Trading Metrics calculated at close of trading on 20-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,154.16 |
1,076.50 |
-77.66 |
-6.7% |
1,297.97 |
High |
1,168.53 |
1,114.98 |
-53.55 |
-4.6% |
1,298.09 |
Low |
1,087.60 |
1,035.25 |
-52.35 |
-4.8% |
1,109.89 |
Close |
1,087.60 |
1,036.51 |
-51.09 |
-4.7% |
1,179.63 |
Range |
80.93 |
79.73 |
-1.20 |
-1.5% |
188.20 |
ATR |
69.94 |
70.64 |
0.70 |
1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,301.44 |
1,248.70 |
1,080.36 |
|
R3 |
1,221.71 |
1,168.97 |
1,058.44 |
|
R2 |
1,141.98 |
1,141.98 |
1,051.13 |
|
R1 |
1,089.24 |
1,089.24 |
1,043.82 |
1,075.75 |
PP |
1,062.25 |
1,062.25 |
1,062.25 |
1,055.50 |
S1 |
1,009.51 |
1,009.51 |
1,029.20 |
996.02 |
S2 |
982.52 |
982.52 |
1,021.89 |
|
S3 |
902.79 |
929.78 |
1,014.58 |
|
S4 |
823.06 |
850.05 |
992.66 |
|
|
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 |
1,235.90 |
1,035.25 |
200.65 |
19.4% |
62.61 |
6.0% |
1% |
False |
True |
|
10 |
1,298.09 |
1,035.25 |
262.84 |
25.4% |
62.67 |
6.0% |
0% |
False |
True |
|
20 |
1,382.65 |
1,035.25 |
347.40 |
33.5% |
62.36 |
6.0% |
0% |
False |
True |
|
40 |
1,677.65 |
1,035.25 |
642.40 |
62.0% |
76.45 |
7.4% |
0% |
False |
True |
|
60 |
1,921.19 |
1,035.25 |
885.94 |
85.5% |
67.92 |
6.6% |
0% |
False |
True |
|
80 |
1,973.56 |
1,035.25 |
938.31 |
90.5% |
59.70 |
5.8% |
0% |
False |
True |
|
100 |
1,973.56 |
1,035.25 |
938.31 |
90.5% |
56.38 |
5.4% |
0% |
False |
True |
|
120 |
2,055.82 |
1,035.25 |
1,020.57 |
98.5% |
53.54 |
5.2% |
0% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,453.83 |
2.618 |
1,323.71 |
1.618 |
1,243.98 |
1.000 |
1,194.71 |
0.618 |
1,164.25 |
HIGH |
1,114.98 |
0.618 |
1,084.52 |
0.500 |
1,075.12 |
0.382 |
1,065.71 |
LOW |
1,035.25 |
0.618 |
985.98 |
1.000 |
955.52 |
1.618 |
906.25 |
2.618 |
826.52 |
4.250 |
696.40 |
|
|
Fisher Pivots for day following 20-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,075.12 |
1,101.89 |
PP |
1,062.25 |
1,080.10 |
S1 |
1,049.38 |
1,058.30 |
|