Trading Metrics calculated at close of trading on 18-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,494.84 |
8,273.34 |
-221.50 |
-2.6% |
8,946.60 |
High |
8,571.30 |
8,477.95 |
-93.35 |
-1.1% |
9,159.58 |
Low |
8,246.89 |
8,105.44 |
-141.45 |
-1.7% |
7,965.42 |
Close |
8,273.58 |
8,424.75 |
151.17 |
1.8% |
8,497.31 |
Range |
324.41 |
372.51 |
48.10 |
14.8% |
1,194.16 |
ATR |
474.78 |
467.47 |
-7.30 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,453.58 |
9,311.67 |
8,629.63 |
|
R3 |
9,081.07 |
8,939.16 |
8,527.19 |
|
R2 |
8,708.56 |
8,708.56 |
8,493.04 |
|
R1 |
8,566.65 |
8,566.65 |
8,458.90 |
8,637.61 |
PP |
8,336.05 |
8,336.05 |
8,336.05 |
8,371.52 |
S1 |
8,194.14 |
8,194.14 |
8,390.60 |
8,265.10 |
S2 |
7,963.54 |
7,963.54 |
8,356.46 |
|
S3 |
7,591.03 |
7,821.63 |
8,322.31 |
|
S4 |
7,218.52 |
7,449.12 |
8,219.87 |
|
|
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 |
8,923.18 |
7,965.42 |
957.76 |
11.4% |
496.12 |
5.9% |
48% |
False |
False |
|
10 |
9,616.60 |
7,965.42 |
1,651.18 |
19.6% |
447.59 |
5.3% |
28% |
False |
False |
|
20 |
9,653.95 |
7,965.42 |
1,688.53 |
20.0% |
458.12 |
5.4% |
27% |
False |
False |
|
40 |
11,168.06 |
7,882.51 |
3,285.55 |
39.0% |
516.64 |
6.1% |
17% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
46.4% |
446.99 |
5.3% |
14% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
47.3% |
388.22 |
4.6% |
14% |
False |
False |
|
100 |
11,867.11 |
7,882.51 |
3,984.60 |
47.3% |
354.30 |
4.2% |
14% |
False |
False |
|
120 |
12,638.08 |
7,882.51 |
4,755.57 |
56.4% |
327.17 |
3.9% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,061.12 |
2.618 |
9,453.18 |
1.618 |
9,080.67 |
1.000 |
8,850.46 |
0.618 |
8,708.16 |
HIGH |
8,477.95 |
0.618 |
8,335.65 |
0.500 |
8,291.70 |
0.382 |
8,247.74 |
LOW |
8,105.44 |
0.618 |
7,875.23 |
1.000 |
7,732.93 |
1.618 |
7,502.72 |
2.618 |
7,130.21 |
4.250 |
6,522.27 |
|
|
Fisher Pivots for day following 18-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,380.40 |
8,514.31 |
PP |
8,336.05 |
8,484.46 |
S1 |
8,291.70 |
8,454.60 |
|