| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,692.0 |
2,589.0 |
-103.0 |
-3.8% |
2,641.0 |
| High |
2,709.0 |
2,593.0 |
-116.0 |
-4.3% |
2,781.0 |
| Low |
2,558.0 |
2,480.0 |
-78.0 |
-3.0% |
2,485.0 |
| Close |
2,637.0 |
2,501.0 |
-136.0 |
-5.2% |
2,602.0 |
| Range |
151.0 |
113.0 |
-38.0 |
-25.2% |
296.0 |
| ATR |
172.4 |
171.3 |
-1.1 |
-0.6% |
0.0 |
| Volume |
1,990 |
9,210 |
7,220 |
362.8% |
58,747 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,863.7 |
2,795.3 |
2,563.2 |
|
| R3 |
2,750.7 |
2,682.3 |
2,532.1 |
|
| R2 |
2,637.7 |
2,637.7 |
2,521.7 |
|
| R1 |
2,569.3 |
2,569.3 |
2,511.4 |
2,547.0 |
| PP |
2,524.7 |
2,524.7 |
2,524.7 |
2,513.5 |
| S1 |
2,456.3 |
2,456.3 |
2,490.6 |
2,434.0 |
| S2 |
2,411.7 |
2,411.7 |
2,480.3 |
|
| S3 |
2,298.7 |
2,343.3 |
2,469.9 |
|
| S4 |
2,185.7 |
2,230.3 |
2,438.9 |
|
|
| 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 |
2,767.0 |
2,480.0 |
287.0 |
11.5% |
145.0 |
5.8% |
7% |
False |
True |
6,518 |
| 10 |
2,781.0 |
2,440.0 |
341.0 |
13.6% |
134.0 |
5.4% |
18% |
False |
False |
10,853 |
| 20 |
2,781.0 |
2,204.0 |
577.0 |
23.1% |
154.9 |
6.2% |
51% |
False |
False |
7,391 |
| 40 |
3,349.0 |
2,204.0 |
1,145.0 |
45.8% |
161.6 |
6.5% |
26% |
False |
False |
10,817 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
50.9% |
129.3 |
5.2% |
23% |
False |
False |
10,958 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
52.4% |
107.2 |
4.3% |
23% |
False |
False |
8,427 |
| 100 |
3,556.0 |
2,204.0 |
1,352.0 |
54.1% |
98.1 |
3.9% |
22% |
False |
False |
6,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.3 |
|
2.618 |
2,888.8 |
|
1.618 |
2,775.8 |
|
1.000 |
2,706.0 |
|
0.618 |
2,662.8 |
|
HIGH |
2,593.0 |
|
0.618 |
2,549.8 |
|
0.500 |
2,536.5 |
|
0.382 |
2,523.2 |
|
LOW |
2,480.0 |
|
0.618 |
2,410.2 |
|
1.000 |
2,367.0 |
|
1.618 |
2,297.2 |
|
2.618 |
2,184.2 |
|
4.250 |
1,999.8 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,536.5 |
2,594.5 |
| PP |
2,524.7 |
2,563.3 |
| S1 |
2,512.8 |
2,532.2 |
|