| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,418.0 |
2,244.0 |
-174.0 |
-7.2% |
2,692.0 |
| High |
2,418.0 |
2,303.0 |
-115.0 |
-4.8% |
2,709.0 |
| Low |
2,265.0 |
2,131.0 |
-134.0 |
-5.9% |
2,353.0 |
| Close |
2,304.0 |
2,239.0 |
-65.0 |
-2.8% |
2,476.0 |
| Range |
153.0 |
172.0 |
19.0 |
12.4% |
356.0 |
| ATR |
160.6 |
161.5 |
0.9 |
0.6% |
0.0 |
| Volume |
4,195 |
6,707 |
2,512 |
59.9% |
25,846 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,740.3 |
2,661.7 |
2,333.6 |
|
| R3 |
2,568.3 |
2,489.7 |
2,286.3 |
|
| R2 |
2,396.3 |
2,396.3 |
2,270.5 |
|
| R1 |
2,317.7 |
2,317.7 |
2,254.8 |
2,271.0 |
| PP |
2,224.3 |
2,224.3 |
2,224.3 |
2,201.0 |
| S1 |
2,145.7 |
2,145.7 |
2,223.2 |
2,099.0 |
| S2 |
2,052.3 |
2,052.3 |
2,207.5 |
|
| S3 |
1,880.3 |
1,973.7 |
2,191.7 |
|
| S4 |
1,708.3 |
1,801.7 |
2,144.4 |
|
|
| 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 |
2,539.0 |
2,131.0 |
408.0 |
18.2% |
126.8 |
5.7% |
26% |
False |
True |
3,867 |
| 10 |
2,709.0 |
2,131.0 |
578.0 |
25.8% |
142.2 |
6.4% |
19% |
False |
True |
4,484 |
| 20 |
2,781.0 |
2,131.0 |
650.0 |
29.0% |
145.3 |
6.5% |
17% |
False |
True |
7,559 |
| 40 |
3,231.0 |
2,131.0 |
1,100.0 |
49.1% |
164.5 |
7.3% |
10% |
False |
True |
5,246 |
| 60 |
3,476.0 |
2,131.0 |
1,345.0 |
60.1% |
140.7 |
6.3% |
8% |
False |
True |
11,297 |
| 80 |
3,515.0 |
2,131.0 |
1,384.0 |
61.8% |
115.8 |
5.2% |
8% |
False |
True |
8,740 |
| 100 |
3,515.0 |
2,131.0 |
1,384.0 |
61.8% |
104.0 |
4.6% |
8% |
False |
True |
7,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,034.0 |
|
2.618 |
2,753.3 |
|
1.618 |
2,581.3 |
|
1.000 |
2,475.0 |
|
0.618 |
2,409.3 |
|
HIGH |
2,303.0 |
|
0.618 |
2,237.3 |
|
0.500 |
2,217.0 |
|
0.382 |
2,196.7 |
|
LOW |
2,131.0 |
|
0.618 |
2,024.7 |
|
1.000 |
1,959.0 |
|
1.618 |
1,852.7 |
|
2.618 |
1,680.7 |
|
4.250 |
1,400.0 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,231.7 |
2,276.5 |
| PP |
2,224.3 |
2,264.0 |
| S1 |
2,217.0 |
2,251.5 |
|