| Trading Metrics calculated at close of trading on 18-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2008 |
18-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,461.0 |
2,358.0 |
-103.0 |
-4.2% |
2,692.0 |
| High |
2,472.0 |
2,422.0 |
-50.0 |
-2.0% |
2,709.0 |
| Low |
2,363.0 |
2,323.0 |
-40.0 |
-1.7% |
2,353.0 |
| Close |
2,373.0 |
2,395.0 |
22.0 |
0.9% |
2,476.0 |
| Range |
109.0 |
99.0 |
-10.0 |
-9.2% |
356.0 |
| ATR |
166.0 |
161.2 |
-4.8 |
-2.9% |
0.0 |
| Volume |
3,932 |
2,630 |
-1,302 |
-33.1% |
25,846 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,677.0 |
2,635.0 |
2,449.5 |
|
| R3 |
2,578.0 |
2,536.0 |
2,422.2 |
|
| R2 |
2,479.0 |
2,479.0 |
2,413.2 |
|
| R1 |
2,437.0 |
2,437.0 |
2,404.1 |
2,458.0 |
| PP |
2,380.0 |
2,380.0 |
2,380.0 |
2,390.5 |
| S1 |
2,338.0 |
2,338.0 |
2,385.9 |
2,359.0 |
| S2 |
2,281.0 |
2,281.0 |
2,376.9 |
|
| S3 |
2,182.0 |
2,239.0 |
2,367.8 |
|
| S4 |
2,083.0 |
2,140.0 |
2,340.6 |
|
|
| 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 |
2,577.0 |
2,323.0 |
254.0 |
10.6% |
141.6 |
5.9% |
28% |
False |
True |
4,241 |
| 10 |
2,767.0 |
2,323.0 |
444.0 |
18.5% |
143.3 |
6.0% |
16% |
False |
True |
5,379 |
| 20 |
2,781.0 |
2,204.0 |
577.0 |
24.1% |
146.5 |
6.1% |
33% |
False |
False |
7,436 |
| 40 |
3,268.0 |
2,204.0 |
1,064.0 |
44.4% |
160.4 |
6.7% |
18% |
False |
False |
5,147 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
53.1% |
137.8 |
5.8% |
15% |
False |
False |
11,182 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
54.7% |
112.7 |
4.7% |
15% |
False |
False |
8,625 |
| 100 |
3,515.0 |
2,204.0 |
1,311.0 |
54.7% |
102.2 |
4.3% |
15% |
False |
False |
7,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.8 |
|
2.618 |
2,681.2 |
|
1.618 |
2,582.2 |
|
1.000 |
2,521.0 |
|
0.618 |
2,483.2 |
|
HIGH |
2,422.0 |
|
0.618 |
2,384.2 |
|
0.500 |
2,372.5 |
|
0.382 |
2,360.8 |
|
LOW |
2,323.0 |
|
0.618 |
2,261.8 |
|
1.000 |
2,224.0 |
|
1.618 |
2,162.8 |
|
2.618 |
2,063.8 |
|
4.250 |
1,902.3 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.5 |
2,431.0 |
| PP |
2,380.0 |
2,419.0 |
| S1 |
2,372.5 |
2,407.0 |
|