| Trading Metrics calculated at close of trading on 13-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2008 |
13-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
3,923.0 |
3,775.0 |
-148.0 |
-3.8% |
4,107.0 |
| High |
3,994.0 |
3,812.0 |
-182.0 |
-4.6% |
4,381.0 |
| Low |
3,898.0 |
3,731.0 |
-167.0 |
-4.3% |
3,982.0 |
| Close |
3,987.0 |
3,753.0 |
-234.0 |
-5.9% |
4,123.0 |
| Range |
96.0 |
81.0 |
-15.0 |
-15.6% |
399.0 |
| ATR |
172.3 |
178.3 |
6.0 |
3.5% |
0.0 |
| Volume |
24,965 |
33,233 |
8,268 |
33.1% |
163,938 |
|
| Daily Pivots for day following 13-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,008.3 |
3,961.7 |
3,797.6 |
|
| R3 |
3,927.3 |
3,880.7 |
3,775.3 |
|
| R2 |
3,846.3 |
3,846.3 |
3,767.9 |
|
| R1 |
3,799.7 |
3,799.7 |
3,760.4 |
3,782.5 |
| PP |
3,765.3 |
3,765.3 |
3,765.3 |
3,756.8 |
| S1 |
3,718.7 |
3,718.7 |
3,745.6 |
3,701.5 |
| S2 |
3,684.3 |
3,684.3 |
3,738.2 |
|
| S3 |
3,603.3 |
3,637.7 |
3,730.7 |
|
| S4 |
3,522.3 |
3,556.7 |
3,708.5 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,359.0 |
5,140.0 |
4,342.5 |
|
| R3 |
4,960.0 |
4,741.0 |
4,232.7 |
|
| R2 |
4,561.0 |
4,561.0 |
4,196.2 |
|
| R1 |
4,342.0 |
4,342.0 |
4,159.6 |
4,451.5 |
| PP |
4,162.0 |
4,162.0 |
4,162.0 |
4,216.8 |
| S1 |
3,943.0 |
3,943.0 |
4,086.4 |
4,052.5 |
| S2 |
3,763.0 |
3,763.0 |
4,049.9 |
|
| S3 |
3,364.0 |
3,544.0 |
4,013.3 |
|
| S4 |
2,965.0 |
3,145.0 |
3,903.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,207.0 |
3,731.0 |
476.0 |
12.7% |
109.6 |
2.9% |
5% |
False |
True |
32,767 |
| 10 |
4,381.0 |
3,731.0 |
650.0 |
17.3% |
109.9 |
2.9% |
3% |
False |
True |
32,071 |
| 20 |
4,381.0 |
3,724.0 |
657.0 |
17.5% |
131.5 |
3.5% |
4% |
False |
False |
34,247 |
| 40 |
5,097.0 |
3,724.0 |
1,373.0 |
36.6% |
137.1 |
3.7% |
2% |
False |
False |
36,928 |
| 60 |
5,226.0 |
3,724.0 |
1,502.0 |
40.0% |
116.7 |
3.1% |
2% |
False |
False |
29,330 |
| 80 |
5,226.0 |
3,724.0 |
1,502.0 |
40.0% |
96.8 |
2.6% |
2% |
False |
False |
22,022 |
| 100 |
5,362.0 |
3,724.0 |
1,638.0 |
43.6% |
87.5 |
2.3% |
2% |
False |
False |
17,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,156.3 |
|
2.618 |
4,024.1 |
|
1.618 |
3,943.1 |
|
1.000 |
3,893.0 |
|
0.618 |
3,862.1 |
|
HIGH |
3,812.0 |
|
0.618 |
3,781.1 |
|
0.500 |
3,771.5 |
|
0.382 |
3,761.9 |
|
LOW |
3,731.0 |
|
0.618 |
3,680.9 |
|
1.000 |
3,650.0 |
|
1.618 |
3,599.9 |
|
2.618 |
3,518.9 |
|
4.250 |
3,386.8 |
|
|
| Fisher Pivots for day following 13-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,771.5 |
3,890.5 |
| PP |
3,765.3 |
3,844.7 |
| S1 |
3,759.2 |
3,798.8 |
|