| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1,126.95 |
1,181.43 |
54.48 |
4.8% |
1,106.02 |
| High |
1,193.09 |
1,185.99 |
-7.10 |
-0.6% |
1,193.09 |
| Low |
1,126.95 |
1,171.82 |
44.87 |
4.0% |
1,096.55 |
| Close |
1,193.09 |
1,185.75 |
-7.34 |
-0.6% |
1,185.75 |
| Range |
66.14 |
14.17 |
-51.97 |
-78.6% |
96.54 |
| ATR |
68.90 |
65.50 |
-3.40 |
-4.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.70 |
1,218.89 |
1,193.54 |
|
| R3 |
1,209.53 |
1,204.72 |
1,189.65 |
|
| R2 |
1,195.36 |
1,195.36 |
1,188.35 |
|
| R1 |
1,190.55 |
1,190.55 |
1,187.05 |
1,192.96 |
| PP |
1,181.19 |
1,181.19 |
1,181.19 |
1,182.39 |
| S1 |
1,176.38 |
1,176.38 |
1,184.45 |
1,178.79 |
| S2 |
1,167.02 |
1,167.02 |
1,183.15 |
|
| S3 |
1,152.85 |
1,162.21 |
1,181.85 |
|
| S4 |
1,138.68 |
1,148.04 |
1,177.96 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,448.08 |
1,413.46 |
1,238.85 |
|
| R3 |
1,351.54 |
1,316.92 |
1,212.30 |
|
| R2 |
1,255.00 |
1,255.00 |
1,203.45 |
|
| R1 |
1,220.38 |
1,220.38 |
1,194.60 |
1,237.69 |
| PP |
1,158.46 |
1,158.46 |
1,158.46 |
1,167.12 |
| S1 |
1,123.84 |
1,123.84 |
1,176.90 |
1,141.15 |
| S2 |
1,061.92 |
1,061.92 |
1,168.05 |
|
| S3 |
965.38 |
1,027.30 |
1,159.20 |
|
| S4 |
868.84 |
930.76 |
1,132.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,193.09 |
1,018.86 |
174.23 |
14.7% |
51.97 |
4.4% |
96% |
False |
False |
|
| 10 |
1,235.90 |
1,018.86 |
217.04 |
18.3% |
57.29 |
4.8% |
77% |
False |
False |
|
| 20 |
1,382.65 |
1,018.86 |
363.79 |
30.7% |
56.48 |
4.8% |
46% |
False |
False |
|
| 40 |
1,551.58 |
1,018.86 |
532.72 |
44.9% |
74.02 |
6.2% |
31% |
False |
False |
|
| 60 |
1,796.82 |
1,018.86 |
777.96 |
65.6% |
68.86 |
5.8% |
21% |
False |
False |
|
| 80 |
1,973.56 |
1,018.86 |
954.70 |
80.5% |
60.41 |
5.1% |
17% |
False |
False |
|
| 100 |
1,973.56 |
1,018.86 |
954.70 |
80.5% |
56.58 |
4.8% |
17% |
False |
False |
|
| 120 |
1,993.12 |
1,018.86 |
974.26 |
82.2% |
53.95 |
4.5% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,246.21 |
|
2.618 |
1,223.09 |
|
1.618 |
1,208.92 |
|
1.000 |
1,200.16 |
|
0.618 |
1,194.75 |
|
HIGH |
1,185.99 |
|
0.618 |
1,180.58 |
|
0.500 |
1,178.91 |
|
0.382 |
1,177.23 |
|
LOW |
1,171.82 |
|
0.618 |
1,163.06 |
|
1.000 |
1,157.65 |
|
1.618 |
1,148.89 |
|
2.618 |
1,134.72 |
|
4.250 |
1,111.60 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,183.47 |
1,175.73 |
| PP |
1,181.19 |
1,165.71 |
| S1 |
1,178.91 |
1,155.69 |
|