| Trading Metrics calculated at close of trading on 10-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,529.0 |
2,672.0 |
143.0 |
5.7% |
2,618.0 |
| High |
2,640.0 |
2,698.0 |
58.0 |
2.2% |
2,783.0 |
| Low |
2,498.0 |
2,542.0 |
44.0 |
1.8% |
2,467.0 |
| Close |
2,590.0 |
2,626.0 |
36.0 |
1.4% |
2,590.0 |
| Range |
142.0 |
156.0 |
14.0 |
9.9% |
316.0 |
| ATR |
184.2 |
182.2 |
-2.0 |
-1.1% |
0.0 |
| Volume |
1,845,217 |
1,126,541 |
-718,676 |
-38.9% |
8,597,095 |
|
| Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.0 |
3,014.0 |
2,711.8 |
|
| R3 |
2,934.0 |
2,858.0 |
2,668.9 |
|
| R2 |
2,778.0 |
2,778.0 |
2,654.6 |
|
| R1 |
2,702.0 |
2,702.0 |
2,640.3 |
2,662.0 |
| PP |
2,622.0 |
2,622.0 |
2,622.0 |
2,602.0 |
| S1 |
2,546.0 |
2,546.0 |
2,611.7 |
2,506.0 |
| S2 |
2,466.0 |
2,466.0 |
2,597.4 |
|
| S3 |
2,310.0 |
2,390.0 |
2,583.1 |
|
| S4 |
2,154.0 |
2,234.0 |
2,540.2 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,561.3 |
3,391.7 |
2,763.8 |
|
| R3 |
3,245.3 |
3,075.7 |
2,676.9 |
|
| R2 |
2,929.3 |
2,929.3 |
2,647.9 |
|
| R1 |
2,759.7 |
2,759.7 |
2,619.0 |
2,686.5 |
| PP |
2,613.3 |
2,613.3 |
2,613.3 |
2,576.8 |
| S1 |
2,443.7 |
2,443.7 |
2,561.0 |
2,370.5 |
| S2 |
2,297.3 |
2,297.3 |
2,532.1 |
|
| S3 |
1,981.3 |
2,127.7 |
2,503.1 |
|
| S4 |
1,665.3 |
1,811.7 |
2,416.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,783.0 |
2,467.0 |
316.0 |
12.0% |
170.4 |
6.5% |
50% |
False |
False |
1,714,575 |
| 10 |
2,783.0 |
2,278.0 |
505.0 |
19.2% |
156.6 |
6.0% |
69% |
False |
False |
1,775,460 |
| 20 |
2,864.0 |
2,173.0 |
691.0 |
26.3% |
174.8 |
6.7% |
66% |
False |
False |
1,265,177 |
| 40 |
3,300.0 |
2,173.0 |
1,127.0 |
42.9% |
162.9 |
6.2% |
40% |
False |
False |
1,030,125 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
48.9% |
131.3 |
5.0% |
35% |
False |
False |
714,386 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
50.3% |
114.5 |
4.4% |
34% |
False |
False |
536,358 |
| 100 |
3,522.0 |
2,173.0 |
1,349.0 |
51.4% |
107.3 |
4.1% |
34% |
False |
False |
430,047 |
| 120 |
3,850.0 |
2,173.0 |
1,677.0 |
63.9% |
98.8 |
3.8% |
27% |
False |
False |
359,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,361.0 |
|
2.618 |
3,106.4 |
|
1.618 |
2,950.4 |
|
1.000 |
2,854.0 |
|
0.618 |
2,794.4 |
|
HIGH |
2,698.0 |
|
0.618 |
2,638.4 |
|
0.500 |
2,620.0 |
|
0.382 |
2,601.6 |
|
LOW |
2,542.0 |
|
0.618 |
2,445.6 |
|
1.000 |
2,386.0 |
|
1.618 |
2,289.6 |
|
2.618 |
2,133.6 |
|
4.250 |
1,879.0 |
|
|
| Fisher Pivots for day following 10-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,624.0 |
2,611.5 |
| PP |
2,622.0 |
2,597.0 |
| S1 |
2,620.0 |
2,582.5 |
|