Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
3,881.0 |
3,875.0 |
-6.0 |
-0.2% |
4,187.0 |
High |
3,965.0 |
3,959.0 |
-6.0 |
-0.2% |
4,251.5 |
Low |
3,810.5 |
3,703.0 |
-107.5 |
-2.8% |
3,703.0 |
Close |
3,864.5 |
3,779.5 |
-85.0 |
-2.2% |
3,779.5 |
Range |
154.5 |
256.0 |
101.5 |
65.7% |
548.5 |
ATR |
263.2 |
262.7 |
-0.5 |
-0.2% |
0.0 |
Volume |
144,249 |
209,046 |
64,797 |
44.9% |
819,667 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,582.0 |
4,436.5 |
3,920.5 |
|
R3 |
4,326.0 |
4,180.5 |
3,850.0 |
|
R2 |
4,070.0 |
4,070.0 |
3,826.5 |
|
R1 |
3,924.5 |
3,924.5 |
3,803.0 |
3,869.0 |
PP |
3,814.0 |
3,814.0 |
3,814.0 |
3,786.0 |
S1 |
3,668.5 |
3,668.5 |
3,756.0 |
3,613.0 |
S2 |
3,558.0 |
3,558.0 |
3,732.5 |
|
S3 |
3,302.0 |
3,412.5 |
3,709.0 |
|
S4 |
3,046.0 |
3,156.5 |
3,638.5 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,557.0 |
5,216.5 |
4,081.0 |
|
R3 |
5,008.5 |
4,668.0 |
3,930.5 |
|
R2 |
4,460.0 |
4,460.0 |
3,880.0 |
|
R1 |
4,119.5 |
4,119.5 |
3,830.0 |
4,015.5 |
PP |
3,911.5 |
3,911.5 |
3,911.5 |
3,859.0 |
S1 |
3,571.0 |
3,571.0 |
3,729.0 |
3,467.0 |
S2 |
3,363.0 |
3,363.0 |
3,679.0 |
|
S3 |
2,814.5 |
3,022.5 |
3,628.5 |
|
S4 |
2,266.0 |
2,474.0 |
3,478.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,251.5 |
3,703.0 |
548.5 |
14.5% |
217.5 |
5.8% |
14% |
False |
True |
163,933 |
10 |
4,550.0 |
3,703.0 |
847.0 |
22.4% |
233.5 |
6.2% |
9% |
False |
True |
161,915 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
27.4% |
240.0 |
6.3% |
12% |
False |
False |
176,541 |
40 |
5,100.0 |
3,652.5 |
1,447.5 |
38.3% |
284.5 |
7.5% |
9% |
False |
False |
193,691 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
53.9% |
240.5 |
6.4% |
6% |
False |
False |
159,332 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
53.9% |
202.0 |
5.3% |
6% |
False |
False |
119,600 |
100 |
5,690.0 |
3,652.5 |
2,037.5 |
53.9% |
176.5 |
4.7% |
6% |
False |
False |
95,688 |
120 |
6,025.5 |
3,652.5 |
2,373.0 |
62.8% |
155.0 |
4.1% |
5% |
False |
False |
79,770 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,047.0 |
2.618 |
4,629.0 |
1.618 |
4,373.0 |
1.000 |
4,215.0 |
0.618 |
4,117.0 |
HIGH |
3,959.0 |
0.618 |
3,861.0 |
0.500 |
3,831.0 |
0.382 |
3,801.0 |
LOW |
3,703.0 |
0.618 |
3,545.0 |
1.000 |
3,447.0 |
1.618 |
3,289.0 |
2.618 |
3,033.0 |
4.250 |
2,615.0 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
3,831.0 |
3,961.0 |
PP |
3,814.0 |
3,900.5 |
S1 |
3,796.5 |
3,840.0 |
|