| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,528.0 |
2,395.0 |
-133.0 |
-5.3% |
2,618.0 |
| High |
2,551.0 |
2,574.0 |
23.0 |
0.9% |
2,783.0 |
| Low |
2,375.0 |
2,342.0 |
-33.0 |
-1.4% |
2,467.0 |
| Close |
2,403.0 |
2,428.0 |
25.0 |
1.0% |
2,590.0 |
| Range |
176.0 |
232.0 |
56.0 |
31.8% |
316.0 |
| ATR |
180.3 |
184.0 |
3.7 |
2.1% |
0.0 |
| Volume |
1,898,641 |
1,851,051 |
-47,590 |
-2.5% |
8,597,095 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,144.0 |
3,018.0 |
2,555.6 |
|
| R3 |
2,912.0 |
2,786.0 |
2,491.8 |
|
| R2 |
2,680.0 |
2,680.0 |
2,470.5 |
|
| R1 |
2,554.0 |
2,554.0 |
2,449.3 |
2,617.0 |
| PP |
2,448.0 |
2,448.0 |
2,448.0 |
2,479.5 |
| S1 |
2,322.0 |
2,322.0 |
2,406.7 |
2,385.0 |
| S2 |
2,216.0 |
2,216.0 |
2,385.5 |
|
| S3 |
1,984.0 |
2,090.0 |
2,364.2 |
|
| S4 |
1,752.0 |
1,858.0 |
2,300.4 |
|
|
| 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 |
2,342.0 |
356.0 |
14.7% |
165.2 |
6.8% |
24% |
False |
True |
1,628,409 |
| 10 |
2,783.0 |
2,342.0 |
441.0 |
18.2% |
161.2 |
6.6% |
20% |
False |
True |
1,652,417 |
| 20 |
2,783.0 |
2,173.0 |
610.0 |
25.1% |
162.7 |
6.7% |
42% |
False |
False |
1,523,691 |
| 40 |
3,300.0 |
2,173.0 |
1,127.0 |
46.4% |
166.6 |
6.9% |
23% |
False |
False |
1,159,382 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
52.9% |
137.1 |
5.6% |
20% |
False |
False |
800,197 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
54.4% |
119.0 |
4.9% |
19% |
False |
False |
600,837 |
| 100 |
3,494.0 |
2,173.0 |
1,321.0 |
54.4% |
110.9 |
4.6% |
19% |
False |
False |
481,586 |
| 120 |
3,850.0 |
2,173.0 |
1,677.0 |
69.1% |
102.6 |
4.2% |
15% |
False |
False |
403,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,560.0 |
|
2.618 |
3,181.4 |
|
1.618 |
2,949.4 |
|
1.000 |
2,806.0 |
|
0.618 |
2,717.4 |
|
HIGH |
2,574.0 |
|
0.618 |
2,485.4 |
|
0.500 |
2,458.0 |
|
0.382 |
2,430.6 |
|
LOW |
2,342.0 |
|
0.618 |
2,198.6 |
|
1.000 |
2,110.0 |
|
1.618 |
1,966.6 |
|
2.618 |
1,734.6 |
|
4.250 |
1,356.0 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,458.0 |
2,464.0 |
| PP |
2,448.0 |
2,452.0 |
| S1 |
2,438.0 |
2,440.0 |
|