Trading Metrics calculated at close of trading on 20-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,420.69 |
7,995.53 |
-425.16 |
-5.0% |
8,946.60 |
High |
8,504.64 |
8,187.40 |
-317.24 |
-3.7% |
9,159.58 |
Low |
7,987.08 |
7,506.97 |
-480.11 |
-6.0% |
7,965.42 |
Close |
7,997.28 |
7,552.29 |
-444.99 |
-5.6% |
8,497.31 |
Range |
517.56 |
680.43 |
162.87 |
31.5% |
1,194.16 |
ATR |
471.05 |
486.00 |
14.96 |
3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,790.18 |
9,351.66 |
7,926.53 |
|
R3 |
9,109.75 |
8,671.23 |
7,739.41 |
|
R2 |
8,429.32 |
8,429.32 |
7,677.04 |
|
R1 |
7,990.80 |
7,990.80 |
7,614.66 |
7,869.85 |
PP |
7,748.89 |
7,748.89 |
7,748.89 |
7,688.41 |
S1 |
7,310.37 |
7,310.37 |
7,489.92 |
7,189.42 |
S2 |
7,068.46 |
7,068.46 |
7,427.54 |
|
S3 |
6,388.03 |
6,629.94 |
7,365.17 |
|
S4 |
5,707.60 |
5,949.51 |
7,178.05 |
|
|
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 |
7,506.97 |
1,416.21 |
18.8% |
469.62 |
6.2% |
3% |
False |
True |
|
10 |
9,159.58 |
7,506.97 |
1,652.61 |
21.9% |
465.04 |
6.2% |
3% |
False |
True |
|
20 |
9,653.95 |
7,506.97 |
2,146.98 |
28.4% |
455.77 |
6.0% |
2% |
False |
True |
|
40 |
11,168.06 |
7,506.97 |
3,661.09 |
48.5% |
534.66 |
7.1% |
1% |
False |
True |
|
60 |
11,790.17 |
7,506.97 |
4,283.20 |
56.7% |
462.48 |
6.1% |
1% |
False |
True |
|
80 |
11,867.11 |
7,506.97 |
4,360.14 |
57.7% |
397.46 |
5.3% |
1% |
False |
True |
|
100 |
11,867.11 |
7,506.97 |
4,360.14 |
57.7% |
362.54 |
4.8% |
1% |
False |
True |
|
120 |
12,610.96 |
7,506.97 |
5,103.99 |
67.6% |
333.63 |
4.4% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,079.23 |
2.618 |
9,968.77 |
1.618 |
9,288.34 |
1.000 |
8,867.83 |
0.618 |
8,607.91 |
HIGH |
8,187.40 |
0.618 |
7,927.48 |
0.500 |
7,847.19 |
0.382 |
7,766.89 |
LOW |
7,506.97 |
0.618 |
7,086.46 |
1.000 |
6,826.54 |
1.618 |
6,406.03 |
2.618 |
5,725.60 |
4.250 |
4,615.14 |
|
|
Fisher Pivots for day following 20-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7,847.19 |
8,005.81 |
PP |
7,748.89 |
7,854.63 |
S1 |
7,650.59 |
7,703.46 |
|