| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,239.0 |
2,371.0 |
132.0 |
5.9% |
2,452.0 |
| High |
2,407.0 |
2,450.0 |
43.0 |
1.8% |
2,465.0 |
| Low |
2,193.0 |
2,323.0 |
130.0 |
5.9% |
2,105.0 |
| Close |
2,375.0 |
2,392.0 |
17.0 |
0.7% |
2,155.0 |
| Range |
214.0 |
127.0 |
-87.0 |
-40.7% |
360.0 |
| ATR |
175.8 |
172.4 |
-3.5 |
-2.0% |
0.0 |
| Volume |
1,818,088 |
1,853,508 |
35,420 |
1.9% |
9,997,133 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.3 |
2,707.7 |
2,461.9 |
|
| R3 |
2,642.3 |
2,580.7 |
2,426.9 |
|
| R2 |
2,515.3 |
2,515.3 |
2,415.3 |
|
| R1 |
2,453.7 |
2,453.7 |
2,403.6 |
2,484.5 |
| PP |
2,388.3 |
2,388.3 |
2,388.3 |
2,403.8 |
| S1 |
2,326.7 |
2,326.7 |
2,380.4 |
2,357.5 |
| S2 |
2,261.3 |
2,261.3 |
2,368.7 |
|
| S3 |
2,134.3 |
2,199.7 |
2,357.1 |
|
| S4 |
2,007.3 |
2,072.7 |
2,322.2 |
|
|
| 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 |
2,450.0 |
2,105.0 |
345.0 |
14.4% |
169.6 |
7.1% |
83% |
True |
False |
2,068,085 |
| 10 |
2,574.0 |
2,105.0 |
469.0 |
19.6% |
160.2 |
6.7% |
61% |
False |
False |
1,886,169 |
| 20 |
2,783.0 |
2,105.0 |
678.0 |
28.3% |
153.5 |
6.4% |
42% |
False |
False |
1,791,535 |
| 40 |
3,162.0 |
2,105.0 |
1,057.0 |
44.2% |
173.3 |
7.2% |
27% |
False |
False |
1,269,042 |
| 60 |
3,457.0 |
2,105.0 |
1,352.0 |
56.5% |
149.4 |
6.2% |
21% |
False |
False |
1,050,861 |
| 80 |
3,494.0 |
2,105.0 |
1,389.0 |
58.1% |
127.6 |
5.3% |
21% |
False |
False |
789,515 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
58.1% |
116.4 |
4.9% |
21% |
False |
False |
632,554 |
| 120 |
3,664.0 |
2,105.0 |
1,559.0 |
65.2% |
108.7 |
4.5% |
18% |
False |
False |
528,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,989.8 |
|
2.618 |
2,782.5 |
|
1.618 |
2,655.5 |
|
1.000 |
2,577.0 |
|
0.618 |
2,528.5 |
|
HIGH |
2,450.0 |
|
0.618 |
2,401.5 |
|
0.500 |
2,386.5 |
|
0.382 |
2,371.5 |
|
LOW |
2,323.0 |
|
0.618 |
2,244.5 |
|
1.000 |
2,196.0 |
|
1.618 |
2,117.5 |
|
2.618 |
1,990.5 |
|
4.250 |
1,783.3 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,390.2 |
2,353.8 |
| PP |
2,388.3 |
2,315.7 |
| S1 |
2,386.5 |
2,277.5 |
|