Trading Metrics calculated at close of trading on 12-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,322.5 |
4,346.0 |
23.5 |
0.5% |
4,445.0 |
High |
4,365.5 |
4,346.5 |
-19.0 |
-0.4% |
4,688.0 |
Low |
4,220.0 |
4,104.5 |
-115.5 |
-2.7% |
4,189.5 |
Close |
4,246.5 |
4,168.0 |
-78.5 |
-1.8% |
4,354.5 |
Range |
145.5 |
242.0 |
96.5 |
66.3% |
498.5 |
ATR |
278.4 |
275.8 |
-2.6 |
-0.9% |
0.0 |
Volume |
134,878 |
148,573 |
13,695 |
10.2% |
873,393 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,932.5 |
4,792.0 |
4,301.0 |
|
R3 |
4,690.5 |
4,550.0 |
4,234.5 |
|
R2 |
4,448.5 |
4,448.5 |
4,212.5 |
|
R1 |
4,308.0 |
4,308.0 |
4,190.0 |
4,257.0 |
PP |
4,206.5 |
4,206.5 |
4,206.5 |
4,181.0 |
S1 |
4,066.0 |
4,066.0 |
4,146.0 |
4,015.0 |
S2 |
3,964.5 |
3,964.5 |
4,123.5 |
|
S3 |
3,722.5 |
3,824.0 |
4,101.5 |
|
S4 |
3,480.5 |
3,582.0 |
4,035.0 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,906.0 |
5,629.0 |
4,628.5 |
|
R3 |
5,407.5 |
5,130.5 |
4,491.5 |
|
R2 |
4,909.0 |
4,909.0 |
4,446.0 |
|
R1 |
4,632.0 |
4,632.0 |
4,400.0 |
4,521.0 |
PP |
4,410.5 |
4,410.5 |
4,410.5 |
4,355.5 |
S1 |
4,133.5 |
4,133.5 |
4,309.0 |
4,023.0 |
S2 |
3,912.0 |
3,912.0 |
4,263.0 |
|
S3 |
3,413.5 |
3,635.0 |
4,217.5 |
|
S4 |
2,915.0 |
3,136.5 |
4,080.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,550.0 |
4,104.5 |
445.5 |
10.7% |
224.5 |
5.4% |
14% |
False |
True |
166,195 |
10 |
4,688.0 |
4,104.5 |
583.5 |
14.0% |
213.0 |
5.1% |
11% |
False |
True |
172,263 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
24.8% |
255.5 |
6.1% |
50% |
False |
False |
184,123 |
40 |
5,448.0 |
3,652.5 |
1,795.5 |
43.1% |
273.5 |
6.6% |
29% |
False |
False |
198,374 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
48.9% |
223.0 |
5.4% |
25% |
False |
False |
139,944 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
48.9% |
186.0 |
4.5% |
25% |
False |
False |
105,035 |
100 |
5,729.5 |
3,652.5 |
2,077.0 |
49.8% |
164.5 |
3.9% |
25% |
False |
False |
84,067 |
120 |
6,146.0 |
3,652.5 |
2,493.5 |
59.8% |
142.0 |
3.4% |
21% |
False |
False |
70,058 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,375.0 |
2.618 |
4,980.0 |
1.618 |
4,738.0 |
1.000 |
4,588.5 |
0.618 |
4,496.0 |
HIGH |
4,346.5 |
0.618 |
4,254.0 |
0.500 |
4,225.5 |
0.382 |
4,197.0 |
LOW |
4,104.5 |
0.618 |
3,955.0 |
1.000 |
3,862.5 |
1.618 |
3,713.0 |
2.618 |
3,471.0 |
4.250 |
3,076.0 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,225.5 |
4,327.0 |
PP |
4,206.5 |
4,274.0 |
S1 |
4,187.0 |
4,221.0 |
|