| Trading Metrics calculated at close of trading on 27-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,364.0 |
2,421.0 |
57.0 |
2.4% |
2,452.0 |
| High |
2,440.0 |
2,438.0 |
-2.0 |
-0.1% |
2,465.0 |
| Low |
2,312.0 |
2,396.0 |
84.0 |
3.6% |
2,105.0 |
| Close |
2,387.0 |
2,432.0 |
45.0 |
1.9% |
2,155.0 |
| Range |
128.0 |
42.0 |
-86.0 |
-67.2% |
360.0 |
| ATR |
169.2 |
160.7 |
-8.4 |
-5.0% |
0.0 |
| Volume |
1,385,470 |
492,738 |
-892,732 |
-64.4% |
9,997,133 |
|
| Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,548.0 |
2,532.0 |
2,455.1 |
|
| R3 |
2,506.0 |
2,490.0 |
2,443.6 |
|
| R2 |
2,464.0 |
2,464.0 |
2,439.7 |
|
| R1 |
2,448.0 |
2,448.0 |
2,435.9 |
2,456.0 |
| PP |
2,422.0 |
2,422.0 |
2,422.0 |
2,426.0 |
| S1 |
2,406.0 |
2,406.0 |
2,428.2 |
2,414.0 |
| S2 |
2,380.0 |
2,380.0 |
2,424.3 |
|
| S3 |
2,338.0 |
2,364.0 |
2,420.5 |
|
| S4 |
2,296.0 |
2,322.0 |
2,408.9 |
|
|
| 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 |
14.2% |
135.0 |
5.6% |
95% |
False |
False |
1,565,469 |
| 10 |
2,538.0 |
2,105.0 |
433.0 |
17.8% |
136.4 |
5.6% |
76% |
False |
False |
1,699,021 |
| 20 |
2,783.0 |
2,105.0 |
678.0 |
27.9% |
148.8 |
6.1% |
48% |
False |
False |
1,675,719 |
| 40 |
3,162.0 |
2,105.0 |
1,057.0 |
43.5% |
171.9 |
7.1% |
31% |
False |
False |
1,234,804 |
| 60 |
3,397.0 |
2,105.0 |
1,292.0 |
53.1% |
150.0 |
6.2% |
25% |
False |
False |
1,081,543 |
| 80 |
3,494.0 |
2,105.0 |
1,389.0 |
57.1% |
127.7 |
5.2% |
24% |
False |
False |
812,961 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
57.1% |
116.6 |
4.8% |
24% |
False |
False |
651,306 |
| 120 |
3,640.0 |
2,105.0 |
1,535.0 |
63.1% |
108.8 |
4.5% |
21% |
False |
False |
544,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,616.5 |
|
2.618 |
2,548.0 |
|
1.618 |
2,506.0 |
|
1.000 |
2,480.0 |
|
0.618 |
2,464.0 |
|
HIGH |
2,438.0 |
|
0.618 |
2,422.0 |
|
0.500 |
2,417.0 |
|
0.382 |
2,412.0 |
|
LOW |
2,396.0 |
|
0.618 |
2,370.0 |
|
1.000 |
2,354.0 |
|
1.618 |
2,328.0 |
|
2.618 |
2,286.0 |
|
4.250 |
2,217.5 |
|
|
| Fisher Pivots for day following 27-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,427.0 |
2,415.0 |
| PP |
2,422.0 |
2,398.0 |
| S1 |
2,417.0 |
2,381.0 |
|