Trading Metrics calculated at close of trading on 17-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,237.75 |
1,157.25 |
-80.50 |
-6.5% |
1,293.00 |
High |
1,239.75 |
1,188.75 |
-51.00 |
-4.1% |
1,321.25 |
Low |
1,155.00 |
1,139.25 |
-15.75 |
-1.4% |
1,108.50 |
Close |
1,155.50 |
1,158.50 |
3.00 |
0.3% |
1,155.50 |
Range |
84.75 |
49.50 |
-35.25 |
-41.6% |
212.75 |
ATR |
86.54 |
83.90 |
-2.65 |
-3.1% |
0.00 |
Volume |
579,982 |
439,352 |
-140,630 |
-24.2% |
1,921,181 |
|
Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.75 |
1,284.00 |
1,185.75 |
|
R3 |
1,261.25 |
1,234.50 |
1,172.00 |
|
R2 |
1,211.75 |
1,211.75 |
1,167.50 |
|
R1 |
1,185.00 |
1,185.00 |
1,163.00 |
1,198.50 |
PP |
1,162.25 |
1,162.25 |
1,162.25 |
1,168.75 |
S1 |
1,135.50 |
1,135.50 |
1,154.00 |
1,149.00 |
S2 |
1,112.75 |
1,112.75 |
1,149.50 |
|
S3 |
1,063.25 |
1,086.00 |
1,145.00 |
|
S4 |
1,013.75 |
1,036.50 |
1,131.25 |
|
|
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 |
1,262.00 |
1,108.50 |
153.50 |
13.2% |
81.50 |
7.0% |
33% |
False |
False |
404,477 |
10 |
1,389.00 |
1,108.50 |
280.50 |
24.2% |
75.50 |
6.5% |
18% |
False |
False |
373,348 |
20 |
1,389.00 |
1,108.50 |
280.50 |
24.2% |
81.25 |
7.0% |
18% |
False |
False |
416,710 |
40 |
1,714.25 |
1,108.50 |
605.75 |
52.3% |
93.00 |
8.0% |
8% |
False |
False |
473,544 |
60 |
1,950.00 |
1,108.50 |
841.50 |
72.6% |
81.00 |
7.0% |
6% |
False |
False |
388,499 |
80 |
1,985.25 |
1,108.50 |
876.75 |
75.7% |
71.25 |
6.1% |
6% |
False |
False |
291,471 |
100 |
1,985.25 |
1,108.50 |
876.75 |
75.7% |
66.00 |
5.7% |
6% |
False |
False |
233,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,399.00 |
2.618 |
1,318.25 |
1.618 |
1,268.75 |
1.000 |
1,238.25 |
0.618 |
1,219.25 |
HIGH |
1,188.75 |
0.618 |
1,169.75 |
0.500 |
1,164.00 |
0.382 |
1,158.25 |
LOW |
1,139.25 |
0.618 |
1,108.75 |
1.000 |
1,089.75 |
1.618 |
1,059.25 |
2.618 |
1,009.75 |
4.250 |
929.00 |
|
|
Fisher Pivots for day following 17-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,164.00 |
1,176.00 |
PP |
1,162.25 |
1,170.25 |
S1 |
1,160.25 |
1,164.50 |
|