| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,390.0 |
2,537.0 |
147.0 |
6.2% |
2,692.0 |
| High |
2,577.0 |
2,539.0 |
-38.0 |
-1.5% |
2,709.0 |
| Low |
2,353.0 |
2,438.0 |
85.0 |
3.6% |
2,353.0 |
| Close |
2,437.0 |
2,476.0 |
39.0 |
1.6% |
2,476.0 |
| Range |
224.0 |
101.0 |
-123.0 |
-54.9% |
356.0 |
| ATR |
175.3 |
170.1 |
-5.2 |
-3.0% |
0.0 |
| Volume |
3,435 |
1,872 |
-1,563 |
-45.5% |
25,846 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,787.3 |
2,732.7 |
2,531.6 |
|
| R3 |
2,686.3 |
2,631.7 |
2,503.8 |
|
| R2 |
2,585.3 |
2,585.3 |
2,494.5 |
|
| R1 |
2,530.7 |
2,530.7 |
2,485.3 |
2,507.5 |
| PP |
2,484.3 |
2,484.3 |
2,484.3 |
2,472.8 |
| S1 |
2,429.7 |
2,429.7 |
2,466.7 |
2,406.5 |
| S2 |
2,383.3 |
2,383.3 |
2,457.5 |
|
| S3 |
2,282.3 |
2,328.7 |
2,448.2 |
|
| S4 |
2,181.3 |
2,227.7 |
2,420.5 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,580.7 |
3,384.3 |
2,671.8 |
|
| R3 |
3,224.7 |
3,028.3 |
2,573.9 |
|
| R2 |
2,868.7 |
2,868.7 |
2,541.3 |
|
| R1 |
2,672.3 |
2,672.3 |
2,508.6 |
2,592.5 |
| PP |
2,512.7 |
2,512.7 |
2,512.7 |
2,472.8 |
| S1 |
2,316.3 |
2,316.3 |
2,443.4 |
2,236.5 |
| S2 |
2,156.7 |
2,156.7 |
2,410.7 |
|
| S3 |
1,800.7 |
1,960.3 |
2,378.1 |
|
| S4 |
1,444.7 |
1,604.3 |
2,280.2 |
|
|
| 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 |
14.4% |
152.8 |
6.2% |
35% |
False |
False |
5,169 |
| 10 |
2,781.0 |
2,353.0 |
428.0 |
17.3% |
145.2 |
5.9% |
29% |
False |
False |
8,459 |
| 20 |
2,781.0 |
2,204.0 |
577.0 |
23.3% |
147.4 |
6.0% |
47% |
False |
False |
7,350 |
| 40 |
3,326.0 |
2,204.0 |
1,122.0 |
45.3% |
161.1 |
6.5% |
24% |
False |
False |
5,109 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
51.4% |
136.1 |
5.5% |
21% |
False |
False |
11,149 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
52.9% |
111.5 |
4.5% |
21% |
False |
False |
8,553 |
| 100 |
3,515.0 |
2,204.0 |
1,311.0 |
52.9% |
101.5 |
4.1% |
21% |
False |
False |
7,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,968.3 |
|
2.618 |
2,803.4 |
|
1.618 |
2,702.4 |
|
1.000 |
2,640.0 |
|
0.618 |
2,601.4 |
|
HIGH |
2,539.0 |
|
0.618 |
2,500.4 |
|
0.500 |
2,488.5 |
|
0.382 |
2,476.6 |
|
LOW |
2,438.0 |
|
0.618 |
2,375.6 |
|
1.000 |
2,337.0 |
|
1.618 |
2,274.6 |
|
2.618 |
2,173.6 |
|
4.250 |
2,008.8 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,488.5 |
2,472.3 |
| PP |
2,484.3 |
2,468.7 |
| S1 |
2,480.2 |
2,465.0 |
|