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 |
1,222.00 |
1,165.25 |
-56.75 |
-4.6% |
1,340.00 |
High |
1,244.75 |
1,243.75 |
-1.00 |
-0.1% |
1,389.00 |
Low |
1,161.00 |
1,108.50 |
-52.50 |
-4.5% |
1,235.00 |
Close |
1,163.50 |
1,234.50 |
71.00 |
6.1% |
1,288.50 |
Range |
83.75 |
135.25 |
51.50 |
61.5% |
154.00 |
ATR |
82.95 |
86.68 |
3.74 |
4.5% |
0.00 |
Volume |
339,641 |
371,596 |
31,955 |
9.4% |
1,724,802 |
|
Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,601.25 |
1,553.25 |
1,309.00 |
|
R3 |
1,466.00 |
1,418.00 |
1,271.75 |
|
R2 |
1,330.75 |
1,330.75 |
1,259.25 |
|
R1 |
1,282.75 |
1,282.75 |
1,247.00 |
1,306.75 |
PP |
1,195.50 |
1,195.50 |
1,195.50 |
1,207.50 |
S1 |
1,147.50 |
1,147.50 |
1,222.00 |
1,171.50 |
S2 |
1,060.25 |
1,060.25 |
1,209.75 |
|
S3 |
925.00 |
1,012.25 |
1,197.25 |
|
S4 |
789.75 |
877.00 |
1,160.00 |
|
|
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 |
1,108.50 |
212.75 |
17.2% |
81.50 |
6.6% |
59% |
False |
True |
360,743 |
10 |
1,389.00 |
1,108.50 |
280.50 |
22.7% |
71.00 |
5.8% |
45% |
False |
True |
347,841 |
20 |
1,389.00 |
1,108.50 |
280.50 |
22.7% |
83.25 |
6.8% |
45% |
False |
True |
434,390 |
40 |
1,801.50 |
1,108.50 |
693.00 |
56.1% |
94.25 |
7.6% |
18% |
False |
True |
487,457 |
60 |
1,950.00 |
1,108.50 |
841.50 |
68.2% |
79.75 |
6.5% |
15% |
False |
True |
371,535 |
80 |
1,985.25 |
1,108.50 |
876.75 |
71.0% |
70.75 |
5.7% |
14% |
False |
True |
278,755 |
100 |
1,985.25 |
1,108.50 |
876.75 |
71.0% |
65.75 |
5.3% |
14% |
False |
True |
223,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,818.50 |
2.618 |
1,597.75 |
1.618 |
1,462.50 |
1.000 |
1,379.00 |
0.618 |
1,327.25 |
HIGH |
1,243.75 |
0.618 |
1,192.00 |
0.500 |
1,176.00 |
0.382 |
1,160.25 |
LOW |
1,108.50 |
0.618 |
1,025.00 |
1.000 |
973.25 |
1.618 |
889.75 |
2.618 |
754.50 |
4.250 |
533.75 |
|
|
Fisher Pivots for day following 13-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,215.00 |
1,218.00 |
PP |
1,195.50 |
1,201.75 |
S1 |
1,176.00 |
1,185.25 |
|