| 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 |
4,551.0 |
4,671.5 |
120.5 |
2.6% |
4,737.0 |
| High |
4,703.0 |
4,717.0 |
14.0 |
0.3% |
4,778.5 |
| Low |
4,466.5 |
4,631.0 |
164.5 |
3.7% |
4,066.0 |
| Close |
4,622.0 |
4,709.5 |
87.5 |
1.9% |
4,113.5 |
| Range |
236.5 |
86.0 |
-150.5 |
-63.6% |
712.5 |
| ATR |
308.3 |
293.1 |
-15.2 |
-4.9% |
0.0 |
| Volume |
1,139 |
431 |
-708 |
-62.2% |
8,212 |
|
| Daily Pivots for day following 27-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,943.8 |
4,912.7 |
4,756.8 |
|
| R3 |
4,857.8 |
4,826.7 |
4,733.2 |
|
| R2 |
4,771.8 |
4,771.8 |
4,725.3 |
|
| R1 |
4,740.7 |
4,740.7 |
4,717.4 |
4,756.3 |
| PP |
4,685.8 |
4,685.8 |
4,685.8 |
4,693.6 |
| S1 |
4,654.7 |
4,654.7 |
4,701.6 |
4,670.3 |
| S2 |
4,599.8 |
4,599.8 |
4,693.7 |
|
| S3 |
4,513.8 |
4,568.7 |
4,685.9 |
|
| S4 |
4,427.8 |
4,482.7 |
4,662.2 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,456.8 |
5,997.7 |
4,505.4 |
|
| R3 |
5,744.3 |
5,285.2 |
4,309.4 |
|
| R2 |
5,031.8 |
5,031.8 |
4,244.1 |
|
| R1 |
4,572.7 |
4,572.7 |
4,178.8 |
4,446.0 |
| PP |
4,319.3 |
4,319.3 |
4,319.3 |
4,256.0 |
| S1 |
3,860.2 |
3,860.2 |
4,048.2 |
3,733.5 |
| S2 |
3,606.8 |
3,606.8 |
3,982.9 |
|
| S3 |
2,894.3 |
3,147.7 |
3,917.6 |
|
| S4 |
2,181.8 |
2,435.2 |
3,721.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,721.0 |
4,066.0 |
655.0 |
13.9% |
252.5 |
5.4% |
98% |
False |
False |
1,727 |
| 10 |
4,919.0 |
4,066.0 |
853.0 |
18.1% |
250.7 |
5.3% |
75% |
False |
False |
1,521 |
| 20 |
5,385.0 |
4,066.0 |
1,319.0 |
28.0% |
270.1 |
5.7% |
49% |
False |
False |
1,339 |
| 40 |
5,951.0 |
4,066.0 |
1,885.0 |
40.0% |
306.0 |
6.5% |
34% |
False |
False |
1,163 |
| 60 |
6,499.0 |
4,066.0 |
2,433.0 |
51.7% |
263.3 |
5.6% |
26% |
False |
False |
1,631 |
| 80 |
6,806.5 |
4,066.0 |
2,740.5 |
58.2% |
224.9 |
4.8% |
23% |
False |
False |
1,360 |
| 100 |
6,806.5 |
4,066.0 |
2,740.5 |
58.2% |
204.7 |
4.3% |
23% |
False |
False |
1,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,082.5 |
|
2.618 |
4,942.1 |
|
1.618 |
4,856.1 |
|
1.000 |
4,803.0 |
|
0.618 |
4,770.1 |
|
HIGH |
4,717.0 |
|
0.618 |
4,684.1 |
|
0.500 |
4,674.0 |
|
0.382 |
4,663.9 |
|
LOW |
4,631.0 |
|
0.618 |
4,577.9 |
|
1.000 |
4,545.0 |
|
1.618 |
4,491.9 |
|
2.618 |
4,405.9 |
|
4.250 |
4,265.5 |
|
|
| Fisher Pivots for day following 27-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,697.7 |
4,670.9 |
| PP |
4,685.8 |
4,632.3 |
| S1 |
4,674.0 |
4,593.8 |
|