Trading Metrics calculated at close of trading on 21-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,089.50 |
1,043.50 |
-46.00 |
-4.2% |
1,157.25 |
High |
1,115.00 |
1,093.00 |
-22.00 |
-2.0% |
1,188.75 |
Low |
1,031.25 |
1,017.75 |
-13.50 |
-1.3% |
1,017.75 |
Close |
1,039.50 |
1,091.00 |
51.50 |
5.0% |
1,091.00 |
Range |
83.75 |
75.25 |
-8.50 |
-10.1% |
171.00 |
ATR |
83.06 |
82.50 |
-0.56 |
-0.7% |
0.00 |
Volume |
469,239 |
584,821 |
115,582 |
24.6% |
2,295,135 |
|
Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,293.00 |
1,267.25 |
1,132.50 |
|
R3 |
1,217.75 |
1,192.00 |
1,111.75 |
|
R2 |
1,142.50 |
1,142.50 |
1,104.75 |
|
R1 |
1,116.75 |
1,116.75 |
1,098.00 |
1,129.50 |
PP |
1,067.25 |
1,067.25 |
1,067.25 |
1,073.75 |
S1 |
1,041.50 |
1,041.50 |
1,084.00 |
1,054.50 |
S2 |
992.00 |
992.00 |
1,077.25 |
|
S3 |
916.75 |
966.25 |
1,070.25 |
|
S4 |
841.50 |
891.00 |
1,049.50 |
|
|
Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,612.25 |
1,522.50 |
1,185.00 |
|
R3 |
1,441.25 |
1,351.50 |
1,138.00 |
|
R2 |
1,270.25 |
1,270.25 |
1,122.25 |
|
R1 |
1,180.50 |
1,180.50 |
1,106.75 |
1,140.00 |
PP |
1,099.25 |
1,099.25 |
1,099.25 |
1,078.75 |
S1 |
1,009.50 |
1,009.50 |
1,075.25 |
969.00 |
S2 |
928.25 |
928.25 |
1,059.75 |
|
S3 |
757.25 |
838.50 |
1,044.00 |
|
S4 |
586.25 |
667.50 |
997.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,188.75 |
1,017.75 |
171.00 |
15.7% |
72.00 |
6.6% |
43% |
False |
True |
459,027 |
10 |
1,321.25 |
1,017.75 |
303.50 |
27.8% |
80.50 |
7.4% |
24% |
False |
True |
421,631 |
20 |
1,389.00 |
1,017.75 |
371.25 |
34.0% |
77.25 |
7.1% |
20% |
False |
True |
414,281 |
40 |
1,688.00 |
1,017.75 |
670.25 |
61.4% |
96.00 |
8.8% |
11% |
False |
True |
481,750 |
60 |
1,930.75 |
1,017.75 |
913.00 |
83.7% |
84.00 |
7.7% |
8% |
False |
True |
419,395 |
80 |
1,985.25 |
1,017.75 |
967.50 |
88.7% |
72.75 |
6.7% |
8% |
False |
True |
314,658 |
100 |
1,985.25 |
1,017.75 |
967.50 |
88.7% |
67.25 |
6.2% |
8% |
False |
True |
251,807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,412.75 |
2.618 |
1,290.00 |
1.618 |
1,214.75 |
1.000 |
1,168.25 |
0.618 |
1,139.50 |
HIGH |
1,093.00 |
0.618 |
1,064.25 |
0.500 |
1,055.50 |
0.382 |
1,046.50 |
LOW |
1,017.75 |
0.618 |
971.25 |
1.000 |
942.50 |
1.618 |
896.00 |
2.618 |
820.75 |
4.250 |
698.00 |
|
|
Fisher Pivots for day following 21-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,079.00 |
1,095.00 |
PP |
1,067.25 |
1,093.50 |
S1 |
1,055.50 |
1,092.25 |
|