| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2008 |
17-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,492.0 |
2,405.0 |
-87.0 |
-3.5% |
2,630.0 |
| High |
2,492.0 |
2,412.0 |
-80.0 |
-3.2% |
2,637.0 |
| Low |
2,386.0 |
2,312.0 |
-74.0 |
-3.1% |
2,342.0 |
| Close |
2,423.0 |
2,320.0 |
-103.0 |
-4.3% |
2,423.0 |
| Range |
106.0 |
100.0 |
-6.0 |
-5.7% |
295.0 |
| ATR |
141.3 |
139.2 |
-2.2 |
-1.5% |
0.0 |
| Volume |
1,372 |
998 |
-374 |
-27.3% |
12,844 |
|
| Daily Pivots for day following 17-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,648.0 |
2,584.0 |
2,375.0 |
|
| R3 |
2,548.0 |
2,484.0 |
2,347.5 |
|
| R2 |
2,448.0 |
2,448.0 |
2,338.3 |
|
| R1 |
2,384.0 |
2,384.0 |
2,329.2 |
2,366.0 |
| PP |
2,348.0 |
2,348.0 |
2,348.0 |
2,339.0 |
| S1 |
2,284.0 |
2,284.0 |
2,310.8 |
2,266.0 |
| S2 |
2,248.0 |
2,248.0 |
2,301.7 |
|
| S3 |
2,148.0 |
2,184.0 |
2,292.5 |
|
| S4 |
2,048.0 |
2,084.0 |
2,265.0 |
|
|
| Weekly Pivots for week ending 14-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,352.3 |
3,182.7 |
2,585.3 |
|
| R3 |
3,057.3 |
2,887.7 |
2,504.1 |
|
| R2 |
2,762.3 |
2,762.3 |
2,477.1 |
|
| R1 |
2,592.7 |
2,592.7 |
2,450.0 |
2,530.0 |
| PP |
2,467.3 |
2,467.3 |
2,467.3 |
2,436.0 |
| S1 |
2,297.7 |
2,297.7 |
2,396.0 |
2,235.0 |
| S2 |
2,172.3 |
2,172.3 |
2,368.9 |
|
| S3 |
1,877.3 |
2,002.7 |
2,341.9 |
|
| S4 |
1,582.3 |
1,707.7 |
2,260.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,541.0 |
2,312.0 |
229.0 |
9.9% |
124.2 |
5.4% |
3% |
False |
True |
2,044 |
| 10 |
2,725.0 |
2,312.0 |
413.0 |
17.8% |
127.1 |
5.5% |
2% |
False |
True |
2,045 |
| 20 |
2,725.0 |
2,169.0 |
556.0 |
24.0% |
117.6 |
5.1% |
27% |
False |
False |
1,813 |
| 40 |
3,201.0 |
2,169.0 |
1,032.0 |
44.5% |
107.3 |
4.6% |
15% |
False |
False |
1,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.0 |
|
2.618 |
2,673.8 |
|
1.618 |
2,573.8 |
|
1.000 |
2,512.0 |
|
0.618 |
2,473.8 |
|
HIGH |
2,412.0 |
|
0.618 |
2,373.8 |
|
0.500 |
2,362.0 |
|
0.382 |
2,350.2 |
|
LOW |
2,312.0 |
|
0.618 |
2,250.2 |
|
1.000 |
2,212.0 |
|
1.618 |
2,150.2 |
|
2.618 |
2,050.2 |
|
4.250 |
1,887.0 |
|
|