Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,209.60 |
1,157.54 |
-52.06 |
-4.3% |
1,297.97 |
High |
1,235.90 |
1,187.98 |
-47.92 |
-3.9% |
1,298.09 |
Low |
1,176.28 |
1,149.20 |
-27.08 |
-2.3% |
1,109.89 |
Close |
1,179.63 |
1,151.96 |
-27.67 |
-2.3% |
1,179.63 |
Range |
59.62 |
38.78 |
-20.84 |
-35.0% |
188.20 |
ATR |
72.68 |
70.26 |
-2.42 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.39 |
1,254.45 |
1,173.29 |
|
R3 |
1,240.61 |
1,215.67 |
1,162.62 |
|
R2 |
1,201.83 |
1,201.83 |
1,159.07 |
|
R1 |
1,176.89 |
1,176.89 |
1,155.51 |
1,169.97 |
PP |
1,163.05 |
1,163.05 |
1,163.05 |
1,159.59 |
S1 |
1,138.11 |
1,138.11 |
1,148.41 |
1,131.19 |
S2 |
1,124.27 |
1,124.27 |
1,144.85 |
|
S3 |
1,085.49 |
1,099.33 |
1,141.30 |
|
S4 |
1,046.71 |
1,060.55 |
1,130.63 |
|
|
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 |
1,249.35 |
1,109.89 |
139.46 |
12.1% |
63.17 |
5.5% |
30% |
False |
False |
|
10 |
1,382.65 |
1,109.89 |
272.76 |
23.7% |
57.80 |
5.0% |
15% |
False |
False |
|
20 |
1,382.65 |
1,109.89 |
272.76 |
23.7% |
63.22 |
5.5% |
15% |
False |
False |
|
40 |
1,708.44 |
1,109.89 |
598.55 |
52.0% |
74.08 |
6.4% |
7% |
False |
False |
|
60 |
1,921.19 |
1,109.89 |
811.30 |
70.4% |
65.86 |
5.7% |
5% |
False |
False |
|
80 |
1,973.56 |
1,109.89 |
863.67 |
75.0% |
58.62 |
5.1% |
5% |
False |
False |
|
100 |
1,973.56 |
1,109.89 |
863.67 |
75.0% |
55.33 |
4.8% |
5% |
False |
False |
|
120 |
2,055.82 |
1,109.89 |
945.93 |
82.1% |
52.64 |
4.6% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,352.80 |
2.618 |
1,289.51 |
1.618 |
1,250.73 |
1.000 |
1,226.76 |
0.618 |
1,211.95 |
HIGH |
1,187.98 |
0.618 |
1,173.17 |
0.500 |
1,168.59 |
0.382 |
1,164.01 |
LOW |
1,149.20 |
0.618 |
1,125.23 |
1.000 |
1,110.42 |
1.618 |
1,086.45 |
2.618 |
1,047.67 |
4.250 |
984.39 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,168.59 |
1,175.41 |
PP |
1,163.05 |
1,167.59 |
S1 |
1,157.50 |
1,159.78 |
|