| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,589.0 |
2,535.0 |
-54.0 |
-2.1% |
2,641.0 |
| High |
2,593.0 |
2,560.0 |
-33.0 |
-1.3% |
2,781.0 |
| Low |
2,480.0 |
2,385.0 |
-95.0 |
-3.8% |
2,485.0 |
| Close |
2,501.0 |
2,412.0 |
-89.0 |
-3.6% |
2,602.0 |
| Range |
113.0 |
175.0 |
62.0 |
54.9% |
296.0 |
| ATR |
171.3 |
171.5 |
0.3 |
0.2% |
0.0 |
| Volume |
9,210 |
9,339 |
129 |
1.4% |
58,747 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,977.3 |
2,869.7 |
2,508.3 |
|
| R3 |
2,802.3 |
2,694.7 |
2,460.1 |
|
| R2 |
2,627.3 |
2,627.3 |
2,444.1 |
|
| R1 |
2,519.7 |
2,519.7 |
2,428.0 |
2,486.0 |
| PP |
2,452.3 |
2,452.3 |
2,452.3 |
2,435.5 |
| S1 |
2,344.7 |
2,344.7 |
2,396.0 |
2,311.0 |
| S2 |
2,277.3 |
2,277.3 |
2,379.9 |
|
| S3 |
2,102.3 |
2,169.7 |
2,363.9 |
|
| S4 |
1,927.3 |
1,994.7 |
2,315.8 |
|
|
| 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 |
2,709.0 |
2,385.0 |
324.0 |
13.4% |
154.4 |
6.4% |
8% |
False |
True |
5,870 |
| 10 |
2,781.0 |
2,385.0 |
396.0 |
16.4% |
139.0 |
5.8% |
7% |
False |
True |
11,323 |
| 20 |
2,781.0 |
2,204.0 |
577.0 |
23.9% |
150.5 |
6.2% |
36% |
False |
False |
7,815 |
| 40 |
3,349.0 |
2,204.0 |
1,145.0 |
47.5% |
161.7 |
6.7% |
18% |
False |
False |
7,932 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
52.7% |
131.9 |
5.5% |
16% |
False |
False |
11,110 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
54.4% |
109.0 |
4.5% |
16% |
False |
False |
8,513 |
| 100 |
3,515.0 |
2,204.0 |
1,311.0 |
54.4% |
99.4 |
4.1% |
16% |
False |
False |
6,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,303.8 |
|
2.618 |
3,018.2 |
|
1.618 |
2,843.2 |
|
1.000 |
2,735.0 |
|
0.618 |
2,668.2 |
|
HIGH |
2,560.0 |
|
0.618 |
2,493.2 |
|
0.500 |
2,472.5 |
|
0.382 |
2,451.9 |
|
LOW |
2,385.0 |
|
0.618 |
2,276.9 |
|
1.000 |
2,210.0 |
|
1.618 |
2,101.9 |
|
2.618 |
1,926.9 |
|
4.250 |
1,641.3 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,472.5 |
2,547.0 |
| PP |
2,452.3 |
2,502.0 |
| S1 |
2,432.2 |
2,457.0 |
|