Trading Metrics calculated at close of trading on 24-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,043.50 |
1,098.25 |
54.75 |
5.2% |
1,157.25 |
High |
1,093.00 |
1,164.00 |
71.00 |
6.5% |
1,188.75 |
Low |
1,017.75 |
1,072.25 |
54.50 |
5.4% |
1,017.75 |
Close |
1,091.00 |
1,147.00 |
56.00 |
5.1% |
1,091.00 |
Range |
75.25 |
91.75 |
16.50 |
21.9% |
171.00 |
ATR |
82.50 |
83.16 |
0.66 |
0.8% |
0.00 |
Volume |
584,821 |
511,389 |
-73,432 |
-12.6% |
2,295,135 |
|
Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,403.00 |
1,366.75 |
1,197.50 |
|
R3 |
1,311.25 |
1,275.00 |
1,172.25 |
|
R2 |
1,219.50 |
1,219.50 |
1,163.75 |
|
R1 |
1,183.25 |
1,183.25 |
1,155.50 |
1,201.50 |
PP |
1,127.75 |
1,127.75 |
1,127.75 |
1,136.75 |
S1 |
1,091.50 |
1,091.50 |
1,138.50 |
1,109.50 |
S2 |
1,036.00 |
1,036.00 |
1,130.25 |
|
S3 |
944.25 |
999.75 |
1,121.75 |
|
S4 |
852.50 |
908.00 |
1,096.50 |
|
|
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 |
1,175.50 |
1,017.75 |
157.75 |
13.8% |
80.50 |
7.0% |
82% |
False |
False |
473,434 |
10 |
1,262.00 |
1,017.75 |
244.25 |
21.3% |
81.00 |
7.1% |
53% |
False |
False |
438,956 |
20 |
1,389.00 |
1,017.75 |
371.25 |
32.4% |
77.25 |
6.7% |
35% |
False |
False |
413,326 |
40 |
1,605.75 |
1,017.75 |
588.00 |
51.3% |
93.50 |
8.1% |
22% |
False |
False |
485,451 |
60 |
1,922.50 |
1,017.75 |
904.75 |
78.9% |
85.00 |
7.4% |
14% |
False |
False |
427,915 |
80 |
1,985.25 |
1,017.75 |
967.50 |
84.4% |
73.50 |
6.4% |
13% |
False |
False |
321,048 |
100 |
1,985.25 |
1,017.75 |
967.50 |
84.4% |
67.75 |
5.9% |
13% |
False |
False |
256,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.00 |
2.618 |
1,404.25 |
1.618 |
1,312.50 |
1.000 |
1,255.75 |
0.618 |
1,220.75 |
HIGH |
1,164.00 |
0.618 |
1,129.00 |
0.500 |
1,118.00 |
0.382 |
1,107.25 |
LOW |
1,072.25 |
0.618 |
1,015.50 |
1.000 |
980.50 |
1.618 |
923.75 |
2.618 |
832.00 |
4.250 |
682.25 |
|
|
Fisher Pivots for day following 24-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,137.50 |
1,128.25 |
PP |
1,127.75 |
1,109.50 |
S1 |
1,118.00 |
1,091.00 |
|