Trading Metrics calculated at close of trading on 25-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,098.25 |
1,145.75 |
47.50 |
4.3% |
1,157.25 |
High |
1,164.00 |
1,174.25 |
10.25 |
0.9% |
1,188.75 |
Low |
1,072.25 |
1,117.75 |
45.50 |
4.2% |
1,017.75 |
Close |
1,147.00 |
1,135.50 |
-11.50 |
-1.0% |
1,091.00 |
Range |
91.75 |
56.50 |
-35.25 |
-38.4% |
171.00 |
ATR |
83.16 |
81.26 |
-1.90 |
-2.3% |
0.00 |
Volume |
511,389 |
415,252 |
-96,137 |
-18.8% |
2,295,135 |
|
Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.00 |
1,280.25 |
1,166.50 |
|
R3 |
1,255.50 |
1,223.75 |
1,151.00 |
|
R2 |
1,199.00 |
1,199.00 |
1,145.75 |
|
R1 |
1,167.25 |
1,167.25 |
1,140.75 |
1,155.00 |
PP |
1,142.50 |
1,142.50 |
1,142.50 |
1,136.25 |
S1 |
1,110.75 |
1,110.75 |
1,130.25 |
1,098.50 |
S2 |
1,086.00 |
1,086.00 |
1,125.25 |
|
S3 |
1,029.50 |
1,054.25 |
1,120.00 |
|
S4 |
973.00 |
997.75 |
1,104.50 |
|
|
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 |
1,174.25 |
1,017.75 |
156.50 |
13.8% |
79.25 |
7.0% |
75% |
True |
False |
483,562 |
10 |
1,244.75 |
1,017.75 |
227.00 |
20.0% |
81.25 |
7.2% |
52% |
False |
False |
451,299 |
20 |
1,389.00 |
1,017.75 |
371.25 |
32.7% |
72.00 |
6.3% |
32% |
False |
False |
414,360 |
40 |
1,600.25 |
1,017.75 |
582.50 |
51.3% |
92.50 |
8.1% |
20% |
False |
False |
480,775 |
60 |
1,922.50 |
1,017.75 |
904.75 |
79.7% |
85.25 |
7.5% |
13% |
False |
False |
434,826 |
80 |
1,985.25 |
1,017.75 |
967.50 |
85.2% |
73.50 |
6.5% |
12% |
False |
False |
326,234 |
100 |
1,985.25 |
1,017.75 |
967.50 |
85.2% |
68.50 |
6.0% |
12% |
False |
False |
261,068 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,414.50 |
2.618 |
1,322.25 |
1.618 |
1,265.75 |
1.000 |
1,230.75 |
0.618 |
1,209.25 |
HIGH |
1,174.25 |
0.618 |
1,152.75 |
0.500 |
1,146.00 |
0.382 |
1,139.25 |
LOW |
1,117.75 |
0.618 |
1,082.75 |
1.000 |
1,061.25 |
1.618 |
1,026.25 |
2.618 |
969.75 |
4.250 |
877.50 |
|
|
Fisher Pivots for day following 25-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,146.00 |
1,122.25 |
PP |
1,142.50 |
1,109.25 |
S1 |
1,139.00 |
1,096.00 |
|