Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,281.14 |
8,822.19 |
541.05 |
6.5% |
8,946.60 |
High |
8,876.59 |
8,923.18 |
46.59 |
0.5% |
9,159.58 |
Low |
7,965.42 |
8,469.99 |
504.57 |
6.3% |
7,965.42 |
Close |
8,835.25 |
8,497.31 |
-337.94 |
-3.8% |
8,497.31 |
Range |
911.17 |
453.19 |
-457.98 |
-50.3% |
1,194.16 |
ATR |
488.89 |
486.34 |
-2.55 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,989.73 |
9,696.71 |
8,746.56 |
|
R3 |
9,536.54 |
9,243.52 |
8,621.94 |
|
R2 |
9,083.35 |
9,083.35 |
8,580.39 |
|
R1 |
8,790.33 |
8,790.33 |
8,538.85 |
8,710.25 |
PP |
8,630.16 |
8,630.16 |
8,630.16 |
8,590.12 |
S1 |
8,337.14 |
8,337.14 |
8,455.77 |
8,257.06 |
S2 |
8,176.97 |
8,176.97 |
8,414.23 |
|
S3 |
7,723.78 |
7,883.95 |
8,372.68 |
|
S4 |
7,270.59 |
7,430.76 |
8,248.06 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,123.25 |
11,504.44 |
9,154.10 |
|
R3 |
10,929.09 |
10,310.28 |
8,825.70 |
|
R2 |
9,734.93 |
9,734.93 |
8,716.24 |
|
R1 |
9,116.12 |
9,116.12 |
8,606.77 |
8,828.45 |
PP |
8,540.77 |
8,540.77 |
8,540.77 |
8,396.93 |
S1 |
7,921.96 |
7,921.96 |
8,387.85 |
7,634.29 |
S2 |
7,346.61 |
7,346.61 |
8,278.38 |
|
S3 |
6,152.45 |
6,727.80 |
8,168.92 |
|
S4 |
4,958.29 |
5,533.64 |
7,840.52 |
|
|
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 |
7,965.42 |
1,194.16 |
14.1% |
498.00 |
5.9% |
45% |
False |
False |
|
10 |
9,653.95 |
7,965.42 |
1,688.53 |
19.9% |
426.41 |
5.0% |
32% |
False |
False |
|
20 |
9,653.95 |
7,965.42 |
1,688.53 |
19.9% |
458.01 |
5.4% |
32% |
False |
False |
|
40 |
11,394.58 |
7,882.51 |
3,512.07 |
41.3% |
517.01 |
6.1% |
18% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
46.0% |
443.19 |
5.2% |
16% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
46.9% |
384.05 |
4.5% |
15% |
False |
False |
|
100 |
11,867.11 |
7,882.51 |
3,984.60 |
46.9% |
352.76 |
4.2% |
15% |
False |
False |
|
120 |
12,726.66 |
7,882.51 |
4,844.15 |
57.0% |
323.39 |
3.8% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,849.24 |
2.618 |
10,109.63 |
1.618 |
9,656.44 |
1.000 |
9,376.37 |
0.618 |
9,203.25 |
HIGH |
8,923.18 |
0.618 |
8,750.06 |
0.500 |
8,696.59 |
0.382 |
8,643.11 |
LOW |
8,469.99 |
0.618 |
8,189.92 |
1.000 |
8,016.80 |
1.618 |
7,736.73 |
2.618 |
7,283.54 |
4.250 |
6,543.93 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,696.59 |
8,479.64 |
PP |
8,630.16 |
8,461.97 |
S1 |
8,563.74 |
8,444.30 |
|