| 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 |
4,737.0 |
4,575.0 |
-162.0 |
-3.4% |
5,130.0 |
| High |
4,778.5 |
4,653.0 |
-125.5 |
-2.6% |
5,183.0 |
| Low |
4,556.0 |
4,488.5 |
-67.5 |
-1.5% |
4,547.0 |
| Close |
4,587.0 |
4,605.0 |
18.0 |
0.4% |
4,771.0 |
| Range |
222.5 |
164.5 |
-58.0 |
-26.1% |
636.0 |
| ATR |
316.0 |
305.2 |
-10.8 |
-3.4% |
0.0 |
| Volume |
1,437 |
693 |
-744 |
-51.8% |
7,848 |
|
| Daily Pivots for day following 18-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,075.7 |
5,004.8 |
4,695.5 |
|
| R3 |
4,911.2 |
4,840.3 |
4,650.2 |
|
| R2 |
4,746.7 |
4,746.7 |
4,635.2 |
|
| R1 |
4,675.8 |
4,675.8 |
4,620.1 |
4,711.3 |
| PP |
4,582.2 |
4,582.2 |
4,582.2 |
4,599.9 |
| S1 |
4,511.3 |
4,511.3 |
4,589.9 |
4,546.8 |
| S2 |
4,417.7 |
4,417.7 |
4,574.8 |
|
| S3 |
4,253.2 |
4,346.8 |
4,559.8 |
|
| S4 |
4,088.7 |
4,182.3 |
4,514.5 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,741.7 |
6,392.3 |
5,120.8 |
|
| R3 |
6,105.7 |
5,756.3 |
4,945.9 |
|
| R2 |
5,469.7 |
5,469.7 |
4,887.6 |
|
| R1 |
5,120.3 |
5,120.3 |
4,829.3 |
4,977.0 |
| PP |
4,833.7 |
4,833.7 |
4,833.7 |
4,762.0 |
| S1 |
4,484.3 |
4,484.3 |
4,712.7 |
4,341.0 |
| S2 |
4,197.7 |
4,197.7 |
4,654.4 |
|
| S3 |
3,561.7 |
3,848.3 |
4,596.1 |
|
| S4 |
2,925.7 |
3,212.3 |
4,421.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,944.0 |
4,488.5 |
455.5 |
9.9% |
266.7 |
5.8% |
26% |
False |
True |
1,485 |
| 10 |
5,372.0 |
4,488.5 |
883.5 |
19.2% |
275.9 |
6.0% |
13% |
False |
True |
1,292 |
| 20 |
5,385.0 |
4,076.5 |
1,308.5 |
28.4% |
295.6 |
6.4% |
40% |
False |
False |
1,225 |
| 40 |
6,318.5 |
4,076.5 |
2,242.0 |
48.7% |
296.0 |
6.4% |
24% |
False |
False |
1,016 |
| 60 |
6,706.5 |
4,076.5 |
2,630.0 |
57.1% |
247.4 |
5.4% |
20% |
False |
False |
1,540 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
59.3% |
210.1 |
4.6% |
19% |
False |
False |
1,236 |
| 100 |
6,806.5 |
4,076.5 |
2,730.0 |
59.3% |
194.1 |
4.2% |
19% |
False |
False |
1,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,352.1 |
|
2.618 |
5,083.7 |
|
1.618 |
4,919.2 |
|
1.000 |
4,817.5 |
|
0.618 |
4,754.7 |
|
HIGH |
4,653.0 |
|
0.618 |
4,590.2 |
|
0.500 |
4,570.8 |
|
0.382 |
4,551.3 |
|
LOW |
4,488.5 |
|
0.618 |
4,386.8 |
|
1.000 |
4,324.0 |
|
1.618 |
4,222.3 |
|
2.618 |
4,057.8 |
|
4.250 |
3,789.4 |
|
|
| Fisher Pivots for day following 18-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,593.6 |
4,703.8 |
| PP |
4,582.2 |
4,670.8 |
| S1 |
4,570.8 |
4,637.9 |
|