| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,542.0 |
2,692.0 |
150.0 |
5.9% |
2,641.0 |
| High |
2,646.0 |
2,709.0 |
63.0 |
2.4% |
2,781.0 |
| Low |
2,521.0 |
2,558.0 |
37.0 |
1.5% |
2,485.0 |
| Close |
2,602.0 |
2,637.0 |
35.0 |
1.3% |
2,602.0 |
| Range |
125.0 |
151.0 |
26.0 |
20.8% |
296.0 |
| ATR |
174.0 |
172.4 |
-1.6 |
-0.9% |
0.0 |
| Volume |
1,536 |
1,990 |
454 |
29.6% |
58,747 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,087.7 |
3,013.3 |
2,720.1 |
|
| R3 |
2,936.7 |
2,862.3 |
2,678.5 |
|
| R2 |
2,785.7 |
2,785.7 |
2,664.7 |
|
| R1 |
2,711.3 |
2,711.3 |
2,650.8 |
2,673.0 |
| PP |
2,634.7 |
2,634.7 |
2,634.7 |
2,615.5 |
| S1 |
2,560.3 |
2,560.3 |
2,623.2 |
2,522.0 |
| S2 |
2,483.7 |
2,483.7 |
2,609.3 |
|
| S3 |
2,332.7 |
2,409.3 |
2,595.5 |
|
| S4 |
2,181.7 |
2,258.3 |
2,554.0 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,510.7 |
3,352.3 |
2,764.8 |
|
| R3 |
3,214.7 |
3,056.3 |
2,683.4 |
|
| R2 |
2,918.7 |
2,918.7 |
2,656.3 |
|
| R1 |
2,760.3 |
2,760.3 |
2,629.1 |
2,691.5 |
| PP |
2,622.7 |
2,622.7 |
2,622.7 |
2,588.3 |
| S1 |
2,464.3 |
2,464.3 |
2,574.9 |
2,395.5 |
| S2 |
2,326.7 |
2,326.7 |
2,547.7 |
|
| S3 |
2,030.7 |
2,168.3 |
2,520.6 |
|
| S4 |
1,734.7 |
1,872.3 |
2,439.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,781.0 |
2,485.0 |
296.0 |
11.2% |
155.6 |
5.9% |
51% |
False |
False |
9,979 |
| 10 |
2,781.0 |
2,299.0 |
482.0 |
18.3% |
142.8 |
5.4% |
70% |
False |
False |
10,110 |
| 20 |
2,878.0 |
2,204.0 |
674.0 |
25.6% |
157.2 |
6.0% |
64% |
False |
False |
7,055 |
| 40 |
3,349.0 |
2,204.0 |
1,145.0 |
43.4% |
161.5 |
6.1% |
38% |
False |
False |
12,812 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
48.2% |
128.4 |
4.9% |
34% |
False |
False |
10,853 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
49.7% |
106.5 |
4.0% |
33% |
False |
False |
8,360 |
| 100 |
3,556.0 |
2,204.0 |
1,352.0 |
51.3% |
97.5 |
3.7% |
32% |
False |
False |
6,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,350.8 |
|
2.618 |
3,104.3 |
|
1.618 |
2,953.3 |
|
1.000 |
2,860.0 |
|
0.618 |
2,802.3 |
|
HIGH |
2,709.0 |
|
0.618 |
2,651.3 |
|
0.500 |
2,633.5 |
|
0.382 |
2,615.7 |
|
LOW |
2,558.0 |
|
0.618 |
2,464.7 |
|
1.000 |
2,407.0 |
|
1.618 |
2,313.7 |
|
2.618 |
2,162.7 |
|
4.250 |
1,916.3 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,635.8 |
2,623.7 |
| PP |
2,634.7 |
2,610.3 |
| S1 |
2,633.5 |
2,597.0 |
|