Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
7,552.37 |
8,048.09 |
495.72 |
6.6% |
8,494.84 |
High |
8,071.75 |
8,599.02 |
527.27 |
6.5% |
8,571.30 |
Low |
7,449.38 |
8,048.09 |
598.71 |
8.0% |
7,449.38 |
Close |
8,046.42 |
8,443.39 |
396.97 |
4.9% |
8,046.42 |
Range |
622.37 |
550.93 |
-71.44 |
-11.5% |
1,121.92 |
ATR |
495.75 |
499.81 |
4.06 |
0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,016.29 |
9,780.77 |
8,746.40 |
|
R3 |
9,465.36 |
9,229.84 |
8,594.90 |
|
R2 |
8,914.43 |
8,914.43 |
8,544.39 |
|
R1 |
8,678.91 |
8,678.91 |
8,493.89 |
8,796.67 |
PP |
8,363.50 |
8,363.50 |
8,363.50 |
8,422.38 |
S1 |
8,127.98 |
8,127.98 |
8,392.89 |
8,245.74 |
S2 |
7,812.57 |
7,812.57 |
8,342.39 |
|
S3 |
7,261.64 |
7,577.05 |
8,291.88 |
|
S4 |
6,710.71 |
7,026.12 |
8,140.38 |
|
|
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 |
8,599.02 |
7,449.38 |
1,149.64 |
13.6% |
548.76 |
6.5% |
86% |
True |
False |
|
10 |
8,923.18 |
7,449.38 |
1,473.80 |
17.5% |
515.91 |
6.1% |
67% |
False |
False |
|
20 |
9,653.95 |
7,449.38 |
2,204.57 |
26.1% |
466.87 |
5.5% |
45% |
False |
False |
|
40 |
10,882.52 |
7,449.38 |
3,433.14 |
40.7% |
537.15 |
6.4% |
29% |
False |
False |
|
60 |
11,790.17 |
7,449.38 |
4,340.79 |
51.4% |
475.62 |
5.6% |
23% |
False |
False |
|
80 |
11,867.11 |
7,449.38 |
4,417.73 |
52.3% |
407.45 |
4.8% |
23% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
52.3% |
370.27 |
4.4% |
23% |
False |
False |
|
120 |
12,603.07 |
7,449.38 |
5,153.69 |
61.0% |
340.25 |
4.0% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,940.47 |
2.618 |
10,041.35 |
1.618 |
9,490.42 |
1.000 |
9,149.95 |
0.618 |
8,939.49 |
HIGH |
8,599.02 |
0.618 |
8,388.56 |
0.500 |
8,323.56 |
0.382 |
8,258.55 |
LOW |
8,048.09 |
0.618 |
7,707.62 |
1.000 |
7,497.16 |
1.618 |
7,156.69 |
2.618 |
6,605.76 |
4.250 |
5,706.64 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,403.45 |
8,303.66 |
PP |
8,363.50 |
8,163.93 |
S1 |
8,323.56 |
8,024.20 |
|