| 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 |
2,252.0 |
2,384.0 |
132.0 |
5.9% |
2,461.0 |
| High |
2,400.0 |
2,451.0 |
51.0 |
2.1% |
2,472.0 |
| Low |
2,212.0 |
2,333.0 |
121.0 |
5.5% |
2,115.0 |
| Close |
2,383.0 |
2,401.0 |
18.0 |
0.8% |
2,163.0 |
| Range |
188.0 |
118.0 |
-70.0 |
-37.2% |
357.0 |
| ATR |
166.8 |
163.3 |
-3.5 |
-2.1% |
0.0 |
| Volume |
7,154 |
6,663 |
-491 |
-6.9% |
25,822 |
|
| Daily Pivots for day following 25-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,749.0 |
2,693.0 |
2,465.9 |
|
| R3 |
2,631.0 |
2,575.0 |
2,433.5 |
|
| R2 |
2,513.0 |
2,513.0 |
2,422.6 |
|
| R1 |
2,457.0 |
2,457.0 |
2,411.8 |
2,485.0 |
| PP |
2,395.0 |
2,395.0 |
2,395.0 |
2,409.0 |
| S1 |
2,339.0 |
2,339.0 |
2,390.2 |
2,367.0 |
| S2 |
2,277.0 |
2,277.0 |
2,379.4 |
|
| S3 |
2,159.0 |
2,221.0 |
2,368.6 |
|
| S4 |
2,041.0 |
2,103.0 |
2,336.1 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,321.0 |
3,099.0 |
2,359.4 |
|
| R3 |
2,964.0 |
2,742.0 |
2,261.2 |
|
| R2 |
2,607.0 |
2,607.0 |
2,228.5 |
|
| R1 |
2,385.0 |
2,385.0 |
2,195.7 |
2,317.5 |
| PP |
2,250.0 |
2,250.0 |
2,250.0 |
2,216.3 |
| S1 |
2,028.0 |
2,028.0 |
2,130.3 |
1,960.5 |
| S2 |
1,893.0 |
1,893.0 |
2,097.6 |
|
| S3 |
1,536.0 |
1,671.0 |
2,064.8 |
|
| S4 |
1,179.0 |
1,314.0 |
1,966.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,451.0 |
2,115.0 |
336.0 |
14.0% |
158.2 |
6.6% |
85% |
True |
False |
6,615 |
| 10 |
2,577.0 |
2,115.0 |
462.0 |
19.2% |
149.9 |
6.2% |
62% |
False |
False |
5,428 |
| 20 |
2,781.0 |
2,115.0 |
666.0 |
27.7% |
142.0 |
5.9% |
43% |
False |
False |
8,140 |
| 40 |
3,179.0 |
2,115.0 |
1,064.0 |
44.3% |
163.0 |
6.8% |
27% |
False |
False |
5,632 |
| 60 |
3,450.0 |
2,115.0 |
1,335.0 |
55.6% |
146.5 |
6.1% |
21% |
False |
False |
11,609 |
| 80 |
3,515.0 |
2,115.0 |
1,400.0 |
58.3% |
120.0 |
5.0% |
20% |
False |
False |
9,009 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
58.3% |
106.7 |
4.4% |
20% |
False |
False |
7,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,952.5 |
|
2.618 |
2,759.9 |
|
1.618 |
2,641.9 |
|
1.000 |
2,569.0 |
|
0.618 |
2,523.9 |
|
HIGH |
2,451.0 |
|
0.618 |
2,405.9 |
|
0.500 |
2,392.0 |
|
0.382 |
2,378.1 |
|
LOW |
2,333.0 |
|
0.618 |
2,260.1 |
|
1.000 |
2,215.0 |
|
1.618 |
2,142.1 |
|
2.618 |
2,024.1 |
|
4.250 |
1,831.5 |
|
|
| Fisher Pivots for day following 25-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,398.0 |
2,361.7 |
| PP |
2,395.0 |
2,322.3 |
| S1 |
2,392.0 |
2,283.0 |
|