Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,464.49 |
8,724.70 |
260.21 |
3.1% |
8,048.09 |
High |
8,726.61 |
8,831.35 |
104.74 |
1.2% |
8,831.35 |
Low |
8,311.17 |
8,672.69 |
361.52 |
4.3% |
8,048.09 |
Close |
8,726.61 |
8,829.04 |
102.43 |
1.2% |
8,829.04 |
Range |
415.44 |
158.66 |
-256.78 |
-61.8% |
783.26 |
ATR |
482.25 |
459.13 |
-23.11 |
-4.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,253.67 |
9,200.02 |
8,916.30 |
|
R3 |
9,095.01 |
9,041.36 |
8,872.67 |
|
R2 |
8,936.35 |
8,936.35 |
8,858.13 |
|
R1 |
8,882.70 |
8,882.70 |
8,843.58 |
8,909.53 |
PP |
8,777.69 |
8,777.69 |
8,777.69 |
8,791.11 |
S1 |
8,724.04 |
8,724.04 |
8,814.50 |
8,750.87 |
S2 |
8,619.03 |
8,619.03 |
8,799.95 |
|
S3 |
8,460.37 |
8,565.38 |
8,785.41 |
|
S4 |
8,301.71 |
8,406.72 |
8,741.78 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,919.27 |
10,657.42 |
9,259.83 |
|
R3 |
10,136.01 |
9,874.16 |
9,044.44 |
|
R2 |
9,352.75 |
9,352.75 |
8,972.64 |
|
R1 |
9,090.90 |
9,090.90 |
8,900.84 |
9,221.83 |
PP |
8,569.49 |
8,569.49 |
8,569.49 |
8,634.96 |
S1 |
8,307.64 |
8,307.64 |
8,757.24 |
8,438.57 |
S2 |
7,786.23 |
7,786.23 |
8,685.44 |
|
S3 |
7,002.97 |
7,524.38 |
8,613.64 |
|
S4 |
6,219.71 |
6,741.12 |
8,398.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,831.35 |
7,449.38 |
1,381.97 |
15.7% |
414.66 |
4.7% |
100% |
True |
False |
|
10 |
8,923.18 |
7,449.38 |
1,473.80 |
16.7% |
442.14 |
5.0% |
94% |
False |
False |
|
20 |
9,653.95 |
7,449.38 |
2,204.57 |
25.0% |
428.37 |
4.9% |
63% |
False |
False |
|
40 |
10,796.26 |
7,449.38 |
3,346.88 |
37.9% |
531.30 |
6.0% |
41% |
False |
False |
|
60 |
11,577.50 |
7,449.38 |
4,128.12 |
46.8% |
477.08 |
5.4% |
33% |
False |
False |
|
80 |
11,867.11 |
7,449.38 |
4,417.73 |
50.0% |
410.52 |
4.6% |
31% |
False |
False |
|
100 |
11,867.11 |
7,449.38 |
4,417.73 |
50.0% |
371.56 |
4.2% |
31% |
False |
False |
|
120 |
12,322.82 |
7,449.38 |
4,873.44 |
55.2% |
341.83 |
3.9% |
28% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,505.66 |
2.618 |
9,246.72 |
1.618 |
9,088.06 |
1.000 |
8,990.01 |
0.618 |
8,929.40 |
HIGH |
8,831.35 |
0.618 |
8,770.74 |
0.500 |
8,752.02 |
0.382 |
8,733.30 |
LOW |
8,672.69 |
0.618 |
8,574.64 |
1.000 |
8,514.03 |
1.618 |
8,415.98 |
2.618 |
8,257.32 |
4.250 |
7,998.39 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,803.37 |
8,738.16 |
PP |
8,777.69 |
8,647.28 |
S1 |
8,752.02 |
8,556.41 |
|