| Trading Metrics calculated at close of trading on 26-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2008 |
26-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,384.0 |
2,361.0 |
-23.0 |
-1.0% |
2,461.0 |
| High |
2,451.0 |
2,447.0 |
-4.0 |
-0.2% |
2,472.0 |
| Low |
2,333.0 |
2,322.0 |
-11.0 |
-0.5% |
2,115.0 |
| Close |
2,401.0 |
2,396.0 |
-5.0 |
-0.2% |
2,163.0 |
| Range |
118.0 |
125.0 |
7.0 |
5.9% |
357.0 |
| ATR |
163.3 |
160.6 |
-2.7 |
-1.7% |
0.0 |
| Volume |
6,663 |
4,592 |
-2,071 |
-31.1% |
25,822 |
|
| Daily Pivots for day following 26-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,763.3 |
2,704.7 |
2,464.8 |
|
| R3 |
2,638.3 |
2,579.7 |
2,430.4 |
|
| R2 |
2,513.3 |
2,513.3 |
2,418.9 |
|
| R1 |
2,454.7 |
2,454.7 |
2,407.5 |
2,484.0 |
| PP |
2,388.3 |
2,388.3 |
2,388.3 |
2,403.0 |
| S1 |
2,329.7 |
2,329.7 |
2,384.5 |
2,359.0 |
| S2 |
2,263.3 |
2,263.3 |
2,373.1 |
|
| S3 |
2,138.3 |
2,204.7 |
2,361.6 |
|
| S4 |
2,013.3 |
2,079.7 |
2,327.3 |
|
|
| 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 |
2,451.0 |
2,115.0 |
336.0 |
14.0% |
152.6 |
6.4% |
84% |
False |
False |
6,694 |
| 10 |
2,577.0 |
2,115.0 |
462.0 |
19.3% |
144.9 |
6.0% |
61% |
False |
False |
4,953 |
| 20 |
2,781.0 |
2,115.0 |
666.0 |
27.8% |
142.0 |
5.9% |
42% |
False |
False |
8,138 |
| 40 |
3,179.0 |
2,115.0 |
1,064.0 |
44.4% |
163.9 |
6.8% |
26% |
False |
False |
5,717 |
| 60 |
3,428.0 |
2,115.0 |
1,313.0 |
54.8% |
147.9 |
6.2% |
21% |
False |
False |
11,658 |
| 80 |
3,515.0 |
2,115.0 |
1,400.0 |
58.4% |
121.0 |
5.1% |
20% |
False |
False |
9,065 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
58.4% |
107.8 |
4.5% |
20% |
False |
False |
7,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,978.3 |
|
2.618 |
2,774.3 |
|
1.618 |
2,649.3 |
|
1.000 |
2,572.0 |
|
0.618 |
2,524.3 |
|
HIGH |
2,447.0 |
|
0.618 |
2,399.3 |
|
0.500 |
2,384.5 |
|
0.382 |
2,369.8 |
|
LOW |
2,322.0 |
|
0.618 |
2,244.8 |
|
1.000 |
2,197.0 |
|
1.618 |
2,119.8 |
|
2.618 |
1,994.8 |
|
4.250 |
1,790.8 |
|
|
| Fisher Pivots for day following 26-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,392.2 |
2,374.5 |
| PP |
2,388.3 |
2,353.0 |
| S1 |
2,384.5 |
2,331.5 |
|