| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,580.0 |
2,528.0 |
-52.0 |
-2.0% |
2,618.0 |
| High |
2,586.0 |
2,551.0 |
-35.0 |
-1.4% |
2,783.0 |
| Low |
2,466.0 |
2,375.0 |
-91.0 |
-3.7% |
2,467.0 |
| Close |
2,491.0 |
2,403.0 |
-88.0 |
-3.5% |
2,590.0 |
| Range |
120.0 |
176.0 |
56.0 |
46.7% |
316.0 |
| ATR |
180.6 |
180.3 |
-0.3 |
-0.2% |
0.0 |
| Volume |
1,420,598 |
1,898,641 |
478,043 |
33.7% |
8,597,095 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,971.0 |
2,863.0 |
2,499.8 |
|
| R3 |
2,795.0 |
2,687.0 |
2,451.4 |
|
| R2 |
2,619.0 |
2,619.0 |
2,435.3 |
|
| R1 |
2,511.0 |
2,511.0 |
2,419.1 |
2,477.0 |
| PP |
2,443.0 |
2,443.0 |
2,443.0 |
2,426.0 |
| S1 |
2,335.0 |
2,335.0 |
2,386.9 |
2,301.0 |
| S2 |
2,267.0 |
2,267.0 |
2,370.7 |
|
| S3 |
2,091.0 |
2,159.0 |
2,354.6 |
|
| S4 |
1,915.0 |
1,983.0 |
2,306.2 |
|
|
| 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 |
2,698.0 |
2,375.0 |
323.0 |
13.4% |
162.0 |
6.7% |
9% |
False |
True |
1,726,138 |
| 10 |
2,783.0 |
2,375.0 |
408.0 |
17.0% |
149.4 |
6.2% |
7% |
False |
True |
1,653,659 |
| 20 |
2,783.0 |
2,173.0 |
610.0 |
25.4% |
166.2 |
6.9% |
38% |
False |
False |
1,431,139 |
| 40 |
3,300.0 |
2,173.0 |
1,127.0 |
46.9% |
165.2 |
6.9% |
20% |
False |
False |
1,113,106 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
53.4% |
133.9 |
5.6% |
18% |
False |
False |
769,355 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
55.0% |
116.5 |
4.8% |
17% |
False |
False |
577,771 |
| 100 |
3,522.0 |
2,173.0 |
1,349.0 |
56.1% |
109.1 |
4.5% |
17% |
False |
False |
463,221 |
| 120 |
3,850.0 |
2,173.0 |
1,677.0 |
69.8% |
101.0 |
4.2% |
14% |
False |
False |
387,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,299.0 |
|
2.618 |
3,011.8 |
|
1.618 |
2,835.8 |
|
1.000 |
2,727.0 |
|
0.618 |
2,659.8 |
|
HIGH |
2,551.0 |
|
0.618 |
2,483.8 |
|
0.500 |
2,463.0 |
|
0.382 |
2,442.2 |
|
LOW |
2,375.0 |
|
0.618 |
2,266.2 |
|
1.000 |
2,199.0 |
|
1.618 |
2,090.2 |
|
2.618 |
1,914.2 |
|
4.250 |
1,627.0 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,463.0 |
2,536.5 |
| PP |
2,443.0 |
2,492.0 |
| S1 |
2,423.0 |
2,447.5 |
|