| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
7,521 |
8,075 |
554 |
7.4% |
8,390 |
| High |
8,075 |
8,587 |
512 |
6.3% |
8,558 |
| Low |
7,436 |
7,906 |
470 |
6.3% |
7,436 |
| Close |
8,036 |
8,385 |
349 |
4.3% |
8,036 |
| Range |
639 |
681 |
42 |
6.6% |
1,122 |
| ATR |
558 |
567 |
9 |
1.6% |
0 |
| Volume |
441,818 |
405,390 |
-36,428 |
-8.2% |
1,689,975 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,336 |
10,041 |
8,760 |
|
| R3 |
9,655 |
9,360 |
8,572 |
|
| R2 |
8,974 |
8,974 |
8,510 |
|
| R1 |
8,679 |
8,679 |
8,448 |
8,827 |
| PP |
8,293 |
8,293 |
8,293 |
8,366 |
| S1 |
7,998 |
7,998 |
8,323 |
8,146 |
| S2 |
7,612 |
7,612 |
8,260 |
|
| S3 |
6,931 |
7,317 |
8,198 |
|
| S4 |
6,250 |
6,636 |
8,011 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,376 |
10,828 |
8,653 |
|
| R3 |
10,254 |
9,706 |
8,345 |
|
| R2 |
9,132 |
9,132 |
8,242 |
|
| R1 |
8,584 |
8,584 |
8,139 |
8,297 |
| PP |
8,010 |
8,010 |
8,010 |
7,867 |
| S1 |
7,462 |
7,462 |
7,933 |
7,175 |
| S2 |
6,888 |
6,888 |
7,830 |
|
| S3 |
5,766 |
6,340 |
7,728 |
|
| S4 |
4,644 |
5,218 |
7,419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,587 |
7,436 |
1,151 |
13.7% |
600 |
7.2% |
82% |
True |
False |
357,430 |
| 10 |
8,933 |
7,436 |
1,497 |
17.9% |
575 |
6.9% |
63% |
False |
False |
315,365 |
| 20 |
9,635 |
7,436 |
2,199 |
26.2% |
532 |
6.3% |
43% |
False |
False |
284,746 |
| 40 |
10,940 |
7,436 |
3,504 |
41.8% |
611 |
7.3% |
27% |
False |
False |
301,547 |
| 60 |
11,788 |
7,436 |
4,352 |
51.9% |
529 |
6.3% |
22% |
False |
False |
258,031 |
| 80 |
11,848 |
7,436 |
4,412 |
52.6% |
451 |
5.4% |
22% |
False |
False |
193,653 |
| 100 |
11,848 |
7,436 |
4,412 |
52.6% |
409 |
4.9% |
22% |
False |
False |
154,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,481 |
|
2.618 |
10,370 |
|
1.618 |
9,689 |
|
1.000 |
9,268 |
|
0.618 |
9,008 |
|
HIGH |
8,587 |
|
0.618 |
8,327 |
|
0.500 |
8,247 |
|
0.382 |
8,166 |
|
LOW |
7,906 |
|
0.618 |
7,485 |
|
1.000 |
7,225 |
|
1.618 |
6,804 |
|
2.618 |
6,123 |
|
4.250 |
5,012 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8,339 |
8,261 |
| PP |
8,293 |
8,136 |
| S1 |
8,247 |
8,012 |
|