| Trading Metrics calculated at close of trading on 14-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2008 |
14-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
3,775.0 |
3,929.0 |
154.0 |
4.1% |
4,167.0 |
| High |
3,812.0 |
3,930.0 |
118.0 |
3.1% |
4,207.0 |
| Low |
3,731.0 |
3,747.0 |
16.0 |
0.4% |
3,731.0 |
| Close |
3,753.0 |
3,757.0 |
4.0 |
0.1% |
3,757.0 |
| Range |
81.0 |
183.0 |
102.0 |
125.9% |
476.0 |
| ATR |
178.3 |
178.6 |
0.3 |
0.2% |
0.0 |
| Volume |
33,233 |
33,545 |
312 |
0.9% |
161,068 |
|
| Daily Pivots for day following 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,360.3 |
4,241.7 |
3,857.7 |
|
| R3 |
4,177.3 |
4,058.7 |
3,807.3 |
|
| R2 |
3,994.3 |
3,994.3 |
3,790.6 |
|
| R1 |
3,875.7 |
3,875.7 |
3,773.8 |
3,843.5 |
| PP |
3,811.3 |
3,811.3 |
3,811.3 |
3,795.3 |
| S1 |
3,692.7 |
3,692.7 |
3,740.2 |
3,660.5 |
| S2 |
3,628.3 |
3,628.3 |
3,723.5 |
|
| S3 |
3,445.3 |
3,509.7 |
3,706.7 |
|
| S4 |
3,262.3 |
3,326.7 |
3,656.4 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,326.3 |
5,017.7 |
4,018.8 |
|
| R3 |
4,850.3 |
4,541.7 |
3,887.9 |
|
| R2 |
4,374.3 |
4,374.3 |
3,844.3 |
|
| R1 |
4,065.7 |
4,065.7 |
3,800.6 |
3,982.0 |
| PP |
3,898.3 |
3,898.3 |
3,898.3 |
3,856.5 |
| S1 |
3,589.7 |
3,589.7 |
3,713.4 |
3,506.0 |
| S2 |
3,422.3 |
3,422.3 |
3,669.7 |
|
| S3 |
2,946.3 |
3,113.7 |
3,626.1 |
|
| S4 |
2,470.3 |
2,637.7 |
3,495.2 |
|
|
| 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% |
116.4 |
3.1% |
5% |
False |
False |
32,213 |
| 10 |
4,381.0 |
3,731.0 |
650.0 |
17.3% |
117.8 |
3.1% |
4% |
False |
False |
32,500 |
| 20 |
4,381.0 |
3,724.0 |
657.0 |
17.5% |
128.8 |
3.4% |
5% |
False |
False |
33,989 |
| 40 |
5,097.0 |
3,724.0 |
1,373.0 |
36.5% |
138.8 |
3.7% |
2% |
False |
False |
36,460 |
| 60 |
5,226.0 |
3,724.0 |
1,502.0 |
40.0% |
119.7 |
3.2% |
2% |
False |
False |
29,888 |
| 80 |
5,226.0 |
3,724.0 |
1,502.0 |
40.0% |
98.3 |
2.6% |
2% |
False |
False |
22,441 |
| 100 |
5,362.0 |
3,724.0 |
1,638.0 |
43.6% |
88.2 |
2.3% |
2% |
False |
False |
17,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,707.8 |
|
2.618 |
4,409.1 |
|
1.618 |
4,226.1 |
|
1.000 |
4,113.0 |
|
0.618 |
4,043.1 |
|
HIGH |
3,930.0 |
|
0.618 |
3,860.1 |
|
0.500 |
3,838.5 |
|
0.382 |
3,816.9 |
|
LOW |
3,747.0 |
|
0.618 |
3,633.9 |
|
1.000 |
3,564.0 |
|
1.618 |
3,450.9 |
|
2.618 |
3,267.9 |
|
4.250 |
2,969.3 |
|
|
| Fisher Pivots for day following 14-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,838.5 |
3,862.5 |
| PP |
3,811.3 |
3,827.3 |
| S1 |
3,784.2 |
3,792.2 |
|