Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,946.60 |
8,864.32 |
-82.28 |
-0.9% |
9,326.04 |
High |
9,159.58 |
8,867.91 |
-291.67 |
-3.2% |
9,653.95 |
Low |
8,760.46 |
8,560.71 |
-199.75 |
-2.3% |
8,637.17 |
Close |
8,870.54 |
8,693.96 |
-176.58 |
-2.0% |
8,943.81 |
Range |
399.12 |
307.20 |
-91.92 |
-23.0% |
1,016.78 |
ATR |
469.98 |
458.54 |
-11.44 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,629.13 |
9,468.74 |
8,862.92 |
|
R3 |
9,321.93 |
9,161.54 |
8,778.44 |
|
R2 |
9,014.73 |
9,014.73 |
8,750.28 |
|
R1 |
8,854.34 |
8,854.34 |
8,722.12 |
8,780.94 |
PP |
8,707.53 |
8,707.53 |
8,707.53 |
8,670.82 |
S1 |
8,547.14 |
8,547.14 |
8,665.80 |
8,473.74 |
S2 |
8,400.33 |
8,400.33 |
8,637.64 |
|
S3 |
8,093.13 |
8,239.94 |
8,609.48 |
|
S4 |
7,785.93 |
7,932.74 |
8,525.00 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,128.65 |
11,553.01 |
9,503.04 |
|
R3 |
11,111.87 |
10,536.23 |
9,223.42 |
|
R2 |
10,095.09 |
10,095.09 |
9,130.22 |
|
R1 |
9,519.45 |
9,519.45 |
9,037.01 |
9,298.88 |
PP |
9,078.31 |
9,078.31 |
9,078.31 |
8,968.03 |
S1 |
8,502.67 |
8,502.67 |
8,850.61 |
8,282.10 |
S2 |
8,061.53 |
8,061.53 |
8,757.40 |
|
S3 |
7,044.75 |
7,485.89 |
8,664.20 |
|
S4 |
6,027.97 |
6,469.11 |
8,384.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,616.60 |
8,560.71 |
1,055.89 |
12.1% |
399.05 |
4.6% |
13% |
False |
True |
|
10 |
9,653.95 |
8,560.71 |
1,093.24 |
12.6% |
357.82 |
4.1% |
12% |
False |
True |
|
20 |
9,653.95 |
8,143.59 |
1,510.36 |
17.4% |
476.68 |
5.5% |
36% |
False |
False |
|
40 |
11,483.05 |
7,882.51 |
3,600.54 |
41.4% |
510.78 |
5.9% |
23% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
44.9% |
421.53 |
4.8% |
21% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
45.8% |
369.98 |
4.3% |
20% |
False |
False |
|
100 |
11,924.19 |
7,882.51 |
4,041.68 |
46.5% |
338.77 |
3.9% |
20% |
False |
False |
|
120 |
12,726.66 |
7,882.51 |
4,844.15 |
55.7% |
311.85 |
3.6% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,173.51 |
2.618 |
9,672.16 |
1.618 |
9,364.96 |
1.000 |
9,175.11 |
0.618 |
9,057.76 |
HIGH |
8,867.91 |
0.618 |
8,750.56 |
0.500 |
8,714.31 |
0.382 |
8,678.06 |
LOW |
8,560.71 |
0.618 |
8,370.86 |
1.000 |
8,253.51 |
1.618 |
8,063.66 |
2.618 |
7,756.46 |
4.250 |
7,255.11 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,714.31 |
8,860.15 |
PP |
8,707.53 |
8,804.75 |
S1 |
8,700.74 |
8,749.36 |
|