Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,076.50 |
1,059.69 |
-16.81 |
-1.6% |
1,157.54 |
High |
1,114.98 |
1,085.57 |
-29.41 |
-2.6% |
1,187.98 |
Low |
1,035.25 |
1,018.86 |
-16.39 |
-1.6% |
1,018.86 |
Close |
1,036.51 |
1,085.57 |
49.06 |
4.7% |
1,085.57 |
Range |
79.73 |
66.71 |
-13.02 |
-16.3% |
169.12 |
ATR |
70.64 |
70.36 |
-0.28 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.46 |
1,241.23 |
1,122.26 |
|
R3 |
1,196.75 |
1,174.52 |
1,103.92 |
|
R2 |
1,130.04 |
1,130.04 |
1,097.80 |
|
R1 |
1,107.81 |
1,107.81 |
1,091.69 |
1,118.93 |
PP |
1,063.33 |
1,063.33 |
1,063.33 |
1,068.89 |
S1 |
1,041.10 |
1,041.10 |
1,079.45 |
1,052.22 |
S2 |
996.62 |
996.62 |
1,073.34 |
|
S3 |
929.91 |
974.39 |
1,067.22 |
|
S4 |
863.20 |
907.68 |
1,048.88 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,604.83 |
1,514.32 |
1,178.59 |
|
R3 |
1,435.71 |
1,345.20 |
1,132.08 |
|
R2 |
1,266.59 |
1,266.59 |
1,116.58 |
|
R1 |
1,176.08 |
1,176.08 |
1,101.07 |
1,136.78 |
PP |
1,097.47 |
1,097.47 |
1,097.47 |
1,077.82 |
S1 |
1,006.96 |
1,006.96 |
1,070.07 |
967.66 |
S2 |
928.35 |
928.35 |
1,054.56 |
|
S3 |
759.23 |
837.84 |
1,039.06 |
|
S4 |
590.11 |
668.72 |
992.55 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,187.98 |
1,018.86 |
169.12 |
15.6% |
64.03 |
5.9% |
39% |
False |
True |
|
10 |
1,298.09 |
1,018.86 |
279.23 |
25.7% |
65.82 |
6.1% |
24% |
False |
True |
|
20 |
1,382.65 |
1,018.86 |
363.79 |
33.5% |
61.70 |
5.7% |
18% |
False |
True |
|
40 |
1,643.22 |
1,018.86 |
624.36 |
57.5% |
77.06 |
7.1% |
11% |
False |
True |
|
60 |
1,912.72 |
1,018.86 |
893.86 |
82.3% |
68.74 |
6.3% |
7% |
False |
True |
|
80 |
1,973.56 |
1,018.86 |
954.70 |
87.9% |
60.02 |
5.5% |
7% |
False |
True |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
87.9% |
56.46 |
5.2% |
7% |
False |
True |
|
120 |
2,055.82 |
1,018.86 |
1,036.96 |
95.5% |
53.72 |
4.9% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,369.09 |
2.618 |
1,260.22 |
1.618 |
1,193.51 |
1.000 |
1,152.28 |
0.618 |
1,126.80 |
HIGH |
1,085.57 |
0.618 |
1,060.09 |
0.500 |
1,052.22 |
0.382 |
1,044.34 |
LOW |
1,018.86 |
0.618 |
977.63 |
1.000 |
952.15 |
1.618 |
910.92 |
2.618 |
844.21 |
4.250 |
735.34 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,074.45 |
1,093.70 |
PP |
1,063.33 |
1,090.99 |
S1 |
1,052.22 |
1,088.28 |
|