Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,273.34 |
8,420.69 |
147.35 |
1.8% |
8,946.60 |
High |
8,477.95 |
8,504.64 |
26.69 |
0.3% |
9,159.58 |
Low |
8,105.44 |
7,987.08 |
-118.36 |
-1.5% |
7,965.42 |
Close |
8,424.75 |
7,997.28 |
-427.47 |
-5.1% |
8,497.31 |
Range |
372.51 |
517.56 |
145.05 |
38.9% |
1,194.16 |
ATR |
467.47 |
471.05 |
3.58 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,715.68 |
9,374.04 |
8,281.94 |
|
R3 |
9,198.12 |
8,856.48 |
8,139.61 |
|
R2 |
8,680.56 |
8,680.56 |
8,092.17 |
|
R1 |
8,338.92 |
8,338.92 |
8,044.72 |
8,250.96 |
PP |
8,163.00 |
8,163.00 |
8,163.00 |
8,119.02 |
S1 |
7,821.36 |
7,821.36 |
7,949.84 |
7,733.40 |
S2 |
7,645.44 |
7,645.44 |
7,902.39 |
|
S3 |
7,127.88 |
7,303.80 |
7,854.95 |
|
S4 |
6,610.32 |
6,786.24 |
7,712.62 |
|
|
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 |
12.0% |
515.77 |
6.4% |
3% |
False |
False |
|
10 |
9,159.58 |
7,965.42 |
1,194.16 |
14.9% |
448.83 |
5.6% |
3% |
False |
False |
|
20 |
9,653.95 |
7,965.42 |
1,688.53 |
21.1% |
449.37 |
5.6% |
2% |
False |
False |
|
40 |
11,168.06 |
7,882.51 |
3,285.55 |
41.1% |
525.21 |
6.6% |
3% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
48.9% |
454.02 |
5.7% |
3% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
49.8% |
391.31 |
4.9% |
3% |
False |
False |
|
100 |
11,867.11 |
7,882.51 |
3,984.60 |
49.8% |
357.98 |
4.5% |
3% |
False |
False |
|
120 |
12,610.96 |
7,882.51 |
4,728.45 |
59.1% |
329.73 |
4.1% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,704.27 |
2.618 |
9,859.61 |
1.618 |
9,342.05 |
1.000 |
9,022.20 |
0.618 |
8,824.49 |
HIGH |
8,504.64 |
0.618 |
8,306.93 |
0.500 |
8,245.86 |
0.382 |
8,184.79 |
LOW |
7,987.08 |
0.618 |
7,667.23 |
1.000 |
7,469.52 |
1.618 |
7,149.67 |
2.618 |
6,632.11 |
4.250 |
5,787.45 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,245.86 |
8,279.19 |
PP |
8,163.00 |
8,185.22 |
S1 |
8,080.14 |
8,091.25 |
|