Trading Metrics calculated at close of trading on 13-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,684.52 |
8,281.14 |
-403.38 |
-4.6% |
9,326.04 |
High |
8,684.60 |
8,876.59 |
191.99 |
2.2% |
9,653.95 |
Low |
8,265.29 |
7,965.42 |
-299.87 |
-3.6% |
8,637.17 |
Close |
8,282.66 |
8,835.25 |
552.59 |
6.7% |
8,943.81 |
Range |
419.31 |
911.17 |
491.86 |
117.3% |
1,016.78 |
ATR |
456.41 |
488.89 |
32.48 |
7.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,292.60 |
10,975.09 |
9,336.39 |
|
R3 |
10,381.43 |
10,063.92 |
9,085.82 |
|
R2 |
9,470.26 |
9,470.26 |
9,002.30 |
|
R1 |
9,152.75 |
9,152.75 |
8,918.77 |
9,311.51 |
PP |
8,559.09 |
8,559.09 |
8,559.09 |
8,638.46 |
S1 |
8,241.58 |
8,241.58 |
8,751.73 |
8,400.34 |
S2 |
7,647.92 |
7,647.92 |
8,668.20 |
|
S3 |
6,736.75 |
7,330.41 |
8,584.68 |
|
S4 |
5,825.58 |
6,419.24 |
8,334.11 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,128.65 |
11,553.01 |
9,503.04 |
|
R3 |
11,111.87 |
10,536.23 |
9,223.42 |
|
R2 |
10,095.09 |
10,095.09 |
9,130.22 |
|
R1 |
9,519.45 |
9,519.45 |
9,037.01 |
9,298.88 |
PP |
9,078.31 |
9,078.31 |
9,078.31 |
8,968.03 |
S1 |
8,502.67 |
8,502.67 |
8,850.61 |
8,282.10 |
S2 |
8,061.53 |
8,061.53 |
8,757.40 |
|
S3 |
7,044.75 |
7,485.89 |
8,664.20 |
|
S4 |
6,027.97 |
6,469.11 |
8,384.58 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,159.58 |
7,965.42 |
1,194.16 |
13.5% |
460.47 |
5.2% |
73% |
False |
True |
|
10 |
9,653.95 |
7,965.42 |
1,688.53 |
19.1% |
414.60 |
4.7% |
52% |
False |
True |
|
20 |
9,653.95 |
7,965.42 |
1,688.53 |
19.1% |
463.49 |
5.2% |
52% |
False |
True |
|
40 |
11,483.05 |
7,882.51 |
3,600.54 |
40.8% |
517.09 |
5.9% |
26% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
44.2% |
438.32 |
5.0% |
24% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
45.1% |
382.00 |
4.3% |
24% |
False |
False |
|
100 |
11,924.19 |
7,882.51 |
4,041.68 |
45.7% |
349.57 |
4.0% |
24% |
False |
False |
|
120 |
12,726.66 |
7,882.51 |
4,844.15 |
54.8% |
320.51 |
3.6% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,749.06 |
2.618 |
11,262.03 |
1.618 |
10,350.86 |
1.000 |
9,787.76 |
0.618 |
9,439.69 |
HIGH |
8,876.59 |
0.618 |
8,528.52 |
0.500 |
8,421.01 |
0.382 |
8,313.49 |
LOW |
7,965.42 |
0.618 |
7,402.32 |
1.000 |
7,054.25 |
1.618 |
6,491.15 |
2.618 |
5,579.98 |
4.250 |
4,092.95 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,697.17 |
8,697.17 |
PP |
8,559.09 |
8,559.09 |
S1 |
8,421.01 |
8,421.01 |
|