| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,358.0 |
2,418.0 |
60.0 |
2.5% |
2,692.0 |
| High |
2,422.0 |
2,418.0 |
-4.0 |
-0.2% |
2,709.0 |
| Low |
2,323.0 |
2,265.0 |
-58.0 |
-2.5% |
2,353.0 |
| Close |
2,395.0 |
2,304.0 |
-91.0 |
-3.8% |
2,476.0 |
| Range |
99.0 |
153.0 |
54.0 |
54.5% |
356.0 |
| ATR |
161.2 |
160.6 |
-0.6 |
-0.4% |
0.0 |
| Volume |
2,630 |
4,195 |
1,565 |
59.5% |
25,846 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,788.0 |
2,699.0 |
2,388.2 |
|
| R3 |
2,635.0 |
2,546.0 |
2,346.1 |
|
| R2 |
2,482.0 |
2,482.0 |
2,332.1 |
|
| R1 |
2,393.0 |
2,393.0 |
2,318.0 |
2,361.0 |
| PP |
2,329.0 |
2,329.0 |
2,329.0 |
2,313.0 |
| S1 |
2,240.0 |
2,240.0 |
2,290.0 |
2,208.0 |
| S2 |
2,176.0 |
2,176.0 |
2,276.0 |
|
| S3 |
2,023.0 |
2,087.0 |
2,261.9 |
|
| S4 |
1,870.0 |
1,934.0 |
2,219.9 |
|
|
| 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 |
2,577.0 |
2,265.0 |
312.0 |
13.5% |
137.2 |
6.0% |
13% |
False |
True |
3,212 |
| 10 |
2,709.0 |
2,265.0 |
444.0 |
19.3% |
145.8 |
6.3% |
9% |
False |
True |
4,541 |
| 20 |
2,781.0 |
2,204.0 |
577.0 |
25.0% |
143.8 |
6.2% |
17% |
False |
False |
7,554 |
| 40 |
3,268.0 |
2,204.0 |
1,064.0 |
46.2% |
162.9 |
7.1% |
9% |
False |
False |
5,184 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
55.2% |
139.5 |
6.1% |
8% |
False |
False |
11,216 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
56.9% |
114.2 |
5.0% |
8% |
False |
False |
8,671 |
| 100 |
3,515.0 |
2,204.0 |
1,311.0 |
56.9% |
103.1 |
4.5% |
8% |
False |
False |
7,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,068.3 |
|
2.618 |
2,818.6 |
|
1.618 |
2,665.6 |
|
1.000 |
2,571.0 |
|
0.618 |
2,512.6 |
|
HIGH |
2,418.0 |
|
0.618 |
2,359.6 |
|
0.500 |
2,341.5 |
|
0.382 |
2,323.4 |
|
LOW |
2,265.0 |
|
0.618 |
2,170.4 |
|
1.000 |
2,112.0 |
|
1.618 |
2,017.4 |
|
2.618 |
1,864.4 |
|
4.250 |
1,614.8 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,341.5 |
2,368.5 |
| PP |
2,329.0 |
2,347.0 |
| S1 |
2,316.5 |
2,325.5 |
|