| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2008 |
20-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,366.0 |
2,180.0 |
-186.0 |
-7.9% |
2,630.0 |
| High |
2,366.0 |
2,224.0 |
-142.0 |
-6.0% |
2,637.0 |
| Low |
2,205.0 |
2,094.0 |
-111.0 |
-5.0% |
2,342.0 |
| Close |
2,251.0 |
2,186.0 |
-65.0 |
-2.9% |
2,423.0 |
| Range |
161.0 |
130.0 |
-31.0 |
-19.3% |
295.0 |
| ATR |
136.1 |
137.6 |
1.5 |
1.1% |
0.0 |
| Volume |
3,064 |
4,323 |
1,259 |
41.1% |
12,844 |
|
| Daily Pivots for day following 20-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,558.0 |
2,502.0 |
2,257.5 |
|
| R3 |
2,428.0 |
2,372.0 |
2,221.8 |
|
| R2 |
2,298.0 |
2,298.0 |
2,209.8 |
|
| R1 |
2,242.0 |
2,242.0 |
2,197.9 |
2,270.0 |
| PP |
2,168.0 |
2,168.0 |
2,168.0 |
2,182.0 |
| S1 |
2,112.0 |
2,112.0 |
2,174.1 |
2,140.0 |
| S2 |
2,038.0 |
2,038.0 |
2,162.2 |
|
| S3 |
1,908.0 |
1,982.0 |
2,150.3 |
|
| S4 |
1,778.0 |
1,852.0 |
2,114.5 |
|
|
| 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 |
2,492.0 |
2,094.0 |
398.0 |
18.2% |
113.4 |
5.2% |
23% |
False |
True |
2,047 |
| 10 |
2,637.0 |
2,094.0 |
543.0 |
24.8% |
120.9 |
5.5% |
17% |
False |
True |
2,240 |
| 20 |
2,725.0 |
2,094.0 |
631.0 |
28.9% |
116.0 |
5.3% |
15% |
False |
True |
1,803 |
| 40 |
3,140.0 |
2,094.0 |
1,046.0 |
47.8% |
111.4 |
5.1% |
9% |
False |
True |
1,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,776.5 |
|
2.618 |
2,564.3 |
|
1.618 |
2,434.3 |
|
1.000 |
2,354.0 |
|
0.618 |
2,304.3 |
|
HIGH |
2,224.0 |
|
0.618 |
2,174.3 |
|
0.500 |
2,159.0 |
|
0.382 |
2,143.7 |
|
LOW |
2,094.0 |
|
0.618 |
2,013.7 |
|
1.000 |
1,964.0 |
|
1.618 |
1,883.7 |
|
2.618 |
1,753.7 |
|
4.250 |
1,541.5 |
|
|