| Trading Metrics calculated at close of trading on 19-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2008 |
19-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
4,575.0 |
4,648.0 |
73.0 |
1.6% |
5,130.0 |
| High |
4,653.0 |
4,657.0 |
4.0 |
0.1% |
5,183.0 |
| Low |
4,488.5 |
4,312.0 |
-176.5 |
-3.9% |
4,547.0 |
| Close |
4,605.0 |
4,381.5 |
-223.5 |
-4.9% |
4,771.0 |
| Range |
164.5 |
345.0 |
180.5 |
109.7% |
636.0 |
| ATR |
305.2 |
308.0 |
2.8 |
0.9% |
0.0 |
| Volume |
693 |
1,116 |
423 |
61.0% |
7,848 |
|
| Daily Pivots for day following 19-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,485.2 |
5,278.3 |
4,571.3 |
|
| R3 |
5,140.2 |
4,933.3 |
4,476.4 |
|
| R2 |
4,795.2 |
4,795.2 |
4,444.8 |
|
| R1 |
4,588.3 |
4,588.3 |
4,413.1 |
4,519.3 |
| PP |
4,450.2 |
4,450.2 |
4,450.2 |
4,415.6 |
| S1 |
4,243.3 |
4,243.3 |
4,349.9 |
4,174.3 |
| S2 |
4,105.2 |
4,105.2 |
4,318.3 |
|
| S3 |
3,760.2 |
3,898.3 |
4,286.6 |
|
| S4 |
3,415.2 |
3,553.3 |
4,191.8 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,741.7 |
6,392.3 |
5,120.8 |
|
| R3 |
6,105.7 |
5,756.3 |
4,945.9 |
|
| R2 |
5,469.7 |
5,469.7 |
4,887.6 |
|
| R1 |
5,120.3 |
5,120.3 |
4,829.3 |
4,977.0 |
| PP |
4,833.7 |
4,833.7 |
4,833.7 |
4,762.0 |
| S1 |
4,484.3 |
4,484.3 |
4,712.7 |
4,341.0 |
| S2 |
4,197.7 |
4,197.7 |
4,654.4 |
|
| S3 |
3,561.7 |
3,848.3 |
4,596.1 |
|
| S4 |
2,925.7 |
3,212.3 |
4,421.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,944.0 |
4,312.0 |
632.0 |
14.4% |
271.6 |
6.2% |
11% |
False |
True |
1,312 |
| 10 |
5,183.0 |
4,312.0 |
871.0 |
19.9% |
279.0 |
6.4% |
8% |
False |
True |
1,263 |
| 20 |
5,385.0 |
4,076.5 |
1,308.5 |
29.9% |
295.5 |
6.7% |
23% |
False |
False |
1,240 |
| 40 |
6,318.5 |
4,076.5 |
2,242.0 |
51.2% |
302.6 |
6.9% |
14% |
False |
False |
1,022 |
| 60 |
6,706.5 |
4,076.5 |
2,630.0 |
60.0% |
251.5 |
5.7% |
12% |
False |
False |
1,551 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
62.3% |
213.6 |
4.9% |
11% |
False |
False |
1,245 |
| 100 |
6,806.5 |
4,076.5 |
2,730.0 |
62.3% |
196.5 |
4.5% |
11% |
False |
False |
1,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,123.3 |
|
2.618 |
5,560.2 |
|
1.618 |
5,215.2 |
|
1.000 |
5,002.0 |
|
0.618 |
4,870.2 |
|
HIGH |
4,657.0 |
|
0.618 |
4,525.2 |
|
0.500 |
4,484.5 |
|
0.382 |
4,443.8 |
|
LOW |
4,312.0 |
|
0.618 |
4,098.8 |
|
1.000 |
3,967.0 |
|
1.618 |
3,753.8 |
|
2.618 |
3,408.8 |
|
4.250 |
2,845.8 |
|
|
| Fisher Pivots for day following 19-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,484.5 |
4,545.3 |
| PP |
4,450.2 |
4,490.7 |
| S1 |
4,415.8 |
4,436.1 |
|