Trading Metrics calculated at close of trading on 19-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,159.00 |
1,168.50 |
9.50 |
0.8% |
1,293.00 |
High |
1,175.50 |
1,172.00 |
-3.50 |
-0.3% |
1,321.25 |
Low |
1,113.00 |
1,082.75 |
-30.25 |
-2.7% |
1,108.50 |
Close |
1,174.00 |
1,092.50 |
-81.50 |
-6.9% |
1,155.50 |
Range |
62.50 |
89.25 |
26.75 |
42.8% |
212.75 |
ATR |
82.37 |
83.00 |
0.63 |
0.8% |
0.00 |
Volume |
364,613 |
437,110 |
72,497 |
19.9% |
1,921,181 |
|
Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,383.50 |
1,327.25 |
1,141.50 |
|
R3 |
1,294.25 |
1,238.00 |
1,117.00 |
|
R2 |
1,205.00 |
1,205.00 |
1,108.75 |
|
R1 |
1,148.75 |
1,148.75 |
1,100.75 |
1,132.25 |
PP |
1,115.75 |
1,115.75 |
1,115.75 |
1,107.50 |
S1 |
1,059.50 |
1,059.50 |
1,084.25 |
1,043.00 |
S2 |
1,026.50 |
1,026.50 |
1,076.25 |
|
S3 |
937.25 |
970.25 |
1,068.00 |
|
S4 |
848.00 |
881.00 |
1,043.50 |
|
|
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 |
1,243.75 |
1,082.75 |
161.00 |
14.7% |
84.25 |
7.7% |
6% |
False |
True |
438,530 |
10 |
1,321.25 |
1,082.75 |
238.50 |
21.8% |
76.50 |
7.0% |
4% |
False |
True |
399,742 |
20 |
1,389.00 |
1,082.75 |
306.25 |
28.0% |
79.00 |
7.2% |
3% |
False |
True |
416,274 |
40 |
1,714.25 |
1,082.75 |
631.50 |
57.8% |
94.75 |
8.7% |
2% |
False |
True |
473,164 |
60 |
1,930.75 |
1,082.75 |
848.00 |
77.6% |
82.25 |
7.5% |
1% |
False |
True |
401,837 |
80 |
1,985.25 |
1,082.75 |
902.50 |
82.6% |
72.00 |
6.6% |
1% |
False |
True |
301,486 |
100 |
1,985.25 |
1,082.75 |
902.50 |
82.6% |
66.75 |
6.1% |
1% |
False |
True |
241,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,551.25 |
2.618 |
1,405.75 |
1.618 |
1,316.50 |
1.000 |
1,261.25 |
0.618 |
1,227.25 |
HIGH |
1,172.00 |
0.618 |
1,138.00 |
0.500 |
1,127.50 |
0.382 |
1,116.75 |
LOW |
1,082.75 |
0.618 |
1,027.50 |
1.000 |
993.50 |
1.618 |
938.25 |
2.618 |
849.00 |
4.250 |
703.50 |
|
|
Fisher Pivots for day following 19-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,127.50 |
1,135.75 |
PP |
1,115.75 |
1,121.25 |
S1 |
1,104.00 |
1,107.00 |
|