Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,822.19 |
8,494.84 |
-327.35 |
-3.7% |
8,946.60 |
High |
8,923.18 |
8,571.30 |
-351.88 |
-3.9% |
9,159.58 |
Low |
8,469.99 |
8,246.89 |
-223.10 |
-2.6% |
7,965.42 |
Close |
8,497.31 |
8,273.58 |
-223.73 |
-2.6% |
8,497.31 |
Range |
453.19 |
324.41 |
-128.78 |
-28.4% |
1,194.16 |
ATR |
486.34 |
474.78 |
-11.57 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,337.15 |
9,129.78 |
8,452.01 |
|
R3 |
9,012.74 |
8,805.37 |
8,362.79 |
|
R2 |
8,688.33 |
8,688.33 |
8,333.06 |
|
R1 |
8,480.96 |
8,480.96 |
8,303.32 |
8,422.44 |
PP |
8,363.92 |
8,363.92 |
8,363.92 |
8,334.67 |
S1 |
8,156.55 |
8,156.55 |
8,243.84 |
8,098.03 |
S2 |
8,039.51 |
8,039.51 |
8,214.10 |
|
S3 |
7,715.10 |
7,832.14 |
8,184.37 |
|
S4 |
7,390.69 |
7,507.73 |
8,095.15 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,123.25 |
11,504.44 |
9,154.10 |
|
R3 |
10,929.09 |
10,310.28 |
8,825.70 |
|
R2 |
9,734.93 |
9,734.93 |
8,716.24 |
|
R1 |
9,116.12 |
9,116.12 |
8,606.77 |
8,828.45 |
PP |
8,540.77 |
8,540.77 |
8,540.77 |
8,396.93 |
S1 |
7,921.96 |
7,921.96 |
8,387.85 |
7,634.29 |
S2 |
7,346.61 |
7,346.61 |
8,278.38 |
|
S3 |
6,152.45 |
6,727.80 |
8,168.92 |
|
S4 |
4,958.29 |
5,533.64 |
7,840.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,923.18 |
7,965.42 |
957.76 |
11.6% |
483.06 |
5.8% |
32% |
False |
False |
|
10 |
9,653.95 |
7,965.42 |
1,688.53 |
20.4% |
443.34 |
5.4% |
18% |
False |
False |
|
20 |
9,653.95 |
7,965.42 |
1,688.53 |
20.4% |
453.51 |
5.5% |
18% |
False |
False |
|
40 |
11,168.06 |
7,882.51 |
3,285.55 |
39.7% |
515.06 |
6.2% |
12% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
47.2% |
445.18 |
5.4% |
10% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
48.2% |
386.62 |
4.7% |
10% |
False |
False |
|
100 |
11,867.11 |
7,882.51 |
3,984.60 |
48.2% |
352.45 |
4.3% |
10% |
False |
False |
|
120 |
12,689.70 |
7,882.51 |
4,807.19 |
58.1% |
324.66 |
3.9% |
8% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,950.04 |
2.618 |
9,420.61 |
1.618 |
9,096.20 |
1.000 |
8,895.71 |
0.618 |
8,771.79 |
HIGH |
8,571.30 |
0.618 |
8,447.38 |
0.500 |
8,409.10 |
0.382 |
8,370.81 |
LOW |
8,246.89 |
0.618 |
8,046.40 |
1.000 |
7,922.48 |
1.618 |
7,721.99 |
2.618 |
7,397.58 |
4.250 |
6,868.15 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,409.10 |
8,444.30 |
PP |
8,363.92 |
8,387.39 |
S1 |
8,318.75 |
8,330.49 |
|