| 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 |
3,575.0 |
3,639.0 |
64.0 |
1.8% |
3,695.0 |
| High |
3,647.0 |
3,661.0 |
14.0 |
0.4% |
3,740.0 |
| Low |
3,547.0 |
3,532.0 |
-15.0 |
-0.4% |
3,234.0 |
| Close |
3,618.0 |
3,565.0 |
-53.0 |
-1.5% |
3,431.0 |
| Range |
100.0 |
129.0 |
29.0 |
29.0% |
506.0 |
| ATR |
175.3 |
172.0 |
-3.3 |
-1.9% |
0.0 |
| Volume |
38,168 |
28,127 |
-10,041 |
-26.3% |
195,504 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,973.0 |
3,898.0 |
3,636.0 |
|
| R3 |
3,844.0 |
3,769.0 |
3,600.5 |
|
| R2 |
3,715.0 |
3,715.0 |
3,588.7 |
|
| R1 |
3,640.0 |
3,640.0 |
3,576.8 |
3,613.0 |
| PP |
3,586.0 |
3,586.0 |
3,586.0 |
3,572.5 |
| S1 |
3,511.0 |
3,511.0 |
3,553.2 |
3,484.0 |
| S2 |
3,457.0 |
3,457.0 |
3,541.4 |
|
| S3 |
3,328.0 |
3,382.0 |
3,529.5 |
|
| S4 |
3,199.0 |
3,253.0 |
3,494.1 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,986.3 |
4,714.7 |
3,709.3 |
|
| R3 |
4,480.3 |
4,208.7 |
3,570.2 |
|
| R2 |
3,974.3 |
3,974.3 |
3,523.8 |
|
| R1 |
3,702.7 |
3,702.7 |
3,477.4 |
3,585.5 |
| PP |
3,468.3 |
3,468.3 |
3,468.3 |
3,409.8 |
| S1 |
3,196.7 |
3,196.7 |
3,384.6 |
3,079.5 |
| S2 |
2,962.3 |
2,962.3 |
3,338.2 |
|
| S3 |
2,456.3 |
2,690.7 |
3,291.9 |
|
| S4 |
1,950.3 |
2,184.7 |
3,152.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,661.0 |
3,234.0 |
427.0 |
12.0% |
132.8 |
3.7% |
78% |
True |
False |
38,759 |
| 10 |
3,930.0 |
3,234.0 |
696.0 |
19.5% |
135.1 |
3.8% |
48% |
False |
False |
36,339 |
| 20 |
4,381.0 |
3,234.0 |
1,147.0 |
32.2% |
125.7 |
3.5% |
29% |
False |
False |
34,581 |
| 40 |
4,878.0 |
3,234.0 |
1,644.0 |
46.1% |
138.1 |
3.9% |
20% |
False |
False |
36,711 |
| 60 |
5,154.0 |
3,234.0 |
1,920.0 |
53.9% |
131.4 |
3.7% |
17% |
False |
False |
34,801 |
| 80 |
5,226.0 |
3,234.0 |
1,992.0 |
55.9% |
108.2 |
3.0% |
17% |
False |
False |
26,140 |
| 100 |
5,226.0 |
3,234.0 |
1,992.0 |
55.9% |
94.1 |
2.6% |
17% |
False |
False |
20,929 |
| 120 |
5,495.0 |
3,234.0 |
2,261.0 |
63.4% |
84.8 |
2.4% |
15% |
False |
False |
17,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,209.3 |
|
2.618 |
3,998.7 |
|
1.618 |
3,869.7 |
|
1.000 |
3,790.0 |
|
0.618 |
3,740.7 |
|
HIGH |
3,661.0 |
|
0.618 |
3,611.7 |
|
0.500 |
3,596.5 |
|
0.382 |
3,581.3 |
|
LOW |
3,532.0 |
|
0.618 |
3,452.3 |
|
1.000 |
3,403.0 |
|
1.618 |
3,323.3 |
|
2.618 |
3,194.3 |
|
4.250 |
2,983.8 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,596.5 |
3,549.0 |
| PP |
3,586.0 |
3,533.0 |
| S1 |
3,575.5 |
3,517.0 |
|