Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,158.08 |
1,154.16 |
-3.92 |
-0.3% |
1,297.97 |
High |
1,167.23 |
1,168.53 |
1.30 |
0.1% |
1,298.09 |
Low |
1,113.25 |
1,087.60 |
-25.65 |
-2.3% |
1,109.89 |
Close |
1,155.75 |
1,087.60 |
-68.15 |
-5.9% |
1,179.63 |
Range |
53.98 |
80.93 |
26.95 |
49.9% |
188.20 |
ATR |
69.09 |
69.94 |
0.85 |
1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.37 |
1,303.41 |
1,132.11 |
|
R3 |
1,276.44 |
1,222.48 |
1,109.86 |
|
R2 |
1,195.51 |
1,195.51 |
1,102.44 |
|
R1 |
1,141.55 |
1,141.55 |
1,095.02 |
1,128.07 |
PP |
1,114.58 |
1,114.58 |
1,114.58 |
1,107.83 |
S1 |
1,060.62 |
1,060.62 |
1,080.18 |
1,047.14 |
S2 |
1,033.65 |
1,033.65 |
1,072.76 |
|
S3 |
952.72 |
979.69 |
1,065.34 |
|
S4 |
871.79 |
898.76 |
1,043.09 |
|
|
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 |
1,087.60 |
153.33 |
14.1% |
72.87 |
6.7% |
0% |
False |
True |
|
10 |
1,298.09 |
1,087.60 |
210.49 |
19.4% |
60.58 |
5.6% |
0% |
False |
True |
|
20 |
1,382.65 |
1,087.60 |
295.05 |
27.1% |
62.72 |
5.8% |
0% |
False |
True |
|
40 |
1,708.44 |
1,087.60 |
620.84 |
57.1% |
75.45 |
6.9% |
0% |
False |
True |
|
60 |
1,921.19 |
1,087.60 |
833.59 |
76.6% |
67.12 |
6.2% |
0% |
False |
True |
|
80 |
1,973.56 |
1,087.60 |
885.96 |
81.5% |
59.17 |
5.4% |
0% |
False |
True |
|
100 |
1,973.56 |
1,087.60 |
885.96 |
81.5% |
56.05 |
5.2% |
0% |
False |
True |
|
120 |
2,055.82 |
1,087.60 |
968.22 |
89.0% |
53.29 |
4.9% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,512.48 |
2.618 |
1,380.40 |
1.618 |
1,299.47 |
1.000 |
1,249.46 |
0.618 |
1,218.54 |
HIGH |
1,168.53 |
0.618 |
1,137.61 |
0.500 |
1,128.07 |
0.382 |
1,118.52 |
LOW |
1,087.60 |
0.618 |
1,037.59 |
1.000 |
1,006.67 |
1.618 |
956.66 |
2.618 |
875.73 |
4.250 |
743.65 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,128.07 |
1,137.79 |
PP |
1,114.58 |
1,121.06 |
S1 |
1,101.09 |
1,104.33 |
|