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 |
1,255.00 |
1,222.00 |
-33.00 |
-2.6% |
1,340.00 |
High |
1,262.00 |
1,244.75 |
-17.25 |
-1.4% |
1,389.00 |
Low |
1,208.00 |
1,161.00 |
-47.00 |
-3.9% |
1,235.00 |
Close |
1,223.00 |
1,163.50 |
-59.50 |
-4.9% |
1,288.50 |
Range |
54.00 |
83.75 |
29.75 |
55.1% |
154.00 |
ATR |
82.88 |
82.95 |
0.06 |
0.1% |
0.00 |
Volume |
291,818 |
339,641 |
47,823 |
16.4% |
1,724,802 |
|
Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,441.00 |
1,386.00 |
1,209.50 |
|
R3 |
1,357.25 |
1,302.25 |
1,186.50 |
|
R2 |
1,273.50 |
1,273.50 |
1,178.75 |
|
R1 |
1,218.50 |
1,218.50 |
1,171.25 |
1,204.00 |
PP |
1,189.75 |
1,189.75 |
1,189.75 |
1,182.50 |
S1 |
1,134.75 |
1,134.75 |
1,155.75 |
1,120.50 |
S2 |
1,106.00 |
1,106.00 |
1,148.25 |
|
S3 |
1,022.25 |
1,051.00 |
1,140.50 |
|
S4 |
938.50 |
967.25 |
1,117.50 |
|
|
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 |
1,321.25 |
1,161.00 |
160.25 |
13.8% |
68.50 |
5.9% |
2% |
False |
True |
360,955 |
10 |
1,389.00 |
1,161.00 |
228.00 |
19.6% |
63.75 |
5.5% |
1% |
False |
True |
362,846 |
20 |
1,389.00 |
1,136.75 |
252.25 |
21.7% |
83.50 |
7.2% |
11% |
False |
False |
443,774 |
40 |
1,801.50 |
1,136.75 |
664.75 |
57.1% |
93.50 |
8.0% |
4% |
False |
False |
495,938 |
60 |
1,953.00 |
1,136.75 |
816.25 |
70.2% |
78.25 |
6.7% |
3% |
False |
False |
365,346 |
80 |
1,985.25 |
1,136.75 |
848.50 |
72.9% |
69.50 |
6.0% |
3% |
False |
False |
274,114 |
100 |
1,985.25 |
1,136.75 |
848.50 |
72.9% |
64.75 |
5.6% |
3% |
False |
False |
219,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,600.75 |
2.618 |
1,464.00 |
1.618 |
1,380.25 |
1.000 |
1,328.50 |
0.618 |
1,296.50 |
HIGH |
1,244.75 |
0.618 |
1,212.75 |
0.500 |
1,203.00 |
0.382 |
1,193.00 |
LOW |
1,161.00 |
0.618 |
1,109.25 |
1.000 |
1,077.25 |
1.618 |
1,025.50 |
2.618 |
941.75 |
4.250 |
805.00 |
|
|
Fisher Pivots for day following 12-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,203.00 |
1,241.00 |
PP |
1,189.75 |
1,215.25 |
S1 |
1,176.50 |
1,189.50 |
|