Trading Metrics calculated at close of trading on 14-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,165.25 |
1,237.75 |
72.50 |
6.2% |
1,293.00 |
High |
1,243.75 |
1,239.75 |
-4.00 |
-0.3% |
1,321.25 |
Low |
1,108.50 |
1,155.00 |
46.50 |
4.2% |
1,108.50 |
Close |
1,234.50 |
1,155.50 |
-79.00 |
-6.4% |
1,155.50 |
Range |
135.25 |
84.75 |
-50.50 |
-37.3% |
212.75 |
ATR |
86.68 |
86.54 |
-0.14 |
-0.2% |
0.00 |
Volume |
371,596 |
579,982 |
208,386 |
56.1% |
1,921,181 |
|
Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,437.75 |
1,381.25 |
1,202.00 |
|
R3 |
1,353.00 |
1,296.50 |
1,178.75 |
|
R2 |
1,268.25 |
1,268.25 |
1,171.00 |
|
R1 |
1,211.75 |
1,211.75 |
1,163.25 |
1,197.50 |
PP |
1,183.50 |
1,183.50 |
1,183.50 |
1,176.25 |
S1 |
1,127.00 |
1,127.00 |
1,147.75 |
1,113.00 |
S2 |
1,098.75 |
1,098.75 |
1,140.00 |
|
S3 |
1,014.00 |
1,042.25 |
1,132.25 |
|
S4 |
929.25 |
957.50 |
1,109.00 |
|
|
Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,833.25 |
1,707.25 |
1,272.50 |
|
R3 |
1,620.50 |
1,494.50 |
1,214.00 |
|
R2 |
1,407.75 |
1,407.75 |
1,194.50 |
|
R1 |
1,281.75 |
1,281.75 |
1,175.00 |
1,238.50 |
PP |
1,195.00 |
1,195.00 |
1,195.00 |
1,173.50 |
S1 |
1,069.00 |
1,069.00 |
1,136.00 |
1,025.50 |
S2 |
982.25 |
982.25 |
1,116.50 |
|
S3 |
769.50 |
856.25 |
1,097.00 |
|
S4 |
556.75 |
643.50 |
1,038.50 |
|
|
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 |
18.4% |
88.75 |
7.7% |
22% |
False |
False |
384,236 |
10 |
1,389.00 |
1,108.50 |
280.50 |
24.3% |
74.00 |
6.4% |
17% |
False |
False |
364,598 |
20 |
1,389.00 |
1,108.50 |
280.50 |
24.3% |
82.50 |
7.1% |
17% |
False |
False |
424,031 |
40 |
1,752.00 |
1,108.50 |
643.50 |
55.7% |
94.00 |
8.1% |
7% |
False |
False |
475,978 |
60 |
1,950.00 |
1,108.50 |
841.50 |
72.8% |
80.75 |
7.0% |
6% |
False |
False |
381,191 |
80 |
1,985.25 |
1,108.50 |
876.75 |
75.9% |
71.25 |
6.2% |
5% |
False |
False |
285,984 |
100 |
1,985.25 |
1,108.50 |
876.75 |
75.9% |
66.25 |
5.7% |
5% |
False |
False |
228,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,600.00 |
2.618 |
1,461.75 |
1.618 |
1,377.00 |
1.000 |
1,324.50 |
0.618 |
1,292.25 |
HIGH |
1,239.75 |
0.618 |
1,207.50 |
0.500 |
1,197.50 |
0.382 |
1,187.25 |
LOW |
1,155.00 |
0.618 |
1,102.50 |
1.000 |
1,070.25 |
1.618 |
1,017.75 |
2.618 |
933.00 |
4.250 |
794.75 |
|
|
Fisher Pivots for day following 14-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,197.50 |
1,176.50 |
PP |
1,183.50 |
1,169.50 |
S1 |
1,169.50 |
1,162.50 |
|