| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,217.0 |
2,252.0 |
35.0 |
1.6% |
2,461.0 |
| High |
2,275.0 |
2,400.0 |
125.0 |
5.5% |
2,472.0 |
| Low |
2,115.0 |
2,212.0 |
97.0 |
4.6% |
2,115.0 |
| Close |
2,163.0 |
2,383.0 |
220.0 |
10.2% |
2,163.0 |
| Range |
160.0 |
188.0 |
28.0 |
17.5% |
357.0 |
| ATR |
161.4 |
166.8 |
5.4 |
3.3% |
0.0 |
| Volume |
8,358 |
7,154 |
-1,204 |
-14.4% |
25,822 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,895.7 |
2,827.3 |
2,486.4 |
|
| R3 |
2,707.7 |
2,639.3 |
2,434.7 |
|
| R2 |
2,519.7 |
2,519.7 |
2,417.5 |
|
| R1 |
2,451.3 |
2,451.3 |
2,400.2 |
2,485.5 |
| PP |
2,331.7 |
2,331.7 |
2,331.7 |
2,348.8 |
| S1 |
2,263.3 |
2,263.3 |
2,365.8 |
2,297.5 |
| S2 |
2,143.7 |
2,143.7 |
2,348.5 |
|
| S3 |
1,955.7 |
2,075.3 |
2,331.3 |
|
| S4 |
1,767.7 |
1,887.3 |
2,279.6 |
|
|
| 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 |
2,422.0 |
2,115.0 |
307.0 |
12.9% |
154.4 |
6.5% |
87% |
False |
False |
5,808 |
| 10 |
2,593.0 |
2,115.0 |
478.0 |
20.1% |
149.4 |
6.3% |
56% |
False |
False |
5,683 |
| 20 |
2,781.0 |
2,115.0 |
666.0 |
27.9% |
146.1 |
6.1% |
40% |
False |
False |
7,896 |
| 40 |
3,179.0 |
2,115.0 |
1,064.0 |
44.6% |
164.6 |
6.9% |
25% |
False |
False |
5,532 |
| 60 |
3,476.0 |
2,115.0 |
1,361.0 |
57.1% |
145.7 |
6.1% |
20% |
False |
False |
11,529 |
| 80 |
3,515.0 |
2,115.0 |
1,400.0 |
58.7% |
119.2 |
5.0% |
19% |
False |
False |
8,929 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
58.7% |
106.0 |
4.4% |
19% |
False |
False |
7,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,199.0 |
|
2.618 |
2,892.2 |
|
1.618 |
2,704.2 |
|
1.000 |
2,588.0 |
|
0.618 |
2,516.2 |
|
HIGH |
2,400.0 |
|
0.618 |
2,328.2 |
|
0.500 |
2,306.0 |
|
0.382 |
2,283.8 |
|
LOW |
2,212.0 |
|
0.618 |
2,095.8 |
|
1.000 |
2,024.0 |
|
1.618 |
1,907.8 |
|
2.618 |
1,719.8 |
|
4.250 |
1,413.0 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,357.3 |
2,341.2 |
| PP |
2,331.7 |
2,299.3 |
| S1 |
2,306.0 |
2,257.5 |
|