| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,421.0 |
2,426.0 |
5.0 |
0.2% |
2,239.0 |
| High |
2,438.0 |
2,446.0 |
8.0 |
0.3% |
2,450.0 |
| Low |
2,396.0 |
2,379.0 |
-17.0 |
-0.7% |
2,193.0 |
| Close |
2,432.0 |
2,426.0 |
-6.0 |
-0.2% |
2,426.0 |
| Range |
42.0 |
67.0 |
25.0 |
59.5% |
257.0 |
| ATR |
160.7 |
154.1 |
-6.7 |
-4.2% |
0.0 |
| Volume |
492,738 |
840,459 |
347,721 |
70.6% |
6,390,263 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,618.0 |
2,589.0 |
2,462.9 |
|
| R3 |
2,551.0 |
2,522.0 |
2,444.4 |
|
| R2 |
2,484.0 |
2,484.0 |
2,438.3 |
|
| R1 |
2,455.0 |
2,455.0 |
2,432.1 |
2,459.5 |
| PP |
2,417.0 |
2,417.0 |
2,417.0 |
2,419.3 |
| S1 |
2,388.0 |
2,388.0 |
2,419.9 |
2,392.5 |
| S2 |
2,350.0 |
2,350.0 |
2,413.7 |
|
| S3 |
2,283.0 |
2,321.0 |
2,407.6 |
|
| S4 |
2,216.0 |
2,254.0 |
2,389.2 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,127.3 |
3,033.7 |
2,567.4 |
|
| R3 |
2,870.3 |
2,776.7 |
2,496.7 |
|
| R2 |
2,613.3 |
2,613.3 |
2,473.1 |
|
| R1 |
2,519.7 |
2,519.7 |
2,449.6 |
2,566.5 |
| PP |
2,356.3 |
2,356.3 |
2,356.3 |
2,379.8 |
| S1 |
2,262.7 |
2,262.7 |
2,402.4 |
2,309.5 |
| S2 |
2,099.3 |
2,099.3 |
2,378.9 |
|
| S3 |
1,842.3 |
2,005.7 |
2,355.3 |
|
| S4 |
1,585.3 |
1,748.7 |
2,284.7 |
|
|
| 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 |
2,193.0 |
257.0 |
10.6% |
115.6 |
4.8% |
91% |
False |
False |
1,278,052 |
| 10 |
2,465.0 |
2,105.0 |
360.0 |
14.8% |
131.3 |
5.4% |
89% |
False |
False |
1,638,739 |
| 20 |
2,783.0 |
2,105.0 |
678.0 |
27.9% |
143.8 |
5.9% |
47% |
False |
False |
1,636,230 |
| 40 |
3,162.0 |
2,105.0 |
1,057.0 |
43.6% |
169.7 |
7.0% |
30% |
False |
False |
1,207,612 |
| 60 |
3,354.0 |
2,105.0 |
1,249.0 |
51.5% |
148.9 |
6.1% |
26% |
False |
False |
1,095,072 |
| 80 |
3,494.0 |
2,105.0 |
1,389.0 |
57.3% |
127.6 |
5.3% |
23% |
False |
False |
823,440 |
| 100 |
3,494.0 |
2,105.0 |
1,389.0 |
57.3% |
116.7 |
4.8% |
23% |
False |
False |
659,703 |
| 120 |
3,640.0 |
2,105.0 |
1,535.0 |
63.3% |
109.0 |
4.5% |
21% |
False |
False |
551,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,730.8 |
|
2.618 |
2,621.4 |
|
1.618 |
2,554.4 |
|
1.000 |
2,513.0 |
|
0.618 |
2,487.4 |
|
HIGH |
2,446.0 |
|
0.618 |
2,420.4 |
|
0.500 |
2,412.5 |
|
0.382 |
2,404.6 |
|
LOW |
2,379.0 |
|
0.618 |
2,337.6 |
|
1.000 |
2,312.0 |
|
1.618 |
2,270.6 |
|
2.618 |
2,203.6 |
|
4.250 |
2,094.3 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,421.5 |
2,410.3 |
| PP |
2,417.0 |
2,394.7 |
| S1 |
2,412.5 |
2,379.0 |
|