| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,522.0 |
2,452.0 |
-70.0 |
-2.8% |
2,672.0 |
| High |
2,538.0 |
2,465.0 |
-73.0 |
-2.9% |
2,698.0 |
| Low |
2,420.0 |
2,349.0 |
-71.0 |
-2.9% |
2,342.0 |
| Close |
2,465.0 |
2,363.0 |
-102.0 |
-4.1% |
2,465.0 |
| Range |
118.0 |
116.0 |
-2.0 |
-1.7% |
356.0 |
| ATR |
179.2 |
174.7 |
-4.5 |
-2.5% |
0.0 |
| Volume |
1,443,278 |
1,495,576 |
52,298 |
3.6% |
7,740,109 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,740.3 |
2,667.7 |
2,426.8 |
|
| R3 |
2,624.3 |
2,551.7 |
2,394.9 |
|
| R2 |
2,508.3 |
2,508.3 |
2,384.3 |
|
| R1 |
2,435.7 |
2,435.7 |
2,373.6 |
2,414.0 |
| PP |
2,392.3 |
2,392.3 |
2,392.3 |
2,381.5 |
| S1 |
2,319.7 |
2,319.7 |
2,352.4 |
2,298.0 |
| S2 |
2,276.3 |
2,276.3 |
2,341.7 |
|
| S3 |
2,160.3 |
2,203.7 |
2,331.1 |
|
| S4 |
2,044.3 |
2,087.7 |
2,299.2 |
|
|
| 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 |
2,586.0 |
2,342.0 |
244.0 |
10.3% |
152.4 |
6.4% |
9% |
False |
False |
1,621,828 |
| 10 |
2,783.0 |
2,342.0 |
441.0 |
18.7% |
161.4 |
6.8% |
5% |
False |
False |
1,668,202 |
| 20 |
2,783.0 |
2,173.0 |
610.0 |
25.8% |
153.5 |
6.5% |
31% |
False |
False |
1,670,634 |
| 40 |
3,243.0 |
2,173.0 |
1,070.0 |
45.3% |
163.9 |
6.9% |
18% |
False |
False |
1,182,415 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
54.3% |
139.3 |
5.9% |
15% |
False |
False |
848,972 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
55.9% |
119.9 |
5.1% |
14% |
False |
False |
637,527 |
| 100 |
3,494.0 |
2,173.0 |
1,321.0 |
55.9% |
111.7 |
4.7% |
14% |
False |
False |
510,933 |
| 120 |
3,830.0 |
2,173.0 |
1,657.0 |
70.1% |
103.9 |
4.4% |
11% |
False |
False |
427,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,958.0 |
|
2.618 |
2,768.7 |
|
1.618 |
2,652.7 |
|
1.000 |
2,581.0 |
|
0.618 |
2,536.7 |
|
HIGH |
2,465.0 |
|
0.618 |
2,420.7 |
|
0.500 |
2,407.0 |
|
0.382 |
2,393.3 |
|
LOW |
2,349.0 |
|
0.618 |
2,277.3 |
|
1.000 |
2,233.0 |
|
1.618 |
2,161.3 |
|
2.618 |
2,045.3 |
|
4.250 |
1,856.0 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,407.0 |
2,458.0 |
| PP |
2,392.3 |
2,426.3 |
| S1 |
2,377.7 |
2,394.7 |
|