| Trading Metrics calculated at close of trading on 17-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,537.0 |
2,461.0 |
-76.0 |
-3.0% |
2,692.0 |
| High |
2,539.0 |
2,472.0 |
-67.0 |
-2.6% |
2,709.0 |
| Low |
2,438.0 |
2,363.0 |
-75.0 |
-3.1% |
2,353.0 |
| Close |
2,476.0 |
2,373.0 |
-103.0 |
-4.2% |
2,476.0 |
| Range |
101.0 |
109.0 |
8.0 |
7.9% |
356.0 |
| ATR |
170.1 |
166.0 |
-4.1 |
-2.4% |
0.0 |
| Volume |
1,872 |
3,932 |
2,060 |
110.0% |
25,846 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,729.7 |
2,660.3 |
2,433.0 |
|
| R3 |
2,620.7 |
2,551.3 |
2,403.0 |
|
| R2 |
2,511.7 |
2,511.7 |
2,393.0 |
|
| R1 |
2,442.3 |
2,442.3 |
2,383.0 |
2,422.5 |
| PP |
2,402.7 |
2,402.7 |
2,402.7 |
2,392.8 |
| S1 |
2,333.3 |
2,333.3 |
2,363.0 |
2,313.5 |
| S2 |
2,293.7 |
2,293.7 |
2,353.0 |
|
| S3 |
2,184.7 |
2,224.3 |
2,343.0 |
|
| S4 |
2,075.7 |
2,115.3 |
2,313.1 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,580.7 |
3,384.3 |
2,671.8 |
|
| R3 |
3,224.7 |
3,028.3 |
2,573.9 |
|
| R2 |
2,868.7 |
2,868.7 |
2,541.3 |
|
| R1 |
2,672.3 |
2,672.3 |
2,508.6 |
2,592.5 |
| PP |
2,512.7 |
2,512.7 |
2,512.7 |
2,472.8 |
| S1 |
2,316.3 |
2,316.3 |
2,443.4 |
2,236.5 |
| S2 |
2,156.7 |
2,156.7 |
2,410.7 |
|
| S3 |
1,800.7 |
1,960.3 |
2,378.1 |
|
| S4 |
1,444.7 |
1,604.3 |
2,280.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,593.0 |
2,353.0 |
240.0 |
10.1% |
144.4 |
6.1% |
8% |
False |
False |
5,557 |
| 10 |
2,781.0 |
2,353.0 |
428.0 |
18.0% |
150.0 |
6.3% |
5% |
False |
False |
7,768 |
| 20 |
2,781.0 |
2,204.0 |
577.0 |
24.3% |
147.8 |
6.2% |
29% |
False |
False |
7,442 |
| 40 |
3,268.0 |
2,204.0 |
1,064.0 |
44.8% |
159.8 |
6.7% |
16% |
False |
False |
5,169 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
53.6% |
137.2 |
5.8% |
13% |
False |
False |
11,191 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
55.2% |
112.3 |
4.7% |
13% |
False |
False |
8,600 |
| 100 |
3,515.0 |
2,204.0 |
1,311.0 |
55.2% |
102.2 |
4.3% |
13% |
False |
False |
7,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,935.3 |
|
2.618 |
2,757.4 |
|
1.618 |
2,648.4 |
|
1.000 |
2,581.0 |
|
0.618 |
2,539.4 |
|
HIGH |
2,472.0 |
|
0.618 |
2,430.4 |
|
0.500 |
2,417.5 |
|
0.382 |
2,404.6 |
|
LOW |
2,363.0 |
|
0.618 |
2,295.6 |
|
1.000 |
2,254.0 |
|
1.618 |
2,186.6 |
|
2.618 |
2,077.6 |
|
4.250 |
1,899.8 |
|
|
| Fisher Pivots for day following 17-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,417.5 |
2,465.0 |
| PP |
2,402.7 |
2,434.3 |
| S1 |
2,387.8 |
2,403.7 |
|