| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,244.0 |
2,217.0 |
-27.0 |
-1.2% |
2,461.0 |
| High |
2,303.0 |
2,275.0 |
-28.0 |
-1.2% |
2,472.0 |
| Low |
2,131.0 |
2,115.0 |
-16.0 |
-0.8% |
2,115.0 |
| Close |
2,239.0 |
2,163.0 |
-76.0 |
-3.4% |
2,163.0 |
| Range |
172.0 |
160.0 |
-12.0 |
-7.0% |
357.0 |
| ATR |
161.5 |
161.4 |
-0.1 |
-0.1% |
0.0 |
| Volume |
6,707 |
8,358 |
1,651 |
24.6% |
25,822 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,664.3 |
2,573.7 |
2,251.0 |
|
| R3 |
2,504.3 |
2,413.7 |
2,207.0 |
|
| R2 |
2,344.3 |
2,344.3 |
2,192.3 |
|
| R1 |
2,253.7 |
2,253.7 |
2,177.7 |
2,219.0 |
| PP |
2,184.3 |
2,184.3 |
2,184.3 |
2,167.0 |
| S1 |
2,093.7 |
2,093.7 |
2,148.3 |
2,059.0 |
| S2 |
2,024.3 |
2,024.3 |
2,133.7 |
|
| S3 |
1,864.3 |
1,933.7 |
2,119.0 |
|
| S4 |
1,704.3 |
1,773.7 |
2,075.0 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,321.0 |
3,099.0 |
2,359.4 |
|
| R3 |
2,964.0 |
2,742.0 |
2,261.2 |
|
| R2 |
2,607.0 |
2,607.0 |
2,228.5 |
|
| R1 |
2,385.0 |
2,385.0 |
2,195.7 |
2,317.5 |
| PP |
2,250.0 |
2,250.0 |
2,250.0 |
2,216.3 |
| S1 |
2,028.0 |
2,028.0 |
2,130.3 |
1,960.5 |
| S2 |
1,893.0 |
1,893.0 |
2,097.6 |
|
| S3 |
1,536.0 |
1,671.0 |
2,064.8 |
|
| S4 |
1,179.0 |
1,314.0 |
1,966.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,472.0 |
2,115.0 |
357.0 |
16.5% |
138.6 |
6.4% |
13% |
False |
True |
5,164 |
| 10 |
2,709.0 |
2,115.0 |
594.0 |
27.5% |
145.7 |
6.7% |
8% |
False |
True |
5,166 |
| 20 |
2,781.0 |
2,115.0 |
666.0 |
30.8% |
143.6 |
6.6% |
7% |
False |
True |
7,753 |
| 40 |
3,179.0 |
2,115.0 |
1,064.0 |
49.2% |
167.2 |
7.7% |
5% |
False |
True |
5,386 |
| 60 |
3,476.0 |
2,115.0 |
1,361.0 |
62.9% |
143.2 |
6.6% |
4% |
False |
True |
11,426 |
| 80 |
3,515.0 |
2,115.0 |
1,400.0 |
64.7% |
117.2 |
5.4% |
3% |
False |
True |
8,841 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
64.7% |
104.8 |
4.8% |
3% |
False |
True |
7,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,955.0 |
|
2.618 |
2,693.9 |
|
1.618 |
2,533.9 |
|
1.000 |
2,435.0 |
|
0.618 |
2,373.9 |
|
HIGH |
2,275.0 |
|
0.618 |
2,213.9 |
|
0.500 |
2,195.0 |
|
0.382 |
2,176.1 |
|
LOW |
2,115.0 |
|
0.618 |
2,016.1 |
|
1.000 |
1,955.0 |
|
1.618 |
1,856.1 |
|
2.618 |
1,696.1 |
|
4.250 |
1,435.0 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,195.0 |
2,266.5 |
| PP |
2,184.3 |
2,232.0 |
| S1 |
2,173.7 |
2,197.5 |
|