| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,395.0 |
2,522.0 |
127.0 |
5.3% |
2,672.0 |
| High |
2,574.0 |
2,538.0 |
-36.0 |
-1.4% |
2,698.0 |
| Low |
2,342.0 |
2,420.0 |
78.0 |
3.3% |
2,342.0 |
| Close |
2,428.0 |
2,465.0 |
37.0 |
1.5% |
2,465.0 |
| Range |
232.0 |
118.0 |
-114.0 |
-49.1% |
356.0 |
| ATR |
184.0 |
179.2 |
-4.7 |
-2.6% |
0.0 |
| Volume |
1,851,051 |
1,443,278 |
-407,773 |
-22.0% |
7,740,109 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.3 |
2,764.7 |
2,529.9 |
|
| R3 |
2,710.3 |
2,646.7 |
2,497.5 |
|
| R2 |
2,592.3 |
2,592.3 |
2,486.6 |
|
| R1 |
2,528.7 |
2,528.7 |
2,475.8 |
2,501.5 |
| PP |
2,474.3 |
2,474.3 |
2,474.3 |
2,460.8 |
| S1 |
2,410.7 |
2,410.7 |
2,454.2 |
2,383.5 |
| S2 |
2,356.3 |
2,356.3 |
2,443.4 |
|
| S3 |
2,238.3 |
2,292.7 |
2,432.6 |
|
| S4 |
2,120.3 |
2,174.7 |
2,400.1 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,569.7 |
3,373.3 |
2,660.8 |
|
| R3 |
3,213.7 |
3,017.3 |
2,562.9 |
|
| R2 |
2,857.7 |
2,857.7 |
2,530.3 |
|
| R1 |
2,661.3 |
2,661.3 |
2,497.6 |
2,581.5 |
| PP |
2,501.7 |
2,501.7 |
2,501.7 |
2,461.8 |
| S1 |
2,305.3 |
2,305.3 |
2,432.4 |
2,225.5 |
| S2 |
2,145.7 |
2,145.7 |
2,399.7 |
|
| S3 |
1,789.7 |
1,949.3 |
2,367.1 |
|
| S4 |
1,433.7 |
1,593.3 |
2,269.2 |
|
|
| 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 |
14.4% |
160.4 |
6.5% |
35% |
False |
False |
1,548,021 |
| 10 |
2,783.0 |
2,342.0 |
441.0 |
17.9% |
156.2 |
6.3% |
28% |
False |
False |
1,633,720 |
| 20 |
2,783.0 |
2,173.0 |
610.0 |
24.7% |
158.4 |
6.4% |
48% |
False |
False |
1,595,855 |
| 40 |
3,300.0 |
2,173.0 |
1,127.0 |
45.7% |
165.1 |
6.7% |
26% |
False |
False |
1,195,464 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
52.1% |
138.5 |
5.6% |
23% |
False |
False |
824,193 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
53.6% |
119.3 |
4.8% |
22% |
False |
False |
618,840 |
| 100 |
3,494.0 |
2,173.0 |
1,321.0 |
53.6% |
111.0 |
4.5% |
22% |
False |
False |
495,983 |
| 120 |
3,850.0 |
2,173.0 |
1,677.0 |
68.0% |
103.1 |
4.2% |
17% |
False |
False |
415,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,039.5 |
|
2.618 |
2,846.9 |
|
1.618 |
2,728.9 |
|
1.000 |
2,656.0 |
|
0.618 |
2,610.9 |
|
HIGH |
2,538.0 |
|
0.618 |
2,492.9 |
|
0.500 |
2,479.0 |
|
0.382 |
2,465.1 |
|
LOW |
2,420.0 |
|
0.618 |
2,347.1 |
|
1.000 |
2,302.0 |
|
1.618 |
2,229.1 |
|
2.618 |
2,111.1 |
|
4.250 |
1,918.5 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,479.0 |
2,462.7 |
| PP |
2,474.3 |
2,460.3 |
| S1 |
2,469.7 |
2,458.0 |
|