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 |
4,346.0 |
4,077.0 |
-269.0 |
-6.2% |
4,445.0 |
High |
4,346.5 |
4,435.0 |
88.5 |
2.0% |
4,688.0 |
Low |
4,104.5 |
4,028.5 |
-76.0 |
-1.9% |
4,189.5 |
Close |
4,168.0 |
4,166.5 |
-1.5 |
0.0% |
4,354.5 |
Range |
242.0 |
406.5 |
164.5 |
68.0% |
498.5 |
ATR |
275.8 |
285.2 |
9.3 |
3.4% |
0.0 |
Volume |
148,573 |
167,194 |
18,621 |
12.5% |
873,393 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,429.5 |
5,204.5 |
4,390.0 |
|
R3 |
5,023.0 |
4,798.0 |
4,278.5 |
|
R2 |
4,616.5 |
4,616.5 |
4,241.0 |
|
R1 |
4,391.5 |
4,391.5 |
4,204.0 |
4,504.0 |
PP |
4,210.0 |
4,210.0 |
4,210.0 |
4,266.0 |
S1 |
3,985.0 |
3,985.0 |
4,129.0 |
4,097.5 |
S2 |
3,803.5 |
3,803.5 |
4,092.0 |
|
S3 |
3,397.0 |
3,578.5 |
4,054.5 |
|
S4 |
2,990.5 |
3,172.0 |
3,943.0 |
|
|
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 |
4,028.5 |
521.5 |
12.5% |
248.5 |
6.0% |
26% |
False |
True |
169,515 |
10 |
4,688.0 |
4,028.5 |
659.5 |
15.8% |
238.0 |
5.7% |
21% |
False |
True |
167,810 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
24.9% |
262.5 |
6.3% |
50% |
False |
False |
182,192 |
40 |
5,448.0 |
3,652.5 |
1,795.5 |
43.1% |
277.5 |
6.7% |
29% |
False |
False |
196,264 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
48.9% |
229.5 |
5.5% |
25% |
False |
False |
142,722 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
48.9% |
191.0 |
4.6% |
25% |
False |
False |
107,124 |
100 |
5,707.5 |
3,652.5 |
2,055.0 |
49.3% |
168.5 |
4.0% |
25% |
False |
False |
85,737 |
120 |
6,146.0 |
3,652.5 |
2,493.5 |
59.8% |
145.5 |
3.5% |
21% |
False |
False |
71,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,162.5 |
2.618 |
5,499.0 |
1.618 |
5,092.5 |
1.000 |
4,841.5 |
0.618 |
4,686.0 |
HIGH |
4,435.0 |
0.618 |
4,279.5 |
0.500 |
4,232.0 |
0.382 |
4,184.0 |
LOW |
4,028.5 |
0.618 |
3,777.5 |
1.000 |
3,622.0 |
1.618 |
3,371.0 |
2.618 |
2,964.5 |
4.250 |
2,301.0 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,232.0 |
4,232.0 |
PP |
4,210.0 |
4,210.0 |
S1 |
4,188.0 |
4,188.0 |
|