Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7,995.53 |
7,552.37 |
-443.16 |
-5.5% |
8,494.84 |
High |
8,187.40 |
8,071.75 |
-115.65 |
-1.4% |
8,571.30 |
Low |
7,506.97 |
7,449.38 |
-57.59 |
-0.8% |
7,449.38 |
Close |
7,552.29 |
8,046.42 |
494.13 |
6.5% |
8,046.42 |
Range |
680.43 |
622.37 |
-58.06 |
-8.5% |
1,121.92 |
ATR |
486.00 |
495.75 |
9.74 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,722.96 |
9,507.06 |
8,388.72 |
|
R3 |
9,100.59 |
8,884.69 |
8,217.57 |
|
R2 |
8,478.22 |
8,478.22 |
8,160.52 |
|
R1 |
8,262.32 |
8,262.32 |
8,103.47 |
8,370.27 |
PP |
7,855.85 |
7,855.85 |
7,855.85 |
7,909.83 |
S1 |
7,639.95 |
7,639.95 |
7,989.37 |
7,747.90 |
S2 |
7,233.48 |
7,233.48 |
7,932.32 |
|
S3 |
6,611.11 |
7,017.58 |
7,875.27 |
|
S4 |
5,988.74 |
6,395.21 |
7,704.12 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,388.13 |
10,839.19 |
8,663.48 |
|
R3 |
10,266.21 |
9,717.27 |
8,354.95 |
|
R2 |
9,144.29 |
9,144.29 |
8,252.11 |
|
R1 |
8,595.35 |
8,595.35 |
8,149.26 |
8,308.86 |
PP |
8,022.37 |
8,022.37 |
8,022.37 |
7,879.12 |
S1 |
7,473.43 |
7,473.43 |
7,943.58 |
7,186.94 |
S2 |
6,900.45 |
6,900.45 |
7,840.73 |
|
S3 |
5,778.53 |
6,351.51 |
7,737.89 |
|
S4 |
4,656.61 |
5,229.59 |
7,429.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,571.30 |
7,449.38 |
1,121.92 |
13.9% |
503.46 |
6.3% |
53% |
False |
True |
|
10 |
9,159.58 |
7,449.38 |
1,710.20 |
21.3% |
500.73 |
6.2% |
35% |
False |
True |
|
20 |
9,653.95 |
7,449.38 |
2,204.57 |
27.4% |
462.10 |
5.7% |
27% |
False |
True |
|
40 |
11,139.94 |
7,449.38 |
3,690.56 |
45.9% |
542.74 |
6.7% |
16% |
False |
True |
|
60 |
11,790.17 |
7,449.38 |
4,340.79 |
53.9% |
469.27 |
5.8% |
14% |
False |
True |
|
80 |
11,867.11 |
7,449.38 |
4,417.73 |
54.9% |
402.55 |
5.0% |
14% |
False |
True |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
54.9% |
366.56 |
4.6% |
14% |
False |
True |
|
120 |
12,610.96 |
7,449.38 |
5,161.58 |
64.1% |
337.51 |
4.2% |
12% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,716.82 |
2.618 |
9,701.11 |
1.618 |
9,078.74 |
1.000 |
8,694.12 |
0.618 |
8,456.37 |
HIGH |
8,071.75 |
0.618 |
7,834.00 |
0.500 |
7,760.57 |
0.382 |
7,687.13 |
LOW |
7,449.38 |
0.618 |
7,064.76 |
1.000 |
6,827.01 |
1.618 |
6,442.39 |
2.618 |
5,820.02 |
4.250 |
4,804.31 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
7,951.14 |
8,023.28 |
PP |
7,855.85 |
8,000.15 |
S1 |
7,760.57 |
7,977.01 |
|