| 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 |
4,671.5 |
4,701.5 |
30.0 |
0.6% |
4,286.0 |
| High |
4,717.0 |
4,741.0 |
24.0 |
0.5% |
4,741.0 |
| Low |
4,631.0 |
4,604.5 |
-26.5 |
-0.6% |
4,195.0 |
| Close |
4,709.5 |
4,697.5 |
-12.0 |
-0.3% |
4,697.5 |
| Range |
86.0 |
136.5 |
50.5 |
58.7% |
546.0 |
| ATR |
293.1 |
281.9 |
-11.2 |
-3.8% |
0.0 |
| Volume |
431 |
445 |
14 |
3.2% |
5,978 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,090.5 |
5,030.5 |
4,772.6 |
|
| R3 |
4,954.0 |
4,894.0 |
4,735.0 |
|
| R2 |
4,817.5 |
4,817.5 |
4,722.5 |
|
| R1 |
4,757.5 |
4,757.5 |
4,710.0 |
4,719.3 |
| PP |
4,681.0 |
4,681.0 |
4,681.0 |
4,661.9 |
| S1 |
4,621.0 |
4,621.0 |
4,685.0 |
4,582.8 |
| S2 |
4,544.5 |
4,544.5 |
4,672.5 |
|
| S3 |
4,408.0 |
4,484.5 |
4,660.0 |
|
| S4 |
4,271.5 |
4,348.0 |
4,622.4 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,182.5 |
5,986.0 |
4,997.8 |
|
| R3 |
5,636.5 |
5,440.0 |
4,847.7 |
|
| R2 |
5,090.5 |
5,090.5 |
4,797.6 |
|
| R1 |
4,894.0 |
4,894.0 |
4,747.6 |
4,992.3 |
| PP |
4,544.5 |
4,544.5 |
4,544.5 |
4,593.6 |
| S1 |
4,348.0 |
4,348.0 |
4,647.5 |
4,446.3 |
| S2 |
3,998.5 |
3,998.5 |
4,597.4 |
|
| S3 |
3,452.5 |
3,802.0 |
4,547.4 |
|
| S4 |
2,906.5 |
3,256.0 |
4,397.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,741.0 |
4,195.0 |
546.0 |
11.6% |
226.7 |
4.8% |
92% |
True |
False |
1,195 |
| 10 |
4,778.5 |
4,066.0 |
712.5 |
15.2% |
241.5 |
5.1% |
89% |
False |
False |
1,419 |
| 20 |
5,385.0 |
4,066.0 |
1,319.0 |
28.1% |
261.3 |
5.6% |
48% |
False |
False |
1,324 |
| 40 |
5,672.5 |
4,066.0 |
1,606.5 |
34.2% |
304.0 |
6.5% |
39% |
False |
False |
1,160 |
| 60 |
6,499.0 |
4,066.0 |
2,433.0 |
51.8% |
263.0 |
5.6% |
26% |
False |
False |
1,620 |
| 80 |
6,806.5 |
4,066.0 |
2,740.5 |
58.3% |
224.8 |
4.8% |
23% |
False |
False |
1,364 |
| 100 |
6,806.5 |
4,066.0 |
2,740.5 |
58.3% |
204.4 |
4.4% |
23% |
False |
False |
1,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,321.1 |
|
2.618 |
5,098.4 |
|
1.618 |
4,961.9 |
|
1.000 |
4,877.5 |
|
0.618 |
4,825.4 |
|
HIGH |
4,741.0 |
|
0.618 |
4,688.9 |
|
0.500 |
4,672.8 |
|
0.382 |
4,656.6 |
|
LOW |
4,604.5 |
|
0.618 |
4,520.1 |
|
1.000 |
4,468.0 |
|
1.618 |
4,383.6 |
|
2.618 |
4,247.1 |
|
4.250 |
4,024.4 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,689.3 |
4,666.3 |
| PP |
4,681.0 |
4,635.0 |
| S1 |
4,672.8 |
4,603.8 |
|