Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,864.32 |
8,684.52 |
-179.80 |
-2.0% |
9,326.04 |
High |
8,867.91 |
8,684.60 |
-183.31 |
-2.1% |
9,653.95 |
Low |
8,560.71 |
8,265.29 |
-295.42 |
-3.5% |
8,637.17 |
Close |
8,693.96 |
8,282.66 |
-411.30 |
-4.7% |
8,943.81 |
Range |
307.20 |
419.31 |
112.11 |
36.5% |
1,016.78 |
ATR |
458.54 |
456.41 |
-2.13 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,668.78 |
9,395.03 |
8,513.28 |
|
R3 |
9,249.47 |
8,975.72 |
8,397.97 |
|
R2 |
8,830.16 |
8,830.16 |
8,359.53 |
|
R1 |
8,556.41 |
8,556.41 |
8,321.10 |
8,483.63 |
PP |
8,410.85 |
8,410.85 |
8,410.85 |
8,374.46 |
S1 |
8,137.10 |
8,137.10 |
8,244.22 |
8,064.32 |
S2 |
7,991.54 |
7,991.54 |
8,205.79 |
|
S3 |
7,572.23 |
7,717.79 |
8,167.35 |
|
S4 |
7,152.92 |
7,298.48 |
8,052.04 |
|
|
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 |
9,159.58 |
8,265.29 |
894.29 |
10.8% |
381.89 |
4.6% |
2% |
False |
True |
|
10 |
9,653.95 |
8,265.29 |
1,388.66 |
16.8% |
352.45 |
4.3% |
1% |
False |
True |
|
20 |
9,653.95 |
8,143.59 |
1,510.36 |
18.2% |
458.71 |
5.5% |
9% |
False |
False |
|
40 |
11,483.05 |
7,882.51 |
3,600.54 |
43.5% |
509.73 |
6.2% |
11% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
47.2% |
425.86 |
5.1% |
10% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
48.1% |
372.36 |
4.5% |
10% |
False |
False |
|
100 |
11,924.19 |
7,882.51 |
4,041.68 |
48.8% |
342.25 |
4.1% |
10% |
False |
False |
|
120 |
12,726.66 |
7,882.51 |
4,844.15 |
58.5% |
314.00 |
3.8% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,466.67 |
2.618 |
9,782.35 |
1.618 |
9,363.04 |
1.000 |
9,103.91 |
0.618 |
8,943.73 |
HIGH |
8,684.60 |
0.618 |
8,524.42 |
0.500 |
8,474.95 |
0.382 |
8,425.47 |
LOW |
8,265.29 |
0.618 |
8,006.16 |
1.000 |
7,845.98 |
1.618 |
7,586.85 |
2.618 |
7,167.54 |
4.250 |
6,483.22 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,474.95 |
8,712.44 |
PP |
8,410.85 |
8,569.18 |
S1 |
8,346.76 |
8,425.92 |
|