| 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 |
1,157.25 |
1,159.00 |
1.75 |
0.2% |
1,293.00 |
| High |
1,188.75 |
1,175.50 |
-13.25 |
-1.1% |
1,321.25 |
| Low |
1,139.25 |
1,113.00 |
-26.25 |
-2.3% |
1,108.50 |
| Close |
1,158.50 |
1,174.00 |
15.50 |
1.3% |
1,155.50 |
| Range |
49.50 |
62.50 |
13.00 |
26.3% |
212.75 |
| ATR |
83.90 |
82.37 |
-1.53 |
-1.8% |
0.00 |
| Volume |
439,352 |
364,613 |
-74,739 |
-17.0% |
1,921,181 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,341.75 |
1,320.25 |
1,208.50 |
|
| R3 |
1,279.25 |
1,257.75 |
1,191.25 |
|
| R2 |
1,216.75 |
1,216.75 |
1,185.50 |
|
| R1 |
1,195.25 |
1,195.25 |
1,179.75 |
1,206.00 |
| PP |
1,154.25 |
1,154.25 |
1,154.25 |
1,159.50 |
| S1 |
1,132.75 |
1,132.75 |
1,168.25 |
1,143.50 |
| S2 |
1,091.75 |
1,091.75 |
1,162.50 |
|
| S3 |
1,029.25 |
1,070.25 |
1,156.75 |
|
| S4 |
966.75 |
1,007.75 |
1,139.50 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,833.25 |
1,707.25 |
1,272.50 |
|
| R3 |
1,620.50 |
1,494.50 |
1,214.00 |
|
| R2 |
1,407.75 |
1,407.75 |
1,194.50 |
|
| R1 |
1,281.75 |
1,281.75 |
1,175.00 |
1,238.50 |
| PP |
1,195.00 |
1,195.00 |
1,195.00 |
1,173.50 |
| S1 |
1,069.00 |
1,069.00 |
1,136.00 |
1,025.50 |
| S2 |
982.25 |
982.25 |
1,116.50 |
|
| S3 |
769.50 |
856.25 |
1,097.00 |
|
| S4 |
556.75 |
643.50 |
1,038.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,244.75 |
1,108.50 |
136.25 |
11.6% |
83.25 |
7.1% |
48% |
False |
False |
419,036 |
| 10 |
1,389.00 |
1,108.50 |
280.50 |
23.9% |
76.75 |
6.5% |
23% |
False |
False |
388,345 |
| 20 |
1,389.00 |
1,108.50 |
280.50 |
23.9% |
80.25 |
6.8% |
23% |
False |
False |
415,796 |
| 40 |
1,714.25 |
1,108.50 |
605.75 |
51.6% |
93.25 |
7.9% |
11% |
False |
False |
472,814 |
| 60 |
1,937.75 |
1,108.50 |
829.25 |
70.6% |
81.50 |
6.9% |
8% |
False |
False |
394,559 |
| 80 |
1,985.25 |
1,108.50 |
876.75 |
74.7% |
71.50 |
6.1% |
7% |
False |
False |
296,026 |
| 100 |
1,985.25 |
1,108.50 |
876.75 |
74.7% |
66.25 |
5.6% |
7% |
False |
False |
236,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.00 |
|
2.618 |
1,339.00 |
|
1.618 |
1,276.50 |
|
1.000 |
1,238.00 |
|
0.618 |
1,214.00 |
|
HIGH |
1,175.50 |
|
0.618 |
1,151.50 |
|
0.500 |
1,144.25 |
|
0.382 |
1,137.00 |
|
LOW |
1,113.00 |
|
0.618 |
1,074.50 |
|
1.000 |
1,050.50 |
|
1.618 |
1,012.00 |
|
2.618 |
949.50 |
|
4.250 |
847.50 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,164.00 |
1,176.50 |
| PP |
1,154.25 |
1,175.50 |
| S1 |
1,144.25 |
1,174.75 |
|