| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
8,445 |
8,632 |
187 |
2.2% |
8,075 |
| High |
8,716 |
8,828 |
112 |
1.3% |
8,828 |
| Low |
8,254 |
8,602 |
348 |
4.2% |
7,906 |
| Close |
8,698 |
8,821 |
123 |
1.4% |
8,821 |
| Range |
462 |
226 |
-236 |
-51.1% |
922 |
| ATR |
543 |
521 |
-23 |
-4.2% |
0 |
| Volume |
315,335 |
235,052 |
-80,283 |
-25.5% |
1,263,604 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,428 |
9,351 |
8,945 |
|
| R3 |
9,202 |
9,125 |
8,883 |
|
| R2 |
8,976 |
8,976 |
8,863 |
|
| R1 |
8,899 |
8,899 |
8,842 |
8,938 |
| PP |
8,750 |
8,750 |
8,750 |
8,770 |
| S1 |
8,673 |
8,673 |
8,800 |
8,712 |
| S2 |
8,524 |
8,524 |
8,780 |
|
| S3 |
8,298 |
8,447 |
8,759 |
|
| S4 |
8,072 |
8,221 |
8,697 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,284 |
10,975 |
9,328 |
|
| R3 |
10,362 |
10,053 |
9,075 |
|
| R2 |
9,440 |
9,440 |
8,990 |
|
| R1 |
9,131 |
9,131 |
8,906 |
9,286 |
| PP |
8,518 |
8,518 |
8,518 |
8,596 |
| S1 |
8,209 |
8,209 |
8,737 |
8,364 |
| S2 |
7,596 |
7,596 |
8,652 |
|
| S3 |
6,674 |
7,287 |
8,568 |
|
| S4 |
5,752 |
6,365 |
8,314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,828 |
7,436 |
1,392 |
15.8% |
468 |
5.3% |
99% |
True |
False |
341,084 |
| 10 |
8,914 |
7,436 |
1,478 |
16.8% |
490 |
5.6% |
94% |
False |
False |
334,585 |
| 20 |
9,635 |
7,436 |
2,199 |
24.9% |
482 |
5.5% |
63% |
False |
False |
279,874 |
| 40 |
10,827 |
7,436 |
3,391 |
38.4% |
607 |
6.9% |
41% |
False |
False |
304,019 |
| 60 |
11,611 |
7,436 |
4,175 |
47.3% |
536 |
6.1% |
33% |
False |
False |
272,287 |
| 80 |
11,848 |
7,436 |
4,412 |
50.0% |
455 |
5.2% |
31% |
False |
False |
204,359 |
| 100 |
11,848 |
7,436 |
4,412 |
50.0% |
412 |
4.7% |
31% |
False |
False |
163,555 |
| 120 |
12,345 |
7,436 |
4,909 |
55.7% |
374 |
4.2% |
28% |
False |
False |
136,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,789 |
|
2.618 |
9,420 |
|
1.618 |
9,194 |
|
1.000 |
9,054 |
|
0.618 |
8,968 |
|
HIGH |
8,828 |
|
0.618 |
8,742 |
|
0.500 |
8,715 |
|
0.382 |
8,688 |
|
LOW |
8,602 |
|
0.618 |
8,462 |
|
1.000 |
8,376 |
|
1.618 |
8,236 |
|
2.618 |
8,010 |
|
4.250 |
7,642 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8,786 |
8,728 |
| PP |
8,750 |
8,634 |
| S1 |
8,715 |
8,541 |
|