| Trading Metrics calculated at close of trading on 21-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,236.0 |
2,198.0 |
-38.0 |
-1.7% |
2,452.0 |
| High |
2,299.0 |
2,269.0 |
-30.0 |
-1.3% |
2,465.0 |
| Low |
2,122.0 |
2,105.0 |
-17.0 |
-0.8% |
2,105.0 |
| Close |
2,232.0 |
2,155.0 |
-77.0 |
-3.4% |
2,155.0 |
| Range |
177.0 |
164.0 |
-13.0 |
-7.3% |
360.0 |
| ATR |
170.4 |
170.0 |
-0.5 |
-0.3% |
0.0 |
| Volume |
2,622,935 |
2,277,543 |
-345,392 |
-13.2% |
9,997,133 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,668.3 |
2,575.7 |
2,245.2 |
|
| R3 |
2,504.3 |
2,411.7 |
2,200.1 |
|
| R2 |
2,340.3 |
2,340.3 |
2,185.1 |
|
| R1 |
2,247.7 |
2,247.7 |
2,170.0 |
2,212.0 |
| PP |
2,176.3 |
2,176.3 |
2,176.3 |
2,158.5 |
| S1 |
2,083.7 |
2,083.7 |
2,140.0 |
2,048.0 |
| S2 |
2,012.3 |
2,012.3 |
2,124.9 |
|
| S3 |
1,848.3 |
1,919.7 |
2,109.9 |
|
| S4 |
1,684.3 |
1,755.7 |
2,064.8 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,321.7 |
3,098.3 |
2,353.0 |
|
| R3 |
2,961.7 |
2,738.3 |
2,254.0 |
|
| R2 |
2,601.7 |
2,601.7 |
2,221.0 |
|
| R1 |
2,378.3 |
2,378.3 |
2,188.0 |
2,310.0 |
| PP |
2,241.7 |
2,241.7 |
2,241.7 |
2,207.5 |
| S1 |
2,018.3 |
2,018.3 |
2,122.0 |
1,950.0 |
| S2 |
1,881.7 |
1,881.7 |
2,089.0 |
|
| S3 |
1,521.7 |
1,658.3 |
2,056.0 |
|
| S4 |
1,161.7 |
1,298.3 |
1,957.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,465.0 |
2,105.0 |
360.0 |
16.7% |
147.0 |
6.8% |
14% |
False |
True |
1,999,426 |
| 10 |
2,698.0 |
2,105.0 |
593.0 |
27.5% |
153.7 |
7.1% |
8% |
False |
True |
1,773,724 |
| 20 |
2,783.0 |
2,105.0 |
678.0 |
31.5% |
155.0 |
7.2% |
7% |
False |
True |
1,825,698 |
| 40 |
3,206.0 |
2,105.0 |
1,101.0 |
51.1% |
171.2 |
7.9% |
5% |
False |
True |
1,234,570 |
| 60 |
3,457.0 |
2,105.0 |
1,352.0 |
62.7% |
145.0 |
6.7% |
4% |
False |
True |
989,818 |
| 80 |
3,494.0 |
2,105.0 |
1,389.0 |
64.5% |
124.6 |
5.8% |
4% |
False |
True |
743,646 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
64.5% |
114.4 |
5.3% |
4% |
False |
True |
595,888 |
| 120 |
3,779.0 |
2,105.0 |
1,674.0 |
77.7% |
107.5 |
5.0% |
3% |
False |
True |
498,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,966.0 |
|
2.618 |
2,698.4 |
|
1.618 |
2,534.4 |
|
1.000 |
2,433.0 |
|
0.618 |
2,370.4 |
|
HIGH |
2,269.0 |
|
0.618 |
2,206.4 |
|
0.500 |
2,187.0 |
|
0.382 |
2,167.6 |
|
LOW |
2,105.0 |
|
0.618 |
2,003.6 |
|
1.000 |
1,941.0 |
|
1.618 |
1,839.6 |
|
2.618 |
1,675.6 |
|
4.250 |
1,408.0 |
|
|
| Fisher Pivots for day following 21-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,187.0 |
2,259.0 |
| PP |
2,176.3 |
2,224.3 |
| S1 |
2,165.7 |
2,189.7 |
|