Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,127.0 |
4,205.0 |
78.0 |
1.9% |
4,550.0 |
High |
4,251.5 |
4,218.5 |
-33.0 |
-0.8% |
4,550.0 |
Low |
4,022.0 |
3,915.0 |
-107.0 |
-2.7% |
4,028.5 |
Close |
4,186.5 |
4,003.5 |
-183.0 |
-4.4% |
4,231.5 |
Range |
229.5 |
303.5 |
74.0 |
32.2% |
521.5 |
ATR |
266.0 |
268.6 |
2.7 |
1.0% |
0.0 |
Volume |
140,329 |
161,665 |
21,336 |
15.2% |
799,484 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,956.0 |
4,783.5 |
4,170.5 |
|
R3 |
4,652.5 |
4,480.0 |
4,087.0 |
|
R2 |
4,349.0 |
4,349.0 |
4,059.0 |
|
R1 |
4,176.5 |
4,176.5 |
4,031.5 |
4,111.0 |
PP |
4,045.5 |
4,045.5 |
4,045.5 |
4,013.0 |
S1 |
3,873.0 |
3,873.0 |
3,975.5 |
3,807.5 |
S2 |
3,742.0 |
3,742.0 |
3,948.0 |
|
S3 |
3,438.5 |
3,569.5 |
3,920.0 |
|
S4 |
3,135.0 |
3,266.0 |
3,836.5 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,834.5 |
5,554.5 |
4,518.5 |
|
R3 |
5,313.0 |
5,033.0 |
4,375.0 |
|
R2 |
4,791.5 |
4,791.5 |
4,327.0 |
|
R1 |
4,511.5 |
4,511.5 |
4,279.5 |
4,391.0 |
PP |
4,270.0 |
4,270.0 |
4,270.0 |
4,209.5 |
S1 |
3,990.0 |
3,990.0 |
4,183.5 |
3,869.0 |
S2 |
3,748.5 |
3,748.5 |
4,136.0 |
|
S3 |
3,227.0 |
3,468.5 |
4,088.0 |
|
S4 |
2,705.5 |
2,947.0 |
3,944.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,435.0 |
3,915.0 |
520.0 |
13.0% |
254.5 |
6.4% |
17% |
False |
True |
162,436 |
10 |
4,550.0 |
3,915.0 |
635.0 |
15.9% |
239.5 |
6.0% |
14% |
False |
True |
164,316 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
25.9% |
244.0 |
6.1% |
34% |
False |
False |
175,398 |
40 |
5,284.5 |
3,652.5 |
1,632.0 |
40.8% |
281.5 |
7.0% |
22% |
False |
False |
191,334 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
50.9% |
237.0 |
5.9% |
17% |
False |
False |
153,447 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
50.9% |
198.5 |
5.0% |
17% |
False |
False |
115,184 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
50.9% |
174.5 |
4.4% |
17% |
False |
False |
92,185 |
120 |
6,085.0 |
3,652.5 |
2,432.5 |
60.8% |
152.0 |
3.8% |
14% |
False |
False |
76,826 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,508.5 |
2.618 |
5,013.0 |
1.618 |
4,709.5 |
1.000 |
4,522.0 |
0.618 |
4,406.0 |
HIGH |
4,218.5 |
0.618 |
4,102.5 |
0.500 |
4,067.0 |
0.382 |
4,031.0 |
LOW |
3,915.0 |
0.618 |
3,727.5 |
1.000 |
3,611.5 |
1.618 |
3,424.0 |
2.618 |
3,120.5 |
4.250 |
2,625.0 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,067.0 |
4,083.0 |
PP |
4,045.5 |
4,056.5 |
S1 |
4,024.5 |
4,030.0 |
|