| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,408.0 |
2,236.0 |
-172.0 |
-7.1% |
2,672.0 |
| High |
2,413.0 |
2,299.0 |
-114.0 |
-4.7% |
2,698.0 |
| Low |
2,247.0 |
2,122.0 |
-125.0 |
-5.6% |
2,342.0 |
| Close |
2,295.0 |
2,232.0 |
-63.0 |
-2.7% |
2,465.0 |
| Range |
166.0 |
177.0 |
11.0 |
6.6% |
356.0 |
| ATR |
169.9 |
170.4 |
0.5 |
0.3% |
0.0 |
| Volume |
1,768,352 |
2,622,935 |
854,583 |
48.3% |
7,740,109 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,748.7 |
2,667.3 |
2,329.4 |
|
| R3 |
2,571.7 |
2,490.3 |
2,280.7 |
|
| R2 |
2,394.7 |
2,394.7 |
2,264.5 |
|
| R1 |
2,313.3 |
2,313.3 |
2,248.2 |
2,265.5 |
| PP |
2,217.7 |
2,217.7 |
2,217.7 |
2,193.8 |
| S1 |
2,136.3 |
2,136.3 |
2,215.8 |
2,088.5 |
| S2 |
2,040.7 |
2,040.7 |
2,199.6 |
|
| S3 |
1,863.7 |
1,959.3 |
2,183.3 |
|
| S4 |
1,686.7 |
1,782.3 |
2,134.7 |
|
|
| 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 |
2,538.0 |
2,122.0 |
416.0 |
18.6% |
137.8 |
6.2% |
26% |
False |
True |
1,832,573 |
| 10 |
2,698.0 |
2,122.0 |
576.0 |
25.8% |
151.5 |
6.8% |
19% |
False |
True |
1,730,491 |
| 20 |
2,783.0 |
2,122.0 |
661.0 |
29.6% |
156.8 |
7.0% |
17% |
False |
True |
1,864,300 |
| 40 |
3,206.0 |
2,122.0 |
1,084.0 |
48.6% |
168.8 |
7.6% |
10% |
False |
True |
1,216,722 |
| 60 |
3,457.0 |
2,122.0 |
1,335.0 |
59.8% |
143.9 |
6.4% |
8% |
False |
True |
952,171 |
| 80 |
3,494.0 |
2,122.0 |
1,372.0 |
61.5% |
123.3 |
5.5% |
8% |
False |
True |
715,298 |
| 100 |
3,494.0 |
2,122.0 |
1,372.0 |
61.5% |
113.8 |
5.1% |
8% |
False |
True |
573,119 |
| 120 |
3,779.0 |
2,122.0 |
1,657.0 |
74.2% |
106.5 |
4.8% |
7% |
False |
True |
479,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,051.3 |
|
2.618 |
2,762.4 |
|
1.618 |
2,585.4 |
|
1.000 |
2,476.0 |
|
0.618 |
2,408.4 |
|
HIGH |
2,299.0 |
|
0.618 |
2,231.4 |
|
0.500 |
2,210.5 |
|
0.382 |
2,189.6 |
|
LOW |
2,122.0 |
|
0.618 |
2,012.6 |
|
1.000 |
1,945.0 |
|
1.618 |
1,835.6 |
|
2.618 |
1,658.6 |
|
4.250 |
1,369.8 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,224.8 |
2,270.5 |
| PP |
2,217.7 |
2,257.7 |
| S1 |
2,210.5 |
2,244.8 |
|