| Trading Metrics calculated at close of trading on 27-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2008 |
27-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,361.0 |
2,434.0 |
73.0 |
3.1% |
2,461.0 |
| High |
2,447.0 |
2,440.0 |
-7.0 |
-0.3% |
2,472.0 |
| Low |
2,322.0 |
2,410.0 |
88.0 |
3.8% |
2,115.0 |
| Close |
2,396.0 |
2,441.0 |
45.0 |
1.9% |
2,163.0 |
| Range |
125.0 |
30.0 |
-95.0 |
-76.0% |
357.0 |
| ATR |
160.6 |
152.2 |
-8.3 |
-5.2% |
0.0 |
| Volume |
4,592 |
2,350 |
-2,242 |
-48.8% |
25,822 |
|
| Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,520.3 |
2,510.7 |
2,457.5 |
|
| R3 |
2,490.3 |
2,480.7 |
2,449.3 |
|
| R2 |
2,460.3 |
2,460.3 |
2,446.5 |
|
| R1 |
2,450.7 |
2,450.7 |
2,443.8 |
2,455.5 |
| PP |
2,430.3 |
2,430.3 |
2,430.3 |
2,432.8 |
| S1 |
2,420.7 |
2,420.7 |
2,438.3 |
2,425.5 |
| S2 |
2,400.3 |
2,400.3 |
2,435.5 |
|
| S3 |
2,370.3 |
2,390.7 |
2,432.8 |
|
| S4 |
2,340.3 |
2,360.7 |
2,424.5 |
|
|
| 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 |
13.8% |
124.2 |
5.1% |
97% |
False |
False |
5,823 |
| 10 |
2,539.0 |
2,115.0 |
424.0 |
17.4% |
125.5 |
5.1% |
77% |
False |
False |
4,845 |
| 20 |
2,781.0 |
2,115.0 |
666.0 |
27.3% |
138.3 |
5.7% |
49% |
False |
False |
7,810 |
| 40 |
3,179.0 |
2,115.0 |
1,064.0 |
43.6% |
161.5 |
6.6% |
31% |
False |
False |
5,765 |
| 60 |
3,379.0 |
2,115.0 |
1,264.0 |
51.8% |
146.2 |
6.0% |
26% |
False |
False |
11,570 |
| 80 |
3,515.0 |
2,115.0 |
1,400.0 |
57.4% |
120.9 |
5.0% |
23% |
False |
False |
9,074 |
| 100 |
3,515.0 |
2,115.0 |
1,400.0 |
57.4% |
107.9 |
4.4% |
23% |
False |
False |
7,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,567.5 |
|
2.618 |
2,518.5 |
|
1.618 |
2,488.5 |
|
1.000 |
2,470.0 |
|
0.618 |
2,458.5 |
|
HIGH |
2,440.0 |
|
0.618 |
2,428.5 |
|
0.500 |
2,425.0 |
|
0.382 |
2,421.5 |
|
LOW |
2,410.0 |
|
0.618 |
2,391.5 |
|
1.000 |
2,380.0 |
|
1.618 |
2,361.5 |
|
2.618 |
2,331.5 |
|
4.250 |
2,282.5 |
|
|
| Fisher Pivots for day following 27-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,435.7 |
2,422.8 |
| PP |
2,430.3 |
2,404.7 |
| S1 |
2,425.0 |
2,386.5 |
|