| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,294.0 |
2,362.0 |
68.0 |
3.0% |
2,405.0 |
| High |
2,394.0 |
2,380.0 |
-14.0 |
-0.6% |
2,412.0 |
| Low |
2,279.0 |
2,362.0 |
83.0 |
3.6% |
2,090.0 |
| Close |
2,343.0 |
2,390.0 |
47.0 |
2.0% |
2,110.0 |
| Range |
115.0 |
18.0 |
-97.0 |
-84.3% |
322.0 |
| ATR |
138.4 |
131.2 |
-7.2 |
-5.2% |
0.0 |
| Volume |
2,676 |
304 |
-2,372 |
-88.6% |
10,061 |
|
| Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,431.3 |
2,428.7 |
2,399.9 |
|
| R3 |
2,413.3 |
2,410.7 |
2,395.0 |
|
| R2 |
2,395.3 |
2,395.3 |
2,393.3 |
|
| R1 |
2,392.7 |
2,392.7 |
2,391.7 |
2,394.0 |
| PP |
2,377.3 |
2,377.3 |
2,377.3 |
2,378.0 |
| S1 |
2,374.7 |
2,374.7 |
2,388.4 |
2,376.0 |
| S2 |
2,359.3 |
2,359.3 |
2,386.7 |
|
| S3 |
2,341.3 |
2,356.7 |
2,385.1 |
|
| S4 |
2,323.3 |
2,338.7 |
2,380.1 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.0 |
2,962.0 |
2,287.1 |
|
| R3 |
2,848.0 |
2,640.0 |
2,198.6 |
|
| R2 |
2,526.0 |
2,526.0 |
2,169.0 |
|
| R1 |
2,318.0 |
2,318.0 |
2,139.5 |
2,261.0 |
| PP |
2,204.0 |
2,204.0 |
2,204.0 |
2,175.5 |
| S1 |
1,996.0 |
1,996.0 |
2,080.5 |
1,939.0 |
| S2 |
1,882.0 |
1,882.0 |
2,051.0 |
|
| S3 |
1,560.0 |
1,674.0 |
2,021.5 |
|
| S4 |
1,238.0 |
1,352.0 |
1,932.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,401.0 |
2,090.0 |
311.0 |
13.0% |
106.0 |
4.4% |
96% |
False |
False |
1,609 |
| 10 |
2,492.0 |
2,090.0 |
402.0 |
16.8% |
109.7 |
4.6% |
75% |
False |
False |
1,828 |
| 20 |
2,725.0 |
2,090.0 |
635.0 |
26.6% |
117.3 |
4.9% |
47% |
False |
False |
1,958 |
| 40 |
3,000.0 |
2,090.0 |
910.0 |
38.1% |
111.4 |
4.7% |
33% |
False |
False |
1,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,456.5 |
|
2.618 |
2,427.1 |
|
1.618 |
2,409.1 |
|
1.000 |
2,398.0 |
|
0.618 |
2,391.1 |
|
HIGH |
2,380.0 |
|
0.618 |
2,373.1 |
|
0.500 |
2,371.0 |
|
0.382 |
2,368.9 |
|
LOW |
2,362.0 |
|
0.618 |
2,350.9 |
|
1.000 |
2,344.0 |
|
1.618 |
2,332.9 |
|
2.618 |
2,314.9 |
|
4.250 |
2,285.5 |
|
|