Trading Metrics calculated at close of trading on 26-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,445.14 |
8,464.49 |
19.35 |
0.2% |
8,494.84 |
High |
8,607.38 |
8,726.61 |
119.23 |
1.4% |
8,571.30 |
Low |
8,281.46 |
8,311.17 |
29.71 |
0.4% |
7,449.38 |
Close |
8,479.47 |
8,726.61 |
247.14 |
2.9% |
8,046.42 |
Range |
325.92 |
415.44 |
89.52 |
27.5% |
1,121.92 |
ATR |
487.39 |
482.25 |
-5.14 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,834.45 |
9,695.97 |
8,955.10 |
|
R3 |
9,419.01 |
9,280.53 |
8,840.86 |
|
R2 |
9,003.57 |
9,003.57 |
8,802.77 |
|
R1 |
8,865.09 |
8,865.09 |
8,764.69 |
8,934.33 |
PP |
8,588.13 |
8,588.13 |
8,588.13 |
8,622.75 |
S1 |
8,449.65 |
8,449.65 |
8,688.53 |
8,518.89 |
S2 |
8,172.69 |
8,172.69 |
8,650.45 |
|
S3 |
7,757.25 |
8,034.21 |
8,612.36 |
|
S4 |
7,341.81 |
7,618.77 |
8,498.12 |
|
|
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 |
8,726.61 |
7,449.38 |
1,277.23 |
14.6% |
519.02 |
5.9% |
100% |
True |
False |
|
10 |
8,923.18 |
7,449.38 |
1,473.80 |
16.9% |
517.39 |
5.9% |
87% |
False |
False |
|
20 |
9,653.95 |
7,449.38 |
2,204.57 |
25.3% |
434.92 |
5.0% |
58% |
False |
False |
|
40 |
10,825.54 |
7,449.38 |
3,376.16 |
38.7% |
536.98 |
6.2% |
38% |
False |
False |
|
60 |
11,577.50 |
7,449.38 |
4,128.12 |
47.3% |
480.37 |
5.5% |
31% |
False |
False |
|
80 |
11,867.11 |
7,449.38 |
4,417.73 |
50.6% |
410.58 |
4.7% |
29% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
50.6% |
372.74 |
4.3% |
29% |
False |
False |
|
120 |
12,369.23 |
7,449.38 |
4,919.85 |
56.4% |
341.86 |
3.9% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,492.23 |
2.618 |
9,814.23 |
1.618 |
9,398.79 |
1.000 |
9,142.05 |
0.618 |
8,983.35 |
HIGH |
8,726.61 |
0.618 |
8,567.91 |
0.500 |
8,518.89 |
0.382 |
8,469.87 |
LOW |
8,311.17 |
0.618 |
8,054.43 |
1.000 |
7,895.73 |
1.618 |
7,638.99 |
2.618 |
7,223.55 |
4.250 |
6,545.55 |
|
|
Fisher Pivots for day following 26-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,657.37 |
8,613.52 |
PP |
8,588.13 |
8,500.44 |
S1 |
8,518.89 |
8,387.35 |
|