Trading Metrics calculated at close of trading on 20-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,168.50 |
1,089.50 |
-79.00 |
-6.8% |
1,293.00 |
High |
1,172.00 |
1,115.00 |
-57.00 |
-4.9% |
1,321.25 |
Low |
1,082.75 |
1,031.25 |
-51.50 |
-4.8% |
1,108.50 |
Close |
1,092.50 |
1,039.50 |
-53.00 |
-4.9% |
1,155.50 |
Range |
89.25 |
83.75 |
-5.50 |
-6.2% |
212.75 |
ATR |
83.00 |
83.06 |
0.05 |
0.1% |
0.00 |
Volume |
437,110 |
469,239 |
32,129 |
7.4% |
1,921,181 |
|
Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.25 |
1,260.00 |
1,085.50 |
|
R3 |
1,229.50 |
1,176.25 |
1,062.50 |
|
R2 |
1,145.75 |
1,145.75 |
1,054.75 |
|
R1 |
1,092.50 |
1,092.50 |
1,047.25 |
1,077.25 |
PP |
1,062.00 |
1,062.00 |
1,062.00 |
1,054.25 |
S1 |
1,008.75 |
1,008.75 |
1,031.75 |
993.50 |
S2 |
978.25 |
978.25 |
1,024.25 |
|
S3 |
894.50 |
925.00 |
1,016.50 |
|
S4 |
810.75 |
841.25 |
993.50 |
|
|
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 |
1,239.75 |
1,031.25 |
208.50 |
20.1% |
74.00 |
7.1% |
4% |
False |
True |
458,059 |
10 |
1,321.25 |
1,031.25 |
290.00 |
27.9% |
77.75 |
7.5% |
3% |
False |
True |
409,401 |
20 |
1,389.00 |
1,031.25 |
357.75 |
34.4% |
78.75 |
7.6% |
2% |
False |
True |
414,334 |
40 |
1,688.00 |
1,031.25 |
656.75 |
63.2% |
95.50 |
9.2% |
1% |
False |
True |
476,039 |
60 |
1,930.75 |
1,031.25 |
899.50 |
86.5% |
83.25 |
8.0% |
1% |
False |
True |
409,654 |
80 |
1,985.25 |
1,031.25 |
954.00 |
91.8% |
72.50 |
7.0% |
1% |
False |
True |
307,350 |
100 |
1,985.25 |
1,031.25 |
954.00 |
91.8% |
67.25 |
6.5% |
1% |
False |
True |
245,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,471.00 |
2.618 |
1,334.25 |
1.618 |
1,250.50 |
1.000 |
1,198.75 |
0.618 |
1,166.75 |
HIGH |
1,115.00 |
0.618 |
1,083.00 |
0.500 |
1,073.00 |
0.382 |
1,063.25 |
LOW |
1,031.25 |
0.618 |
979.50 |
1.000 |
947.50 |
1.618 |
895.75 |
2.618 |
812.00 |
4.250 |
675.25 |
|
|
Fisher Pivots for day following 20-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,073.00 |
1,103.50 |
PP |
1,062.00 |
1,082.00 |
S1 |
1,050.75 |
1,060.75 |
|