| Trading Metrics calculated at close of trading on 12-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2008 |
12-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
4,951.5 |
4,880.0 |
-71.5 |
-1.4% |
5,095.0 |
| High |
4,973.0 |
4,894.0 |
-79.0 |
-1.6% |
5,356.0 |
| Low |
4,733.0 |
4,562.0 |
-171.0 |
-3.6% |
4,699.0 |
| Close |
4,778.5 |
4,624.5 |
-154.0 |
-3.2% |
4,936.5 |
| Range |
240.0 |
332.0 |
92.0 |
38.3% |
657.0 |
| ATR |
339.5 |
339.0 |
-0.5 |
-0.2% |
0.0 |
| Volume |
168,872 |
198,964 |
30,092 |
17.8% |
904,604 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,689.5 |
5,489.0 |
4,807.1 |
|
| R3 |
5,357.5 |
5,157.0 |
4,715.8 |
|
| R2 |
5,025.5 |
5,025.5 |
4,685.4 |
|
| R1 |
4,825.0 |
4,825.0 |
4,654.9 |
4,759.3 |
| PP |
4,693.5 |
4,693.5 |
4,693.5 |
4,660.6 |
| S1 |
4,493.0 |
4,493.0 |
4,594.1 |
4,427.3 |
| S2 |
4,361.5 |
4,361.5 |
4,563.6 |
|
| S3 |
4,029.5 |
4,161.0 |
4,533.2 |
|
| S4 |
3,697.5 |
3,829.0 |
4,441.9 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,968.2 |
6,609.3 |
5,297.9 |
|
| R3 |
6,311.2 |
5,952.3 |
5,117.2 |
|
| R2 |
5,654.2 |
5,654.2 |
5,057.0 |
|
| R1 |
5,295.3 |
5,295.3 |
4,996.7 |
5,146.3 |
| PP |
4,997.2 |
4,997.2 |
4,997.2 |
4,922.6 |
| S1 |
4,638.3 |
4,638.3 |
4,876.3 |
4,489.3 |
| S2 |
4,340.2 |
4,340.2 |
4,816.1 |
|
| S3 |
3,683.2 |
3,981.3 |
4,755.8 |
|
| S4 |
3,026.2 |
3,324.3 |
4,575.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,149.0 |
4,562.0 |
587.0 |
12.7% |
301.1 |
6.5% |
11% |
False |
True |
192,815 |
| 10 |
5,356.0 |
4,562.0 |
794.0 |
17.2% |
284.6 |
6.2% |
8% |
False |
True |
178,328 |
| 20 |
5,356.0 |
4,032.5 |
1,323.5 |
28.6% |
318.8 |
6.9% |
45% |
False |
False |
215,498 |
| 40 |
6,301.5 |
4,032.5 |
2,269.0 |
49.1% |
311.3 |
6.7% |
26% |
False |
False |
234,848 |
| 60 |
6,637.0 |
4,032.5 |
2,604.5 |
56.3% |
254.1 |
5.5% |
23% |
False |
False |
160,444 |
| 80 |
6,738.0 |
4,032.5 |
2,705.5 |
58.5% |
221.2 |
4.8% |
22% |
False |
False |
120,577 |
| 100 |
6,738.0 |
4,032.5 |
2,705.5 |
58.5% |
205.6 |
4.4% |
22% |
False |
False |
96,636 |
| 120 |
7,292.0 |
4,032.5 |
3,259.5 |
70.5% |
190.4 |
4.1% |
18% |
False |
False |
81,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,305.0 |
|
2.618 |
5,763.2 |
|
1.618 |
5,431.2 |
|
1.000 |
5,226.0 |
|
0.618 |
5,099.2 |
|
HIGH |
4,894.0 |
|
0.618 |
4,767.2 |
|
0.500 |
4,728.0 |
|
0.382 |
4,688.8 |
|
LOW |
4,562.0 |
|
0.618 |
4,356.8 |
|
1.000 |
4,230.0 |
|
1.618 |
4,024.8 |
|
2.618 |
3,692.8 |
|
4.250 |
3,151.0 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,728.0 |
4,855.5 |
| PP |
4,693.5 |
4,778.5 |
| S1 |
4,659.0 |
4,701.5 |
|