| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
3,581.0 |
3,405.0 |
-176.0 |
-4.9% |
4,167.0 |
| High |
3,615.0 |
3,440.0 |
-175.0 |
-4.8% |
4,207.0 |
| Low |
3,457.0 |
3,361.0 |
-96.0 |
-2.8% |
3,731.0 |
| Close |
3,543.0 |
3,398.0 |
-145.0 |
-4.1% |
3,757.0 |
| Range |
158.0 |
79.0 |
-79.0 |
-50.0% |
476.0 |
| ATR |
173.3 |
174.0 |
0.6 |
0.4% |
0.0 |
| Volume |
35,726 |
43,159 |
7,433 |
20.8% |
161,068 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,636.7 |
3,596.3 |
3,441.5 |
|
| R3 |
3,557.7 |
3,517.3 |
3,419.7 |
|
| R2 |
3,478.7 |
3,478.7 |
3,412.5 |
|
| R1 |
3,438.3 |
3,438.3 |
3,405.2 |
3,419.0 |
| PP |
3,399.7 |
3,399.7 |
3,399.7 |
3,390.0 |
| S1 |
3,359.3 |
3,359.3 |
3,390.8 |
3,340.0 |
| S2 |
3,320.7 |
3,320.7 |
3,383.5 |
|
| S3 |
3,241.7 |
3,280.3 |
3,376.3 |
|
| S4 |
3,162.7 |
3,201.3 |
3,354.6 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,326.3 |
5,017.7 |
4,018.8 |
|
| R3 |
4,850.3 |
4,541.7 |
3,887.9 |
|
| R2 |
4,374.3 |
4,374.3 |
3,844.3 |
|
| R1 |
4,065.7 |
4,065.7 |
3,800.6 |
3,982.0 |
| PP |
3,898.3 |
3,898.3 |
3,898.3 |
3,856.5 |
| S1 |
3,589.7 |
3,589.7 |
3,713.4 |
3,506.0 |
| S2 |
3,422.3 |
3,422.3 |
3,669.7 |
|
| S3 |
2,946.3 |
3,113.7 |
3,626.1 |
|
| S4 |
2,470.3 |
2,637.7 |
3,495.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,930.0 |
3,361.0 |
569.0 |
16.7% |
137.0 |
4.0% |
7% |
False |
True |
35,904 |
| 10 |
4,207.0 |
3,361.0 |
846.0 |
24.9% |
123.3 |
3.6% |
4% |
False |
True |
34,336 |
| 20 |
4,381.0 |
3,361.0 |
1,020.0 |
30.0% |
128.6 |
3.8% |
4% |
False |
True |
34,300 |
| 40 |
5,049.0 |
3,361.0 |
1,688.0 |
49.7% |
142.4 |
4.2% |
2% |
False |
True |
36,425 |
| 60 |
5,226.0 |
3,361.0 |
1,865.0 |
54.9% |
125.7 |
3.7% |
2% |
False |
True |
32,306 |
| 80 |
5,226.0 |
3,361.0 |
1,865.0 |
54.9% |
102.9 |
3.0% |
2% |
False |
True |
24,262 |
| 100 |
5,226.0 |
3,361.0 |
1,865.0 |
54.9% |
90.8 |
2.7% |
2% |
False |
True |
19,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,775.8 |
|
2.618 |
3,646.8 |
|
1.618 |
3,567.8 |
|
1.000 |
3,519.0 |
|
0.618 |
3,488.8 |
|
HIGH |
3,440.0 |
|
0.618 |
3,409.8 |
|
0.500 |
3,400.5 |
|
0.382 |
3,391.2 |
|
LOW |
3,361.0 |
|
0.618 |
3,312.2 |
|
1.000 |
3,282.0 |
|
1.618 |
3,233.2 |
|
2.618 |
3,154.2 |
|
4.250 |
3,025.3 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,400.5 |
3,522.0 |
| PP |
3,399.7 |
3,480.7 |
| S1 |
3,398.8 |
3,439.3 |
|