| Trading Metrics calculated at close of trading on 25-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2008 |
25-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
4,262.0 |
4,579.0 |
317.0 |
7.4% |
4,692.5 |
| High |
4,643.5 |
4,708.0 |
64.5 |
1.4% |
4,747.0 |
| Low |
4,164.5 |
4,466.0 |
301.5 |
7.2% |
4,034.0 |
| Close |
4,578.5 |
4,580.0 |
1.5 |
0.0% |
4,089.0 |
| Range |
479.0 |
242.0 |
-237.0 |
-49.5% |
713.0 |
| ATR |
333.5 |
327.0 |
-6.5 |
-2.0% |
0.0 |
| Volume |
215,560 |
213,763 |
-1,797 |
-0.8% |
1,072,585 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,310.7 |
5,187.3 |
4,713.1 |
|
| R3 |
5,068.7 |
4,945.3 |
4,646.6 |
|
| R2 |
4,826.7 |
4,826.7 |
4,624.4 |
|
| R1 |
4,703.3 |
4,703.3 |
4,602.2 |
4,765.0 |
| PP |
4,584.7 |
4,584.7 |
4,584.7 |
4,615.5 |
| S1 |
4,461.3 |
4,461.3 |
4,557.8 |
4,523.0 |
| S2 |
4,342.7 |
4,342.7 |
4,535.6 |
|
| S3 |
4,100.7 |
4,219.3 |
4,513.5 |
|
| S4 |
3,858.7 |
3,977.3 |
4,446.9 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,429.0 |
5,972.0 |
4,481.2 |
|
| R3 |
5,716.0 |
5,259.0 |
4,285.1 |
|
| R2 |
5,003.0 |
5,003.0 |
4,219.7 |
|
| R1 |
4,546.0 |
4,546.0 |
4,154.4 |
4,418.0 |
| PP |
4,290.0 |
4,290.0 |
4,290.0 |
4,226.0 |
| S1 |
3,833.0 |
3,833.0 |
4,023.6 |
3,705.0 |
| S2 |
3,577.0 |
3,577.0 |
3,958.3 |
|
| S3 |
2,864.0 |
3,120.0 |
3,892.9 |
|
| S4 |
2,151.0 |
2,407.0 |
3,696.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,708.0 |
4,034.0 |
674.0 |
14.7% |
331.0 |
7.2% |
81% |
True |
False |
226,415 |
| 10 |
4,929.5 |
4,034.0 |
895.5 |
19.6% |
303.7 |
6.6% |
61% |
False |
False |
208,589 |
| 20 |
5,356.0 |
4,034.0 |
1,322.0 |
28.9% |
290.7 |
6.3% |
41% |
False |
False |
194,750 |
| 40 |
5,944.5 |
4,032.5 |
1,912.0 |
41.7% |
329.7 |
7.2% |
29% |
False |
False |
236,139 |
| 60 |
6,600.0 |
4,032.5 |
2,567.5 |
56.1% |
281.4 |
6.1% |
21% |
False |
False |
191,689 |
| 80 |
6,738.0 |
4,032.5 |
2,705.5 |
59.1% |
239.7 |
5.2% |
20% |
False |
False |
144,073 |
| 100 |
6,738.0 |
4,032.5 |
2,705.5 |
59.1% |
219.8 |
4.8% |
20% |
False |
False |
115,420 |
| 120 |
7,012.5 |
4,032.5 |
2,980.0 |
65.1% |
205.2 |
4.5% |
18% |
False |
False |
96,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,736.5 |
|
2.618 |
5,341.6 |
|
1.618 |
5,099.6 |
|
1.000 |
4,950.0 |
|
0.618 |
4,857.6 |
|
HIGH |
4,708.0 |
|
0.618 |
4,615.6 |
|
0.500 |
4,587.0 |
|
0.382 |
4,558.4 |
|
LOW |
4,466.0 |
|
0.618 |
4,316.4 |
|
1.000 |
4,224.0 |
|
1.618 |
4,074.4 |
|
2.618 |
3,832.4 |
|
4.250 |
3,437.5 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,587.0 |
4,510.3 |
| PP |
4,584.7 |
4,440.7 |
| S1 |
4,582.3 |
4,371.0 |
|