| 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 |
919.50 |
893.50 |
-26.00 |
-2.8% |
965.75 |
| High |
927.25 |
911.00 |
-16.25 |
-1.8% |
1,008.50 |
| Low |
882.75 |
848.50 |
-34.25 |
-3.9% |
897.00 |
| Close |
893.00 |
853.50 |
-39.50 |
-4.4% |
936.25 |
| Range |
44.50 |
62.50 |
18.00 |
40.4% |
111.50 |
| ATR |
60.52 |
60.66 |
0.14 |
0.2% |
0.00 |
| Volume |
2,130,841 |
2,679,092 |
548,251 |
25.7% |
12,856,321 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,058.50 |
1,018.50 |
888.00 |
|
| R3 |
996.00 |
956.00 |
870.75 |
|
| R2 |
933.50 |
933.50 |
865.00 |
|
| R1 |
893.50 |
893.50 |
859.25 |
882.25 |
| PP |
871.00 |
871.00 |
871.00 |
865.50 |
| S1 |
831.00 |
831.00 |
847.75 |
819.75 |
| S2 |
808.50 |
808.50 |
842.00 |
|
| S3 |
746.00 |
768.50 |
836.25 |
|
| S4 |
683.50 |
706.00 |
819.00 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.75 |
1,220.50 |
997.50 |
|
| R3 |
1,170.25 |
1,109.00 |
967.00 |
|
| R2 |
1,058.75 |
1,058.75 |
956.75 |
|
| R1 |
997.50 |
997.50 |
946.50 |
972.50 |
| PP |
947.25 |
947.25 |
947.25 |
934.75 |
| S1 |
886.00 |
886.00 |
926.00 |
861.00 |
| S2 |
835.75 |
835.75 |
915.75 |
|
| S3 |
724.25 |
774.50 |
905.50 |
|
| S4 |
612.75 |
663.00 |
875.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
962.50 |
848.50 |
114.00 |
13.4% |
52.25 |
6.1% |
4% |
False |
True |
2,751,662 |
| 10 |
1,008.50 |
848.50 |
160.00 |
18.7% |
47.50 |
5.6% |
3% |
False |
True |
2,653,501 |
| 20 |
1,008.50 |
825.00 |
183.50 |
21.5% |
61.50 |
7.2% |
16% |
False |
False |
3,084,664 |
| 40 |
1,291.25 |
825.00 |
466.25 |
54.6% |
67.25 |
7.9% |
6% |
False |
False |
3,422,436 |
| 60 |
1,305.25 |
825.00 |
480.25 |
56.3% |
55.25 |
6.5% |
6% |
False |
False |
2,520,698 |
| 80 |
1,315.25 |
825.00 |
490.25 |
57.4% |
47.25 |
5.5% |
6% |
False |
False |
1,891,461 |
| 100 |
1,340.25 |
825.00 |
515.25 |
60.4% |
43.25 |
5.1% |
6% |
False |
False |
1,513,928 |
| 120 |
1,410.25 |
825.00 |
585.25 |
68.6% |
39.00 |
4.6% |
5% |
False |
False |
1,261,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,176.50 |
|
2.618 |
1,074.50 |
|
1.618 |
1,012.00 |
|
1.000 |
973.50 |
|
0.618 |
949.50 |
|
HIGH |
911.00 |
|
0.618 |
887.00 |
|
0.500 |
879.75 |
|
0.382 |
872.50 |
|
LOW |
848.50 |
|
0.618 |
810.00 |
|
1.000 |
786.00 |
|
1.618 |
747.50 |
|
2.618 |
685.00 |
|
4.250 |
583.00 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
879.75 |
905.50 |
| PP |
871.00 |
888.25 |
| S1 |
862.25 |
870.75 |
|