Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,106.02 |
1,164.36 |
58.34 |
5.3% |
1,157.54 |
High |
1,163.05 |
1,164.60 |
1.55 |
0.1% |
1,187.98 |
Low |
1,096.55 |
1,118.28 |
21.73 |
2.0% |
1,018.86 |
Close |
1,154.34 |
1,142.58 |
-11.76 |
-1.0% |
1,085.57 |
Range |
66.50 |
46.32 |
-20.18 |
-30.3% |
169.12 |
ATR |
70.87 |
69.11 |
-1.75 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.78 |
1,258.00 |
1,168.06 |
|
R3 |
1,234.46 |
1,211.68 |
1,155.32 |
|
R2 |
1,188.14 |
1,188.14 |
1,151.07 |
|
R1 |
1,165.36 |
1,165.36 |
1,146.83 |
1,153.59 |
PP |
1,141.82 |
1,141.82 |
1,141.82 |
1,135.94 |
S1 |
1,119.04 |
1,119.04 |
1,138.33 |
1,107.27 |
S2 |
1,095.50 |
1,095.50 |
1,134.09 |
|
S3 |
1,049.18 |
1,072.72 |
1,129.84 |
|
S4 |
1,002.86 |
1,026.40 |
1,117.10 |
|
|
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 |
1,168.53 |
1,018.86 |
149.67 |
13.1% |
68.04 |
6.0% |
83% |
False |
False |
|
10 |
1,240.93 |
1,018.86 |
222.07 |
19.4% |
66.97 |
5.9% |
56% |
False |
False |
|
20 |
1,382.65 |
1,018.86 |
363.79 |
31.8% |
58.21 |
5.1% |
34% |
False |
False |
|
40 |
1,584.26 |
1,018.86 |
565.40 |
49.5% |
74.51 |
6.5% |
22% |
False |
False |
|
60 |
1,854.42 |
1,018.86 |
835.56 |
73.1% |
68.92 |
6.0% |
15% |
False |
False |
|
80 |
1,973.56 |
1,018.86 |
954.70 |
83.6% |
60.60 |
5.3% |
13% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
83.6% |
56.79 |
5.0% |
13% |
False |
False |
|
120 |
1,997.94 |
1,018.86 |
979.08 |
85.7% |
53.95 |
4.7% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.46 |
2.618 |
1,285.87 |
1.618 |
1,239.55 |
1.000 |
1,210.92 |
0.618 |
1,193.23 |
HIGH |
1,164.60 |
0.618 |
1,146.91 |
0.500 |
1,141.44 |
0.382 |
1,135.97 |
LOW |
1,118.28 |
0.618 |
1,089.65 |
1.000 |
1,071.96 |
1.618 |
1,043.33 |
2.618 |
997.01 |
4.250 |
921.42 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,142.20 |
1,125.63 |
PP |
1,141.82 |
1,108.68 |
S1 |
1,141.44 |
1,091.73 |
|