| 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 |
4,977.0 |
4,904.0 |
-73.0 |
-1.5% |
5,130.0 |
| High |
4,997.0 |
4,915.5 |
-81.5 |
-1.6% |
5,385.0 |
| Low |
4,767.0 |
4,595.0 |
-172.0 |
-3.6% |
4,735.0 |
| Close |
4,809.5 |
4,654.5 |
-155.0 |
-3.2% |
4,971.0 |
| Range |
230.0 |
320.5 |
90.5 |
39.3% |
650.0 |
| ATR |
325.7 |
325.4 |
-0.4 |
-0.1% |
0.0 |
| Volume |
1,289 |
1,983 |
694 |
53.8% |
4,447 |
|
| Daily Pivots for day following 12-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,683.2 |
5,489.3 |
4,830.8 |
|
| R3 |
5,362.7 |
5,168.8 |
4,742.6 |
|
| R2 |
5,042.2 |
5,042.2 |
4,713.3 |
|
| R1 |
4,848.3 |
4,848.3 |
4,683.9 |
4,785.0 |
| PP |
4,721.7 |
4,721.7 |
4,721.7 |
4,690.0 |
| S1 |
4,527.8 |
4,527.8 |
4,625.1 |
4,464.5 |
| S2 |
4,401.2 |
4,401.2 |
4,595.7 |
|
| S3 |
4,080.7 |
4,207.3 |
4,566.4 |
|
| S4 |
3,760.2 |
3,886.8 |
4,478.2 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,980.3 |
6,625.7 |
5,328.5 |
|
| R3 |
6,330.3 |
5,975.7 |
5,149.8 |
|
| R2 |
5,680.3 |
5,680.3 |
5,090.2 |
|
| R1 |
5,325.7 |
5,325.7 |
5,030.6 |
5,178.0 |
| PP |
5,030.3 |
5,030.3 |
5,030.3 |
4,956.5 |
| S1 |
4,675.7 |
4,675.7 |
4,911.4 |
4,528.0 |
| S2 |
4,380.3 |
4,380.3 |
4,851.8 |
|
| S3 |
3,730.3 |
4,025.7 |
4,792.3 |
|
| S4 |
3,080.3 |
3,375.7 |
4,613.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,183.0 |
4,595.0 |
588.0 |
12.6% |
286.3 |
6.2% |
10% |
False |
True |
1,214 |
| 10 |
5,385.0 |
4,595.0 |
790.0 |
17.0% |
269.6 |
5.8% |
8% |
False |
True |
1,047 |
| 20 |
5,385.0 |
4,076.5 |
1,308.5 |
28.1% |
298.7 |
6.4% |
44% |
False |
False |
1,095 |
| 40 |
6,353.5 |
4,076.5 |
2,277.0 |
48.9% |
288.5 |
6.2% |
25% |
False |
False |
1,136 |
| 60 |
6,706.5 |
4,076.5 |
2,630.0 |
56.5% |
237.8 |
5.1% |
22% |
False |
False |
1,491 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
58.7% |
204.2 |
4.4% |
21% |
False |
False |
1,194 |
| 100 |
6,806.5 |
4,076.5 |
2,730.0 |
58.7% |
189.0 |
4.1% |
21% |
False |
False |
1,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,277.6 |
|
2.618 |
5,754.6 |
|
1.618 |
5,434.1 |
|
1.000 |
5,236.0 |
|
0.618 |
5,113.6 |
|
HIGH |
4,915.5 |
|
0.618 |
4,793.1 |
|
0.500 |
4,755.3 |
|
0.382 |
4,717.4 |
|
LOW |
4,595.0 |
|
0.618 |
4,396.9 |
|
1.000 |
4,274.5 |
|
1.618 |
4,076.4 |
|
2.618 |
3,755.9 |
|
4.250 |
3,232.9 |
|
|
| Fisher Pivots for day following 12-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,755.3 |
4,889.0 |
| PP |
4,721.7 |
4,810.8 |
| S1 |
4,688.1 |
4,732.7 |
|