| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
4,624.5 |
4,240.0 |
-384.5 |
-8.3% |
5,089.0 |
| High |
4,638.0 |
4,345.5 |
-292.5 |
-6.3% |
5,149.0 |
| Low |
4,280.0 |
4,043.0 |
-237.0 |
-5.5% |
4,511.5 |
| Close |
4,354.0 |
4,238.0 |
-116.0 |
-2.7% |
4,741.5 |
| Range |
358.0 |
302.5 |
-55.5 |
-15.5% |
637.5 |
| ATR |
320.5 |
319.9 |
-0.7 |
-0.2% |
0.0 |
| Volume |
196,490 |
256,828 |
60,338 |
30.7% |
905,756 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,116.3 |
4,979.7 |
4,404.4 |
|
| R3 |
4,813.8 |
4,677.2 |
4,321.2 |
|
| R2 |
4,511.3 |
4,511.3 |
4,293.5 |
|
| R1 |
4,374.7 |
4,374.7 |
4,265.7 |
4,291.8 |
| PP |
4,208.8 |
4,208.8 |
4,208.8 |
4,167.4 |
| S1 |
4,072.2 |
4,072.2 |
4,210.3 |
3,989.3 |
| S2 |
3,906.3 |
3,906.3 |
4,182.5 |
|
| S3 |
3,603.8 |
3,769.7 |
4,154.8 |
|
| S4 |
3,301.3 |
3,467.2 |
4,071.6 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,713.2 |
6,364.8 |
5,092.1 |
|
| R3 |
6,075.7 |
5,727.3 |
4,916.8 |
|
| R2 |
5,438.2 |
5,438.2 |
4,858.4 |
|
| R1 |
5,089.8 |
5,089.8 |
4,799.9 |
4,945.3 |
| PP |
4,800.7 |
4,800.7 |
4,800.7 |
4,728.4 |
| S1 |
4,452.3 |
4,452.3 |
4,683.1 |
4,307.8 |
| S2 |
4,163.2 |
4,163.2 |
4,624.6 |
|
| S3 |
3,525.7 |
3,814.8 |
4,566.2 |
|
| S4 |
2,888.2 |
3,177.3 |
4,390.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,890.0 |
4,043.0 |
847.0 |
20.0% |
258.5 |
6.1% |
23% |
False |
True |
200,694 |
| 10 |
5,149.0 |
4,043.0 |
1,106.0 |
26.1% |
282.1 |
6.7% |
18% |
False |
True |
192,562 |
| 20 |
5,356.0 |
4,032.5 |
1,323.5 |
31.2% |
310.6 |
7.3% |
16% |
False |
False |
205,034 |
| 40 |
6,175.0 |
4,032.5 |
2,142.5 |
50.6% |
328.4 |
7.7% |
10% |
False |
False |
236,205 |
| 60 |
6,637.0 |
4,032.5 |
2,604.5 |
61.5% |
270.6 |
6.4% |
8% |
False |
False |
180,438 |
| 80 |
6,738.0 |
4,032.5 |
2,705.5 |
63.8% |
232.3 |
5.5% |
8% |
False |
False |
135,614 |
| 100 |
6,738.0 |
4,032.5 |
2,705.5 |
63.8% |
213.9 |
5.0% |
8% |
False |
False |
108,661 |
| 120 |
7,174.0 |
4,032.5 |
3,141.5 |
74.1% |
200.4 |
4.7% |
7% |
False |
False |
91,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,631.1 |
|
2.618 |
5,137.4 |
|
1.618 |
4,834.9 |
|
1.000 |
4,648.0 |
|
0.618 |
4,532.4 |
|
HIGH |
4,345.5 |
|
0.618 |
4,229.9 |
|
0.500 |
4,194.3 |
|
0.382 |
4,158.6 |
|
LOW |
4,043.0 |
|
0.618 |
3,856.1 |
|
1.000 |
3,740.5 |
|
1.618 |
3,553.6 |
|
2.618 |
3,251.1 |
|
4.250 |
2,757.4 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,223.4 |
4,340.5 |
| PP |
4,208.8 |
4,306.3 |
| S1 |
4,194.3 |
4,272.2 |
|