Trading Metrics calculated at close of trading on 26-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,164.36 |
1,126.95 |
-37.41 |
-3.2% |
1,157.54 |
High |
1,164.60 |
1,193.09 |
28.49 |
2.4% |
1,187.98 |
Low |
1,118.28 |
1,126.95 |
8.67 |
0.8% |
1,018.86 |
Close |
1,142.58 |
1,193.09 |
50.51 |
4.4% |
1,085.57 |
Range |
46.32 |
66.14 |
19.82 |
42.8% |
169.12 |
ATR |
69.11 |
68.90 |
-0.21 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.46 |
1,347.42 |
1,229.47 |
|
R3 |
1,303.32 |
1,281.28 |
1,211.28 |
|
R2 |
1,237.18 |
1,237.18 |
1,205.22 |
|
R1 |
1,215.14 |
1,215.14 |
1,199.15 |
1,226.16 |
PP |
1,171.04 |
1,171.04 |
1,171.04 |
1,176.56 |
S1 |
1,149.00 |
1,149.00 |
1,187.03 |
1,160.02 |
S2 |
1,104.90 |
1,104.90 |
1,180.96 |
|
S3 |
1,038.76 |
1,082.86 |
1,174.90 |
|
S4 |
972.62 |
1,016.72 |
1,156.71 |
|
|
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 |
1,193.09 |
1,018.86 |
174.23 |
14.6% |
65.08 |
5.5% |
100% |
True |
False |
|
10 |
1,240.93 |
1,018.86 |
222.07 |
18.6% |
68.98 |
5.8% |
78% |
False |
False |
|
20 |
1,382.65 |
1,018.86 |
363.79 |
30.5% |
57.93 |
4.9% |
48% |
False |
False |
|
40 |
1,554.23 |
1,018.86 |
535.37 |
44.9% |
75.26 |
6.3% |
33% |
False |
False |
|
60 |
1,824.61 |
1,018.86 |
805.75 |
67.5% |
69.46 |
5.8% |
22% |
False |
False |
|
80 |
1,973.56 |
1,018.86 |
954.70 |
80.0% |
60.85 |
5.1% |
18% |
False |
False |
|
100 |
1,973.56 |
1,018.86 |
954.70 |
80.0% |
56.96 |
4.8% |
18% |
False |
False |
|
120 |
1,993.12 |
1,018.86 |
974.26 |
81.7% |
54.09 |
4.5% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,474.19 |
2.618 |
1,366.24 |
1.618 |
1,300.10 |
1.000 |
1,259.23 |
0.618 |
1,233.96 |
HIGH |
1,193.09 |
0.618 |
1,167.82 |
0.500 |
1,160.02 |
0.382 |
1,152.22 |
LOW |
1,126.95 |
0.618 |
1,086.08 |
1.000 |
1,060.81 |
1.618 |
1,019.94 |
2.618 |
953.80 |
4.250 |
845.86 |
|
|
Fisher Pivots for day following 26-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,182.07 |
1,177.00 |
PP |
1,171.04 |
1,160.91 |
S1 |
1,160.02 |
1,144.82 |
|