58.49 |
5.0% |
8% |
False |
False |
|
100 |
1,973.56 |
1,109.89 |
863.67 |
73.2% |
55.37 |
4.7% |
8% |
False |
False |
|
120 |
2,055.82 |
1,109.89 |
945.93 |
80.2% |
52.56 |
4.5% |
7% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,489.29 |
2.618 |
1,391.99 |
1.618 |
1,332.37 |
1.000 |
1,295.52 |
0.618 |
1,272.75 |
HIGH |
1,235.90 |
0.618 |
1,213.13 |
0.500 |
1,206.09 |
0.382 |
1,199.05 |
LOW |
1,176.28 |
0.618 |
1,139.43 |
1.000 |
1,116.66 |
1.618 |
1,079.81 |
2.618 |
1,020.19 |
4.250 |
922.90 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,206.09 |
1,178.22 |
PP |
1,197.27 |
1,176.82 |
S1 |
1,188.45 |
1,175.41 |
|