Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,048.09 |
8,445.14 |
397.05 |
4.9% |
8,494.84 |
High |
8,599.02 |
8,607.38 |
8.36 |
0.1% |
8,571.30 |
Low |
8,048.09 |
8,281.46 |
233.37 |
2.9% |
7,449.38 |
Close |
8,443.39 |
8,479.47 |
36.08 |
0.4% |
8,046.42 |
Range |
550.93 |
325.92 |
-225.01 |
-40.8% |
1,121.92 |
ATR |
499.81 |
487.39 |
-12.42 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,433.86 |
9,282.59 |
8,658.73 |
|
R3 |
9,107.94 |
8,956.67 |
8,569.10 |
|
R2 |
8,782.02 |
8,782.02 |
8,539.22 |
|
R1 |
8,630.75 |
8,630.75 |
8,509.35 |
8,706.39 |
PP |
8,456.10 |
8,456.10 |
8,456.10 |
8,493.92 |
S1 |
8,304.83 |
8,304.83 |
8,449.59 |
8,380.47 |
S2 |
8,130.18 |
8,130.18 |
8,419.72 |
|
S3 |
7,804.26 |
7,978.91 |
8,389.84 |
|
S4 |
7,478.34 |
7,652.99 |
8,300.21 |
|
|
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 |
8,607.38 |
7,449.38 |
1,158.00 |
13.7% |
539.44 |
6.4% |
89% |
True |
False |
|
10 |
8,923.18 |
7,449.38 |
1,473.80 |
17.4% |
517.78 |
6.1% |
70% |
False |
False |
|
20 |
9,653.95 |
7,449.38 |
2,204.57 |
26.0% |
437.80 |
5.2% |
47% |
False |
False |
|
40 |
10,882.52 |
7,449.38 |
3,433.14 |
40.5% |
532.86 |
6.3% |
30% |
False |
False |
|
60 |
11,577.50 |
7,449.38 |
4,128.12 |
48.7% |
475.75 |
5.6% |
25% |
False |
False |
|
80 |
11,867.11 |
7,449.38 |
4,417.73 |
52.1% |
409.52 |
4.8% |
23% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
52.1% |
370.75 |
4.4% |
23% |
False |
False |
|
120 |
12,369.23 |
7,449.38 |
4,919.85 |
58.0% |
339.54 |
4.0% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,992.54 |
2.618 |
9,460.64 |
1.618 |
9,134.72 |
1.000 |
8,933.30 |
0.618 |
8,808.80 |
HIGH |
8,607.38 |
0.618 |
8,482.88 |
0.500 |
8,444.42 |
0.382 |
8,405.96 |
LOW |
8,281.46 |
0.618 |
8,080.04 |
1.000 |
7,955.54 |
1.618 |
7,754.12 |
2.618 |
7,428.20 |
4.250 |
6,896.30 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,467.79 |
8,329.11 |
PP |
8,456.10 |
8,178.74 |
S1 |
8,444.42 |
8,028.38 |
|