| Trading Metrics calculated at close of trading on 11-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2008 |
11-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,672.0 |
2,580.0 |
-92.0 |
-3.4% |
2,618.0 |
| High |
2,698.0 |
2,586.0 |
-112.0 |
-4.2% |
2,783.0 |
| Low |
2,542.0 |
2,466.0 |
-76.0 |
-3.0% |
2,467.0 |
| Close |
2,626.0 |
2,491.0 |
-135.0 |
-5.1% |
2,590.0 |
| Range |
156.0 |
120.0 |
-36.0 |
-23.1% |
316.0 |
| ATR |
182.2 |
180.6 |
-1.6 |
-0.9% |
0.0 |
| Volume |
1,126,541 |
1,420,598 |
294,057 |
26.1% |
8,597,095 |
|
| Daily Pivots for day following 11-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,874.3 |
2,802.7 |
2,557.0 |
|
| R3 |
2,754.3 |
2,682.7 |
2,524.0 |
|
| R2 |
2,634.3 |
2,634.3 |
2,513.0 |
|
| R1 |
2,562.7 |
2,562.7 |
2,502.0 |
2,538.5 |
| PP |
2,514.3 |
2,514.3 |
2,514.3 |
2,502.3 |
| S1 |
2,442.7 |
2,442.7 |
2,480.0 |
2,418.5 |
| S2 |
2,394.3 |
2,394.3 |
2,469.0 |
|
| S3 |
2,274.3 |
2,322.7 |
2,458.0 |
|
| S4 |
2,154.3 |
2,202.7 |
2,425.0 |
|
|
| 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 |
2,466.0 |
317.0 |
12.7% |
159.0 |
6.4% |
8% |
False |
True |
1,682,594 |
| 10 |
2,783.0 |
2,407.0 |
376.0 |
15.1% |
146.7 |
5.9% |
22% |
False |
False |
1,696,900 |
| 20 |
2,864.0 |
2,173.0 |
691.0 |
27.7% |
167.1 |
6.7% |
46% |
False |
False |
1,336,207 |
| 40 |
3,300.0 |
2,173.0 |
1,127.0 |
45.2% |
163.6 |
6.6% |
28% |
False |
False |
1,065,640 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
51.5% |
132.0 |
5.3% |
25% |
False |
False |
738,055 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
53.0% |
115.1 |
4.6% |
24% |
False |
False |
554,086 |
| 100 |
3,522.0 |
2,173.0 |
1,349.0 |
54.2% |
108.1 |
4.3% |
24% |
False |
False |
444,249 |
| 120 |
3,850.0 |
2,173.0 |
1,677.0 |
67.3% |
99.8 |
4.0% |
19% |
False |
False |
371,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,096.0 |
|
2.618 |
2,900.2 |
|
1.618 |
2,780.2 |
|
1.000 |
2,706.0 |
|
0.618 |
2,660.2 |
|
HIGH |
2,586.0 |
|
0.618 |
2,540.2 |
|
0.500 |
2,526.0 |
|
0.382 |
2,511.8 |
|
LOW |
2,466.0 |
|
0.618 |
2,391.8 |
|
1.000 |
2,346.0 |
|
1.618 |
2,271.8 |
|
2.618 |
2,151.8 |
|
4.250 |
1,956.0 |
|
|
| Fisher Pivots for day following 11-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,526.0 |
2,582.0 |
| PP |
2,514.3 |
2,551.7 |
| S1 |
2,502.7 |
2,521.3 |
|