| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,452.0 |
2,355.0 |
-97.0 |
-4.0% |
2,672.0 |
| High |
2,465.0 |
2,419.0 |
-46.0 |
-1.9% |
2,698.0 |
| Low |
2,349.0 |
2,307.0 |
-42.0 |
-1.8% |
2,342.0 |
| Close |
2,363.0 |
2,385.0 |
22.0 |
0.9% |
2,465.0 |
| Range |
116.0 |
112.0 |
-4.0 |
-3.4% |
356.0 |
| ATR |
174.7 |
170.2 |
-4.5 |
-2.6% |
0.0 |
| Volume |
1,495,576 |
1,832,727 |
337,151 |
22.5% |
7,740,109 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,706.3 |
2,657.7 |
2,446.6 |
|
| R3 |
2,594.3 |
2,545.7 |
2,415.8 |
|
| R2 |
2,482.3 |
2,482.3 |
2,405.5 |
|
| R1 |
2,433.7 |
2,433.7 |
2,395.3 |
2,458.0 |
| PP |
2,370.3 |
2,370.3 |
2,370.3 |
2,382.5 |
| S1 |
2,321.7 |
2,321.7 |
2,374.7 |
2,346.0 |
| S2 |
2,258.3 |
2,258.3 |
2,364.5 |
|
| S3 |
2,146.3 |
2,209.7 |
2,354.2 |
|
| S4 |
2,034.3 |
2,097.7 |
2,323.4 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,569.7 |
3,373.3 |
2,660.8 |
|
| R3 |
3,213.7 |
3,017.3 |
2,562.9 |
|
| R2 |
2,857.7 |
2,857.7 |
2,530.3 |
|
| R1 |
2,661.3 |
2,661.3 |
2,497.6 |
2,581.5 |
| PP |
2,501.7 |
2,501.7 |
2,501.7 |
2,461.8 |
| S1 |
2,305.3 |
2,305.3 |
2,432.4 |
2,225.5 |
| S2 |
2,145.7 |
2,145.7 |
2,399.7 |
|
| S3 |
1,789.7 |
1,949.3 |
2,367.1 |
|
| S4 |
1,433.7 |
1,593.3 |
2,269.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,574.0 |
2,307.0 |
267.0 |
11.2% |
150.8 |
6.3% |
29% |
False |
True |
1,704,254 |
| 10 |
2,783.0 |
2,307.0 |
476.0 |
20.0% |
154.9 |
6.5% |
16% |
False |
True |
1,693,424 |
| 20 |
2,783.0 |
2,173.0 |
610.0 |
25.6% |
154.0 |
6.5% |
35% |
False |
False |
1,762,271 |
| 40 |
3,243.0 |
2,173.0 |
1,070.0 |
44.9% |
164.6 |
6.9% |
20% |
False |
False |
1,185,817 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
53.8% |
140.1 |
5.9% |
17% |
False |
False |
879,400 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
55.4% |
120.6 |
5.1% |
16% |
False |
False |
660,435 |
| 100 |
3,494.0 |
2,173.0 |
1,321.0 |
55.4% |
112.2 |
4.7% |
16% |
False |
False |
529,213 |
| 120 |
3,796.0 |
2,173.0 |
1,623.0 |
68.1% |
104.2 |
4.4% |
13% |
False |
False |
442,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,895.0 |
|
2.618 |
2,712.2 |
|
1.618 |
2,600.2 |
|
1.000 |
2,531.0 |
|
0.618 |
2,488.2 |
|
HIGH |
2,419.0 |
|
0.618 |
2,376.2 |
|
0.500 |
2,363.0 |
|
0.382 |
2,349.8 |
|
LOW |
2,307.0 |
|
0.618 |
2,237.8 |
|
1.000 |
2,195.0 |
|
1.618 |
2,125.8 |
|
2.618 |
2,013.8 |
|
4.250 |
1,831.0 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,377.7 |
2,422.5 |
| PP |
2,370.3 |
2,410.0 |
| S1 |
2,363.0 |
2,397.5 |
|