Trading Metrics calculated at close of trading on 26-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,145.75 |
1,135.00 |
-10.75 |
-0.9% |
1,157.25 |
High |
1,174.25 |
1,195.00 |
20.75 |
1.8% |
1,188.75 |
Low |
1,117.75 |
1,122.00 |
4.25 |
0.4% |
1,017.75 |
Close |
1,135.50 |
1,194.50 |
59.00 |
5.2% |
1,091.00 |
Range |
56.50 |
73.00 |
16.50 |
29.2% |
171.00 |
ATR |
81.26 |
80.67 |
-0.59 |
-0.7% |
0.00 |
Volume |
415,252 |
388,743 |
-26,509 |
-6.4% |
2,295,135 |
|
Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,389.50 |
1,365.00 |
1,234.75 |
|
R3 |
1,316.50 |
1,292.00 |
1,214.50 |
|
R2 |
1,243.50 |
1,243.50 |
1,208.00 |
|
R1 |
1,219.00 |
1,219.00 |
1,201.25 |
1,231.25 |
PP |
1,170.50 |
1,170.50 |
1,170.50 |
1,176.50 |
S1 |
1,146.00 |
1,146.00 |
1,187.75 |
1,158.25 |
S2 |
1,097.50 |
1,097.50 |
1,181.00 |
|
S3 |
1,024.50 |
1,073.00 |
1,174.50 |
|
S4 |
951.50 |
1,000.00 |
1,154.25 |
|
|
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 |
1,195.00 |
1,017.75 |
177.25 |
14.8% |
76.00 |
6.4% |
100% |
True |
False |
473,888 |
10 |
1,243.75 |
1,017.75 |
226.00 |
18.9% |
80.25 |
6.7% |
78% |
False |
False |
456,209 |
20 |
1,389.00 |
1,017.75 |
371.25 |
31.1% |
72.00 |
6.0% |
48% |
False |
False |
409,528 |
40 |
1,590.75 |
1,017.75 |
573.00 |
48.0% |
93.00 |
7.8% |
31% |
False |
False |
479,666 |
60 |
1,865.50 |
1,017.75 |
847.75 |
71.0% |
85.25 |
7.1% |
21% |
False |
False |
441,297 |
80 |
1,985.25 |
1,017.75 |
967.50 |
81.0% |
74.00 |
6.2% |
18% |
False |
False |
331,087 |
100 |
1,985.25 |
1,017.75 |
967.50 |
81.0% |
68.75 |
5.7% |
18% |
False |
False |
264,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,505.25 |
2.618 |
1,386.00 |
1.618 |
1,313.00 |
1.000 |
1,268.00 |
0.618 |
1,240.00 |
HIGH |
1,195.00 |
0.618 |
1,167.00 |
0.500 |
1,158.50 |
0.382 |
1,150.00 |
LOW |
1,122.00 |
0.618 |
1,077.00 |
1.000 |
1,049.00 |
1.618 |
1,004.00 |
2.618 |
931.00 |
4.250 |
811.75 |
|
|
Fisher Pivots for day following 26-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,182.50 |
1,174.25 |
PP |
1,170.50 |
1,154.00 |
S1 |
1,158.50 |
1,133.50 |
|