Trading Metrics calculated at close of trading on 18-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,157.54 |
1,158.08 |
0.54 |
0.0% |
1,297.97 |
High |
1,187.98 |
1,167.23 |
-20.75 |
-1.7% |
1,298.09 |
Low |
1,149.20 |
1,113.25 |
-35.95 |
-3.1% |
1,109.89 |
Close |
1,151.96 |
1,155.75 |
3.79 |
0.3% |
1,179.63 |
Range |
38.78 |
53.98 |
15.20 |
39.2% |
188.20 |
ATR |
70.26 |
69.09 |
-1.16 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,307.35 |
1,285.53 |
1,185.44 |
|
R3 |
1,253.37 |
1,231.55 |
1,170.59 |
|
R2 |
1,199.39 |
1,199.39 |
1,165.65 |
|
R1 |
1,177.57 |
1,177.57 |
1,160.70 |
1,161.49 |
PP |
1,145.41 |
1,145.41 |
1,145.41 |
1,137.37 |
S1 |
1,123.59 |
1,123.59 |
1,150.80 |
1,107.51 |
S2 |
1,091.43 |
1,091.43 |
1,145.85 |
|
S3 |
1,037.45 |
1,069.61 |
1,140.91 |
|
S4 |
983.47 |
1,015.63 |
1,126.06 |
|
|
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 |
1,240.93 |
1,109.89 |
131.04 |
11.3% |
65.89 |
5.7% |
35% |
False |
False |
|
10 |
1,365.28 |
1,109.89 |
255.39 |
22.1% |
59.16 |
5.1% |
18% |
False |
False |
|
20 |
1,382.65 |
1,109.89 |
272.76 |
23.6% |
62.42 |
5.4% |
17% |
False |
False |
|
40 |
1,708.44 |
1,109.89 |
598.55 |
51.8% |
74.15 |
6.4% |
8% |
False |
False |
|
60 |
1,921.19 |
1,109.89 |
811.30 |
70.2% |
66.21 |
5.7% |
6% |
False |
False |
|
80 |
1,973.56 |
1,109.89 |
863.67 |
74.7% |
58.64 |
5.1% |
5% |
False |
False |
|
100 |
1,973.56 |
1,109.89 |
863.67 |
74.7% |
55.50 |
4.8% |
5% |
False |
False |
|
120 |
2,055.82 |
1,109.89 |
945.93 |
81.8% |
52.94 |
4.6% |
5% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,396.65 |
2.618 |
1,308.55 |
1.618 |
1,254.57 |
1.000 |
1,221.21 |
0.618 |
1,200.59 |
HIGH |
1,167.23 |
0.618 |
1,146.61 |
0.500 |
1,140.24 |
0.382 |
1,133.87 |
LOW |
1,113.25 |
0.618 |
1,079.89 |
1.000 |
1,059.27 |
1.618 |
1,025.91 |
2.618 |
971.93 |
4.250 |
883.84 |
|
|
Fisher Pivots for day following 18-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,150.58 |
1,174.58 |
PP |
1,145.41 |
1,168.30 |
S1 |
1,140.24 |
1,162.03 |
|