| Trading Metrics calculated at close of trading on 20-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
4,648.0 |
4,259.0 |
-389.0 |
-8.4% |
5,130.0 |
| High |
4,657.0 |
4,363.0 |
-294.0 |
-6.3% |
5,183.0 |
| Low |
4,312.0 |
4,079.5 |
-232.5 |
-5.4% |
4,547.0 |
| Close |
4,381.5 |
4,263.0 |
-118.5 |
-2.7% |
4,771.0 |
| Range |
345.0 |
283.5 |
-61.5 |
-17.8% |
636.0 |
| ATR |
308.0 |
307.6 |
-0.4 |
-0.1% |
0.0 |
| Volume |
1,116 |
1,864 |
748 |
67.0% |
7,848 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,085.7 |
4,957.8 |
4,418.9 |
|
| R3 |
4,802.2 |
4,674.3 |
4,341.0 |
|
| R2 |
4,518.7 |
4,518.7 |
4,315.0 |
|
| R1 |
4,390.8 |
4,390.8 |
4,289.0 |
4,454.8 |
| PP |
4,235.2 |
4,235.2 |
4,235.2 |
4,267.1 |
| S1 |
4,107.3 |
4,107.3 |
4,237.0 |
4,171.3 |
| S2 |
3,951.7 |
3,951.7 |
4,211.0 |
|
| S3 |
3,668.2 |
3,823.8 |
4,185.0 |
|
| S4 |
3,384.7 |
3,540.3 |
4,107.1 |
|
|
| 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 |
4,919.0 |
4,079.5 |
839.5 |
19.7% |
248.9 |
5.8% |
22% |
False |
True |
1,315 |
| 10 |
5,183.0 |
4,079.5 |
1,103.5 |
25.9% |
270.0 |
6.3% |
17% |
False |
True |
1,338 |
| 20 |
5,385.0 |
4,076.5 |
1,308.5 |
30.7% |
295.2 |
6.9% |
14% |
False |
False |
1,304 |
| 40 |
6,240.0 |
4,076.5 |
2,163.5 |
50.8% |
306.0 |
7.2% |
9% |
False |
False |
1,050 |
| 60 |
6,706.5 |
4,076.5 |
2,630.0 |
61.7% |
253.2 |
5.9% |
7% |
False |
False |
1,575 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
64.0% |
215.8 |
5.1% |
7% |
False |
False |
1,265 |
| 100 |
6,806.5 |
4,076.5 |
2,730.0 |
64.0% |
197.8 |
4.6% |
7% |
False |
False |
1,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,567.9 |
|
2.618 |
5,105.2 |
|
1.618 |
4,821.7 |
|
1.000 |
4,646.5 |
|
0.618 |
4,538.2 |
|
HIGH |
4,363.0 |
|
0.618 |
4,254.7 |
|
0.500 |
4,221.3 |
|
0.382 |
4,187.8 |
|
LOW |
4,079.5 |
|
0.618 |
3,904.3 |
|
1.000 |
3,796.0 |
|
1.618 |
3,620.8 |
|
2.618 |
3,337.3 |
|
4.250 |
2,874.6 |
|
|
| Fisher Pivots for day following 20-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,249.1 |
4,368.3 |
| PP |
4,235.2 |
4,333.2 |
| S1 |
4,221.3 |
4,298.1 |
|