| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1,059.69 |
1,106.02 |
46.33 |
4.4% |
1,157.54 |
| High |
1,085.57 |
1,163.05 |
77.48 |
7.1% |
1,187.98 |
| Low |
1,018.86 |
1,096.55 |
77.69 |
7.6% |
1,018.86 |
| Close |
1,085.57 |
1,154.34 |
68.77 |
6.3% |
1,085.57 |
| Range |
66.71 |
66.50 |
-0.21 |
-0.3% |
169.12 |
| ATR |
70.36 |
70.87 |
0.51 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,337.48 |
1,312.41 |
1,190.92 |
|
| R3 |
1,270.98 |
1,245.91 |
1,172.63 |
|
| R2 |
1,204.48 |
1,204.48 |
1,166.53 |
|
| R1 |
1,179.41 |
1,179.41 |
1,160.44 |
1,191.95 |
| PP |
1,137.98 |
1,137.98 |
1,137.98 |
1,144.25 |
| S1 |
1,112.91 |
1,112.91 |
1,148.24 |
1,125.45 |
| S2 |
1,071.48 |
1,071.48 |
1,142.15 |
|
| S3 |
1,004.98 |
1,046.41 |
1,136.05 |
|
| S4 |
938.48 |
979.91 |
1,117.77 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,604.83 |
1,514.32 |
1,178.59 |
|
| R3 |
1,435.71 |
1,345.20 |
1,132.08 |
|
| R2 |
1,266.59 |
1,266.59 |
1,116.58 |
|
| R1 |
1,176.08 |
1,176.08 |
1,101.07 |
1,136.78 |
| PP |
1,097.47 |
1,097.47 |
1,097.47 |
1,077.82 |
| S1 |
1,006.96 |
1,006.96 |
1,070.07 |
967.66 |
| S2 |
928.35 |
928.35 |
1,054.56 |
|
| S3 |
759.23 |
837.84 |
1,039.06 |
|
| S4 |
590.11 |
668.72 |
992.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,168.53 |
1,018.86 |
149.67 |
13.0% |
69.57 |
6.0% |
91% |
False |
False |
|
| 10 |
1,249.35 |
1,018.86 |
230.49 |
20.0% |
66.37 |
5.7% |
59% |
False |
False |
|
| 20 |
1,382.65 |
1,018.86 |
363.79 |
31.5% |
62.04 |
5.4% |
37% |
False |
False |
|
| 40 |
1,597.73 |
1,018.86 |
578.87 |
50.1% |
75.05 |
6.5% |
23% |
False |
False |
|
| 60 |
1,912.72 |
1,018.86 |
893.86 |
77.4% |
69.31 |
6.0% |
15% |
False |
False |
|
| 80 |
1,973.56 |
1,018.86 |
954.70 |
82.7% |
60.31 |
5.2% |
14% |
False |
False |
|
| 100 |
1,973.56 |
1,018.86 |
954.70 |
82.7% |
56.82 |
4.9% |
14% |
False |
False |
|
| 120 |
2,039.50 |
1,018.86 |
1,020.64 |
88.4% |
53.98 |
4.7% |
13% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,445.68 |
|
2.618 |
1,337.15 |
|
1.618 |
1,270.65 |
|
1.000 |
1,229.55 |
|
0.618 |
1,204.15 |
|
HIGH |
1,163.05 |
|
0.618 |
1,137.65 |
|
0.500 |
1,129.80 |
|
0.382 |
1,121.95 |
|
LOW |
1,096.55 |
|
0.618 |
1,055.45 |
|
1.000 |
1,030.05 |
|
1.618 |
988.95 |
|
2.618 |
922.45 |
|
4.250 |
813.93 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,146.16 |
1,133.21 |
| PP |
1,137.98 |
1,112.08 |
| S1 |
1,129.80 |
1,090.96 |
|