| Trading Metrics calculated at close of trading on 28-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2008 |
28-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
4,633.0 |
4,670.0 |
37.0 |
0.8% |
4,262.0 |
| High |
4,693.0 |
4,715.0 |
22.0 |
0.5% |
4,715.0 |
| Low |
4,595.0 |
4,572.5 |
-22.5 |
-0.5% |
4,164.5 |
| Close |
4,681.5 |
4,669.5 |
-12.0 |
-0.3% |
4,669.5 |
| Range |
98.0 |
142.5 |
44.5 |
45.4% |
550.5 |
| ATR |
305.6 |
294.0 |
-11.7 |
-3.8% |
0.0 |
| Volume |
62,607 |
107,062 |
44,455 |
71.0% |
768,193 |
|
| Daily Pivots for day following 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,079.8 |
5,017.2 |
4,747.9 |
|
| R3 |
4,937.3 |
4,874.7 |
4,708.7 |
|
| R2 |
4,794.8 |
4,794.8 |
4,695.6 |
|
| R1 |
4,732.2 |
4,732.2 |
4,682.6 |
4,692.3 |
| PP |
4,652.3 |
4,652.3 |
4,652.3 |
4,632.4 |
| S1 |
4,589.7 |
4,589.7 |
4,656.4 |
4,549.8 |
| S2 |
4,509.8 |
4,509.8 |
4,643.4 |
|
| S3 |
4,367.3 |
4,447.2 |
4,630.3 |
|
| S4 |
4,224.8 |
4,304.7 |
4,591.1 |
|
|
| Weekly Pivots for week ending 28-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,167.8 |
5,969.2 |
4,972.3 |
|
| R3 |
5,617.3 |
5,418.7 |
4,820.9 |
|
| R2 |
5,066.8 |
5,066.8 |
4,770.4 |
|
| R1 |
4,868.2 |
4,868.2 |
4,720.0 |
4,967.5 |
| PP |
4,516.3 |
4,516.3 |
4,516.3 |
4,566.0 |
| S1 |
4,317.7 |
4,317.7 |
4,619.0 |
4,417.0 |
| S2 |
3,965.8 |
3,965.8 |
4,568.6 |
|
| S3 |
3,415.3 |
3,767.2 |
4,518.1 |
|
| S4 |
2,864.8 |
3,216.7 |
4,366.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,715.0 |
4,164.5 |
550.5 |
11.8% |
242.4 |
5.2% |
92% |
True |
False |
153,638 |
| 10 |
4,747.0 |
4,034.0 |
713.0 |
15.3% |
254.7 |
5.5% |
89% |
False |
False |
184,077 |
| 20 |
5,356.0 |
4,034.0 |
1,322.0 |
28.3% |
275.0 |
5.9% |
48% |
False |
False |
182,556 |
| 40 |
5,621.5 |
4,032.5 |
1,589.0 |
34.0% |
326.1 |
7.0% |
40% |
False |
False |
230,363 |
| 60 |
6,432.0 |
4,032.5 |
2,399.5 |
51.4% |
281.5 |
6.0% |
27% |
False |
False |
197,219 |
| 80 |
6,738.0 |
4,032.5 |
2,705.5 |
57.9% |
241.0 |
5.2% |
24% |
False |
False |
148,284 |
| 100 |
6,738.0 |
4,032.5 |
2,705.5 |
57.9% |
220.2 |
4.7% |
24% |
False |
False |
118,786 |
| 120 |
7,012.5 |
4,032.5 |
2,980.0 |
63.8% |
206.1 |
4.4% |
21% |
False |
False |
99,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,320.6 |
|
2.618 |
5,088.1 |
|
1.618 |
4,945.6 |
|
1.000 |
4,857.5 |
|
0.618 |
4,803.1 |
|
HIGH |
4,715.0 |
|
0.618 |
4,660.6 |
|
0.500 |
4,643.8 |
|
0.382 |
4,626.9 |
|
LOW |
4,572.5 |
|
0.618 |
4,484.4 |
|
1.000 |
4,430.0 |
|
1.618 |
4,341.9 |
|
2.618 |
4,199.4 |
|
4.250 |
3,966.9 |
|
|
| Fisher Pivots for day following 28-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,660.9 |
4,636.8 |
| PP |
4,652.3 |
4,604.0 |
| S1 |
4,643.8 |
4,571.3 |
|