Trading Metrics calculated at close of trading on 28-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,135.00 |
1,183.00 |
48.00 |
4.2% |
1,098.25 |
High |
1,195.00 |
1,199.50 |
4.50 |
0.4% |
1,199.50 |
Low |
1,122.00 |
1,171.25 |
49.25 |
4.4% |
1,072.25 |
Close |
1,194.50 |
1,186.00 |
-8.50 |
-0.7% |
1,186.00 |
Range |
73.00 |
28.25 |
-44.75 |
-61.3% |
127.25 |
ATR |
80.67 |
76.92 |
-3.74 |
-4.6% |
0.00 |
Volume |
388,743 |
304,609 |
-84,134 |
-21.6% |
1,619,993 |
|
Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.25 |
1,256.50 |
1,201.50 |
|
R3 |
1,242.00 |
1,228.25 |
1,193.75 |
|
R2 |
1,213.75 |
1,213.75 |
1,191.25 |
|
R1 |
1,200.00 |
1,200.00 |
1,188.50 |
1,207.00 |
PP |
1,185.50 |
1,185.50 |
1,185.50 |
1,189.00 |
S1 |
1,171.75 |
1,171.75 |
1,183.50 |
1,178.50 |
S2 |
1,157.25 |
1,157.25 |
1,180.75 |
|
S3 |
1,129.00 |
1,143.50 |
1,178.25 |
|
S4 |
1,100.75 |
1,115.25 |
1,170.50 |
|
|
Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.25 |
1,487.50 |
1,256.00 |
|
R3 |
1,407.00 |
1,360.25 |
1,221.00 |
|
R2 |
1,279.75 |
1,279.75 |
1,209.25 |
|
R1 |
1,233.00 |
1,233.00 |
1,197.75 |
1,256.50 |
PP |
1,152.50 |
1,152.50 |
1,152.50 |
1,164.25 |
S1 |
1,105.75 |
1,105.75 |
1,174.25 |
1,129.00 |
S2 |
1,025.25 |
1,025.25 |
1,162.75 |
|
S3 |
898.00 |
978.50 |
1,151.00 |
|
S4 |
770.75 |
851.25 |
1,116.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,199.50 |
1,017.75 |
181.75 |
15.3% |
65.00 |
5.5% |
93% |
True |
False |
440,962 |
10 |
1,239.75 |
1,017.75 |
222.00 |
18.7% |
69.50 |
5.9% |
76% |
False |
False |
449,511 |
20 |
1,389.00 |
1,017.75 |
371.25 |
31.3% |
70.25 |
5.9% |
45% |
False |
False |
398,676 |
40 |
1,561.75 |
1,017.75 |
544.00 |
45.9% |
91.25 |
7.7% |
31% |
False |
False |
478,273 |
60 |
1,843.75 |
1,017.75 |
826.00 |
69.6% |
85.25 |
7.2% |
20% |
False |
False |
446,363 |
80 |
1,985.25 |
1,017.75 |
967.50 |
81.6% |
73.50 |
6.2% |
17% |
False |
False |
334,890 |
100 |
1,985.25 |
1,017.75 |
967.50 |
81.6% |
68.25 |
5.8% |
17% |
False |
False |
267,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,319.50 |
2.618 |
1,273.50 |
1.618 |
1,245.25 |
1.000 |
1,227.75 |
0.618 |
1,217.00 |
HIGH |
1,199.50 |
0.618 |
1,188.75 |
0.500 |
1,185.50 |
0.382 |
1,182.00 |
LOW |
1,171.25 |
0.618 |
1,153.75 |
1.000 |
1,143.00 |
1.618 |
1,125.50 |
2.618 |
1,097.25 |
4.250 |
1,051.25 |
|
|
Fisher Pivots for day following 28-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,185.75 |
1,177.00 |
PP |
1,185.50 |
1,167.75 |
S1 |
1,185.50 |
1,158.50 |
|