| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,355.0 |
2,408.0 |
53.0 |
2.3% |
2,672.0 |
| High |
2,419.0 |
2,413.0 |
-6.0 |
-0.2% |
2,698.0 |
| Low |
2,307.0 |
2,247.0 |
-60.0 |
-2.6% |
2,342.0 |
| Close |
2,385.0 |
2,295.0 |
-90.0 |
-3.8% |
2,465.0 |
| Range |
112.0 |
166.0 |
54.0 |
48.2% |
356.0 |
| ATR |
170.2 |
169.9 |
-0.3 |
-0.2% |
0.0 |
| Volume |
1,832,727 |
1,768,352 |
-64,375 |
-3.5% |
7,740,109 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,816.3 |
2,721.7 |
2,386.3 |
|
| R3 |
2,650.3 |
2,555.7 |
2,340.7 |
|
| R2 |
2,484.3 |
2,484.3 |
2,325.4 |
|
| R1 |
2,389.7 |
2,389.7 |
2,310.2 |
2,354.0 |
| PP |
2,318.3 |
2,318.3 |
2,318.3 |
2,300.5 |
| S1 |
2,223.7 |
2,223.7 |
2,279.8 |
2,188.0 |
| S2 |
2,152.3 |
2,152.3 |
2,264.6 |
|
| S3 |
1,986.3 |
2,057.7 |
2,249.4 |
|
| S4 |
1,820.3 |
1,891.7 |
2,203.7 |
|
|
| 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 |
2,247.0 |
327.0 |
14.2% |
148.8 |
6.5% |
15% |
False |
True |
1,678,196 |
| 10 |
2,698.0 |
2,247.0 |
451.0 |
19.7% |
155.4 |
6.8% |
11% |
False |
True |
1,702,167 |
| 20 |
2,783.0 |
2,173.0 |
610.0 |
26.6% |
155.7 |
6.8% |
20% |
False |
False |
1,850,688 |
| 40 |
3,243.0 |
2,173.0 |
1,070.0 |
46.6% |
167.3 |
7.3% |
11% |
False |
False |
1,194,540 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
55.9% |
141.9 |
6.2% |
10% |
False |
False |
908,561 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
57.6% |
121.6 |
5.3% |
9% |
False |
False |
682,515 |
| 100 |
3,494.0 |
2,173.0 |
1,321.0 |
57.6% |
112.8 |
4.9% |
9% |
False |
False |
546,892 |
| 120 |
3,779.0 |
2,173.0 |
1,606.0 |
70.0% |
105.3 |
4.6% |
8% |
False |
False |
457,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,118.5 |
|
2.618 |
2,847.6 |
|
1.618 |
2,681.6 |
|
1.000 |
2,579.0 |
|
0.618 |
2,515.6 |
|
HIGH |
2,413.0 |
|
0.618 |
2,349.6 |
|
0.500 |
2,330.0 |
|
0.382 |
2,310.4 |
|
LOW |
2,247.0 |
|
0.618 |
2,144.4 |
|
1.000 |
2,081.0 |
|
1.618 |
1,978.4 |
|
2.618 |
1,812.4 |
|
4.250 |
1,541.5 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,330.0 |
2,356.0 |
| PP |
2,318.3 |
2,335.7 |
| S1 |
2,306.7 |
2,315.3 |
|