| Trading Metrics calculated at close of trading on 24-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2008 |
24-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,198.0 |
2,239.0 |
41.0 |
1.9% |
2,452.0 |
| High |
2,269.0 |
2,407.0 |
138.0 |
6.1% |
2,465.0 |
| Low |
2,105.0 |
2,193.0 |
88.0 |
4.2% |
2,105.0 |
| Close |
2,155.0 |
2,375.0 |
220.0 |
10.2% |
2,155.0 |
| Range |
164.0 |
214.0 |
50.0 |
30.5% |
360.0 |
| ATR |
170.0 |
175.8 |
5.9 |
3.4% |
0.0 |
| Volume |
2,277,543 |
1,818,088 |
-459,455 |
-20.2% |
9,997,133 |
|
| Daily Pivots for day following 24-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,967.0 |
2,885.0 |
2,492.7 |
|
| R3 |
2,753.0 |
2,671.0 |
2,433.9 |
|
| R2 |
2,539.0 |
2,539.0 |
2,414.2 |
|
| R1 |
2,457.0 |
2,457.0 |
2,394.6 |
2,498.0 |
| PP |
2,325.0 |
2,325.0 |
2,325.0 |
2,345.5 |
| S1 |
2,243.0 |
2,243.0 |
2,355.4 |
2,284.0 |
| S2 |
2,111.0 |
2,111.0 |
2,335.8 |
|
| S3 |
1,897.0 |
2,029.0 |
2,316.2 |
|
| S4 |
1,683.0 |
1,815.0 |
2,257.3 |
|
|
| 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 |
2,419.0 |
2,105.0 |
314.0 |
13.2% |
166.6 |
7.0% |
86% |
False |
False |
2,063,929 |
| 10 |
2,586.0 |
2,105.0 |
481.0 |
20.3% |
159.5 |
6.7% |
56% |
False |
False |
1,842,878 |
| 20 |
2,783.0 |
2,105.0 |
678.0 |
28.5% |
158.1 |
6.7% |
40% |
False |
False |
1,809,169 |
| 40 |
3,162.0 |
2,105.0 |
1,057.0 |
44.5% |
174.8 |
7.4% |
26% |
False |
False |
1,280,022 |
| 60 |
3,457.0 |
2,105.0 |
1,352.0 |
56.9% |
148.1 |
6.2% |
20% |
False |
False |
1,020,047 |
| 80 |
3,494.0 |
2,105.0 |
1,389.0 |
58.5% |
126.5 |
5.3% |
19% |
False |
False |
766,356 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
58.5% |
115.8 |
4.9% |
19% |
False |
False |
614,041 |
| 120 |
3,676.0 |
2,105.0 |
1,571.0 |
66.1% |
108.1 |
4.5% |
17% |
False |
False |
513,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,316.5 |
|
2.618 |
2,967.3 |
|
1.618 |
2,753.3 |
|
1.000 |
2,621.0 |
|
0.618 |
2,539.3 |
|
HIGH |
2,407.0 |
|
0.618 |
2,325.3 |
|
0.500 |
2,300.0 |
|
0.382 |
2,274.7 |
|
LOW |
2,193.0 |
|
0.618 |
2,060.7 |
|
1.000 |
1,979.0 |
|
1.618 |
1,846.7 |
|
2.618 |
1,632.7 |
|
4.250 |
1,283.5 |
|
|
| Fisher Pivots for day following 24-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,350.0 |
2,335.3 |
| PP |
2,325.0 |
2,295.7 |
| S1 |
2,300.0 |
2,256.0 |
|