Trading Metrics calculated at close of trading on 11-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,293.00 |
1,255.00 |
-38.00 |
-2.9% |
1,340.00 |
High |
1,321.25 |
1,262.00 |
-59.25 |
-4.5% |
1,389.00 |
Low |
1,235.50 |
1,208.00 |
-27.50 |
-2.2% |
1,235.00 |
Close |
1,256.50 |
1,223.00 |
-33.50 |
-2.7% |
1,288.50 |
Range |
85.75 |
54.00 |
-31.75 |
-37.0% |
154.00 |
ATR |
85.11 |
82.88 |
-2.22 |
-2.6% |
0.00 |
Volume |
338,144 |
291,818 |
-46,326 |
-13.7% |
1,724,802 |
|
Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,393.00 |
1,362.00 |
1,252.75 |
|
R3 |
1,339.00 |
1,308.00 |
1,237.75 |
|
R2 |
1,285.00 |
1,285.00 |
1,233.00 |
|
R1 |
1,254.00 |
1,254.00 |
1,228.00 |
1,242.50 |
PP |
1,231.00 |
1,231.00 |
1,231.00 |
1,225.25 |
S1 |
1,200.00 |
1,200.00 |
1,218.00 |
1,188.50 |
S2 |
1,177.00 |
1,177.00 |
1,213.00 |
|
S3 |
1,123.00 |
1,146.00 |
1,208.25 |
|
S4 |
1,069.00 |
1,092.00 |
1,193.25 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,766.25 |
1,681.25 |
1,373.25 |
|
R3 |
1,612.25 |
1,527.25 |
1,330.75 |
|
R2 |
1,458.25 |
1,458.25 |
1,316.75 |
|
R1 |
1,373.25 |
1,373.25 |
1,302.50 |
1,338.75 |
PP |
1,304.25 |
1,304.25 |
1,304.25 |
1,287.00 |
S1 |
1,219.25 |
1,219.25 |
1,274.50 |
1,184.75 |
S2 |
1,150.25 |
1,150.25 |
1,260.25 |
|
S3 |
996.25 |
1,065.25 |
1,246.25 |
|
S4 |
842.25 |
911.25 |
1,203.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,389.00 |
1,208.00 |
181.00 |
14.8% |
70.50 |
5.8% |
8% |
False |
True |
357,653 |
10 |
1,389.00 |
1,208.00 |
181.00 |
14.8% |
63.00 |
5.1% |
8% |
False |
True |
377,421 |
20 |
1,391.25 |
1,136.75 |
254.50 |
20.8% |
87.50 |
7.2% |
34% |
False |
False |
458,256 |
40 |
1,801.50 |
1,136.75 |
664.75 |
54.4% |
94.00 |
7.7% |
13% |
False |
False |
505,888 |
60 |
1,984.25 |
1,136.75 |
847.50 |
69.3% |
77.75 |
6.4% |
10% |
False |
False |
359,693 |
80 |
1,985.25 |
1,136.75 |
848.50 |
69.4% |
68.75 |
5.6% |
10% |
False |
False |
269,873 |
100 |
1,985.25 |
1,136.75 |
848.50 |
69.4% |
64.25 |
5.2% |
10% |
False |
False |
215,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,491.50 |
2.618 |
1,403.25 |
1.618 |
1,349.25 |
1.000 |
1,316.00 |
0.618 |
1,295.25 |
HIGH |
1,262.00 |
0.618 |
1,241.25 |
0.500 |
1,235.00 |
0.382 |
1,228.75 |
LOW |
1,208.00 |
0.618 |
1,174.75 |
1.000 |
1,154.00 |
1.618 |
1,120.75 |
2.618 |
1,066.75 |
4.250 |
978.50 |
|
|
Fisher Pivots for day following 11-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,235.00 |
1,264.50 |
PP |
1,231.00 |
1,250.75 |
S1 |
1,227.00 |
1,237.00 |
|