| 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 |
2,371.0 |
2,364.0 |
-7.0 |
-0.3% |
2,452.0 |
| High |
2,450.0 |
2,440.0 |
-10.0 |
-0.4% |
2,465.0 |
| Low |
2,323.0 |
2,312.0 |
-11.0 |
-0.5% |
2,105.0 |
| Close |
2,392.0 |
2,387.0 |
-5.0 |
-0.2% |
2,155.0 |
| Range |
127.0 |
128.0 |
1.0 |
0.8% |
360.0 |
| ATR |
172.4 |
169.2 |
-3.2 |
-1.8% |
0.0 |
| Volume |
1,853,508 |
1,385,470 |
-468,038 |
-25.3% |
9,997,133 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.7 |
2,703.3 |
2,457.4 |
|
| R3 |
2,635.7 |
2,575.3 |
2,422.2 |
|
| R2 |
2,507.7 |
2,507.7 |
2,410.5 |
|
| R1 |
2,447.3 |
2,447.3 |
2,398.7 |
2,477.5 |
| PP |
2,379.7 |
2,379.7 |
2,379.7 |
2,394.8 |
| S1 |
2,319.3 |
2,319.3 |
2,375.3 |
2,349.5 |
| S2 |
2,251.7 |
2,251.7 |
2,363.5 |
|
| S3 |
2,123.7 |
2,191.3 |
2,351.8 |
|
| S4 |
1,995.7 |
2,063.3 |
2,316.6 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,321.7 |
3,098.3 |
2,353.0 |
|
| R3 |
2,961.7 |
2,738.3 |
2,254.0 |
|
| R2 |
2,601.7 |
2,601.7 |
2,221.0 |
|
| R1 |
2,378.3 |
2,378.3 |
2,188.0 |
2,310.0 |
| PP |
2,241.7 |
2,241.7 |
2,241.7 |
2,207.5 |
| S1 |
2,018.3 |
2,018.3 |
2,122.0 |
1,950.0 |
| S2 |
1,881.7 |
1,881.7 |
2,089.0 |
|
| S3 |
1,521.7 |
1,658.3 |
2,056.0 |
|
| S4 |
1,161.7 |
1,298.3 |
1,957.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,450.0 |
2,105.0 |
345.0 |
14.5% |
162.0 |
6.8% |
82% |
False |
False |
1,991,508 |
| 10 |
2,574.0 |
2,105.0 |
469.0 |
19.6% |
155.4 |
6.5% |
60% |
False |
False |
1,834,852 |
| 20 |
2,783.0 |
2,105.0 |
678.0 |
28.4% |
152.4 |
6.4% |
42% |
False |
False |
1,744,256 |
| 40 |
3,162.0 |
2,105.0 |
1,057.0 |
44.3% |
174.2 |
7.3% |
27% |
False |
False |
1,265,065 |
| 60 |
3,422.0 |
2,105.0 |
1,317.0 |
55.2% |
150.0 |
6.3% |
21% |
False |
False |
1,073,705 |
| 80 |
3,494.0 |
2,105.0 |
1,389.0 |
58.2% |
127.8 |
5.4% |
20% |
False |
False |
806,829 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
58.2% |
116.8 |
4.9% |
20% |
False |
False |
646,392 |
| 120 |
3,664.0 |
2,105.0 |
1,559.0 |
65.3% |
109.4 |
4.6% |
18% |
False |
False |
540,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,984.0 |
|
2.618 |
2,775.1 |
|
1.618 |
2,647.1 |
|
1.000 |
2,568.0 |
|
0.618 |
2,519.1 |
|
HIGH |
2,440.0 |
|
0.618 |
2,391.1 |
|
0.500 |
2,376.0 |
|
0.382 |
2,360.9 |
|
LOW |
2,312.0 |
|
0.618 |
2,232.9 |
|
1.000 |
2,184.0 |
|
1.618 |
2,104.9 |
|
2.618 |
1,976.9 |
|
4.250 |
1,768.0 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,383.3 |
2,365.2 |
| PP |
2,379.7 |
2,343.3 |
| S1 |
2,376.0 |
2,321.5 |
|