| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,434.0 |
2,444.0 |
10.0 |
0.4% |
2,252.0 |
| High |
2,440.0 |
2,451.0 |
11.0 |
0.5% |
2,451.0 |
| Low |
2,410.0 |
2,395.0 |
-15.0 |
-0.6% |
2,212.0 |
| Close |
2,441.0 |
2,433.0 |
-8.0 |
-0.3% |
2,433.0 |
| Range |
30.0 |
56.0 |
26.0 |
86.7% |
239.0 |
| ATR |
152.2 |
145.4 |
-6.9 |
-4.5% |
0.0 |
| Volume |
2,350 |
4,453 |
2,103 |
89.5% |
25,212 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,594.3 |
2,569.7 |
2,463.8 |
|
| R3 |
2,538.3 |
2,513.7 |
2,448.4 |
|
| R2 |
2,482.3 |
2,482.3 |
2,443.3 |
|
| R1 |
2,457.7 |
2,457.7 |
2,438.1 |
2,442.0 |
| PP |
2,426.3 |
2,426.3 |
2,426.3 |
2,418.5 |
| S1 |
2,401.7 |
2,401.7 |
2,427.9 |
2,386.0 |
| S2 |
2,370.3 |
2,370.3 |
2,422.7 |
|
| S3 |
2,314.3 |
2,345.7 |
2,417.6 |
|
| S4 |
2,258.3 |
2,289.7 |
2,402.2 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,082.3 |
2,996.7 |
2,564.5 |
|
| R3 |
2,843.3 |
2,757.7 |
2,498.7 |
|
| R2 |
2,604.3 |
2,604.3 |
2,476.8 |
|
| R1 |
2,518.7 |
2,518.7 |
2,454.9 |
2,561.5 |
| PP |
2,365.3 |
2,365.3 |
2,365.3 |
2,386.8 |
| S1 |
2,279.7 |
2,279.7 |
2,411.1 |
2,322.5 |
| S2 |
2,126.3 |
2,126.3 |
2,389.2 |
|
| S3 |
1,887.3 |
2,040.7 |
2,367.3 |
|
| S4 |
1,648.3 |
1,801.7 |
2,301.6 |
|
|
| 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 |
2,212.0 |
239.0 |
9.8% |
103.4 |
4.2% |
92% |
True |
False |
5,042 |
| 10 |
2,472.0 |
2,115.0 |
357.0 |
14.7% |
121.0 |
5.0% |
89% |
False |
False |
5,103 |
| 20 |
2,781.0 |
2,115.0 |
666.0 |
27.4% |
133.1 |
5.5% |
48% |
False |
False |
6,781 |
| 40 |
3,011.0 |
2,115.0 |
896.0 |
36.8% |
159.4 |
6.5% |
35% |
False |
False |
5,753 |
| 60 |
3,379.0 |
2,115.0 |
1,264.0 |
52.0% |
145.6 |
6.0% |
25% |
False |
False |
11,584 |
| 80 |
3,515.0 |
2,115.0 |
1,400.0 |
57.5% |
121.3 |
5.0% |
23% |
False |
False |
9,102 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
57.5% |
107.7 |
4.4% |
23% |
False |
False |
7,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,689.0 |
|
2.618 |
2,597.6 |
|
1.618 |
2,541.6 |
|
1.000 |
2,507.0 |
|
0.618 |
2,485.6 |
|
HIGH |
2,451.0 |
|
0.618 |
2,429.6 |
|
0.500 |
2,423.0 |
|
0.382 |
2,416.4 |
|
LOW |
2,395.0 |
|
0.618 |
2,360.4 |
|
1.000 |
2,339.0 |
|
1.618 |
2,304.4 |
|
2.618 |
2,248.4 |
|
4.250 |
2,157.0 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,429.7 |
2,417.5 |
| PP |
2,426.3 |
2,402.0 |
| S1 |
2,423.0 |
2,386.5 |
|