| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,535.0 |
2,390.0 |
-145.0 |
-5.7% |
2,641.0 |
| High |
2,560.0 |
2,577.0 |
17.0 |
0.7% |
2,781.0 |
| Low |
2,385.0 |
2,353.0 |
-32.0 |
-1.3% |
2,485.0 |
| Close |
2,412.0 |
2,437.0 |
25.0 |
1.0% |
2,602.0 |
| Range |
175.0 |
224.0 |
49.0 |
28.0% |
296.0 |
| ATR |
171.5 |
175.3 |
3.7 |
2.2% |
0.0 |
| Volume |
9,339 |
3,435 |
-5,904 |
-63.2% |
58,747 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.7 |
3,006.3 |
2,560.2 |
|
| R3 |
2,903.7 |
2,782.3 |
2,498.6 |
|
| R2 |
2,679.7 |
2,679.7 |
2,478.1 |
|
| R1 |
2,558.3 |
2,558.3 |
2,457.5 |
2,619.0 |
| PP |
2,455.7 |
2,455.7 |
2,455.7 |
2,486.0 |
| S1 |
2,334.3 |
2,334.3 |
2,416.5 |
2,395.0 |
| S2 |
2,231.7 |
2,231.7 |
2,395.9 |
|
| S3 |
2,007.7 |
2,110.3 |
2,375.4 |
|
| S4 |
1,783.7 |
1,886.3 |
2,313.8 |
|
|
| 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 |
2,353.0 |
356.0 |
14.6% |
157.6 |
6.5% |
24% |
False |
True |
5,102 |
| 10 |
2,781.0 |
2,353.0 |
428.0 |
17.6% |
151.0 |
6.2% |
20% |
False |
True |
10,774 |
| 20 |
2,781.0 |
2,204.0 |
577.0 |
23.7% |
152.1 |
6.2% |
40% |
False |
False |
7,763 |
| 40 |
3,349.0 |
2,204.0 |
1,145.0 |
47.0% |
162.8 |
6.7% |
20% |
False |
False |
5,645 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
52.2% |
135.3 |
5.6% |
18% |
False |
False |
11,123 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
53.8% |
111.0 |
4.6% |
18% |
False |
False |
8,545 |
| 100 |
3,515.0 |
2,204.0 |
1,311.0 |
53.8% |
101.0 |
4.1% |
18% |
False |
False |
7,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,529.0 |
|
2.618 |
3,163.4 |
|
1.618 |
2,939.4 |
|
1.000 |
2,801.0 |
|
0.618 |
2,715.4 |
|
HIGH |
2,577.0 |
|
0.618 |
2,491.4 |
|
0.500 |
2,465.0 |
|
0.382 |
2,438.6 |
|
LOW |
2,353.0 |
|
0.618 |
2,214.6 |
|
1.000 |
2,129.0 |
|
1.618 |
1,990.6 |
|
2.618 |
1,766.6 |
|
4.250 |
1,401.0 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,465.0 |
2,473.0 |
| PP |
2,455.7 |
2,461.0 |
| S1 |
2,446.3 |
2,449.0 |
|