| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2008 |
21-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,180.0 |
2,187.0 |
7.0 |
0.3% |
2,405.0 |
| High |
2,224.0 |
2,207.0 |
-17.0 |
-0.8% |
2,412.0 |
| Low |
2,094.0 |
2,090.0 |
-4.0 |
-0.2% |
2,090.0 |
| Close |
2,186.0 |
2,110.0 |
-76.0 |
-3.5% |
2,110.0 |
| Range |
130.0 |
117.0 |
-13.0 |
-10.0% |
322.0 |
| ATR |
137.6 |
136.1 |
-1.5 |
-1.1% |
0.0 |
| Volume |
4,323 |
1,195 |
-3,128 |
-72.4% |
10,061 |
|
| Daily Pivots for day following 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,486.7 |
2,415.3 |
2,174.4 |
|
| R3 |
2,369.7 |
2,298.3 |
2,142.2 |
|
| R2 |
2,252.7 |
2,252.7 |
2,131.5 |
|
| R1 |
2,181.3 |
2,181.3 |
2,120.7 |
2,158.5 |
| PP |
2,135.7 |
2,135.7 |
2,135.7 |
2,124.3 |
| S1 |
2,064.3 |
2,064.3 |
2,099.3 |
2,041.5 |
| S2 |
2,018.7 |
2,018.7 |
2,088.6 |
|
| S3 |
1,901.7 |
1,947.3 |
2,077.8 |
|
| S4 |
1,784.7 |
1,830.3 |
2,045.7 |
|
|
| Weekly Pivots for week ending 21-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.0 |
2,962.0 |
2,287.1 |
|
| R3 |
2,848.0 |
2,640.0 |
2,198.6 |
|
| R2 |
2,526.0 |
2,526.0 |
2,169.0 |
|
| R1 |
2,318.0 |
2,318.0 |
2,139.5 |
2,261.0 |
| PP |
2,204.0 |
2,204.0 |
2,204.0 |
2,175.5 |
| S1 |
1,996.0 |
1,996.0 |
2,080.5 |
1,939.0 |
| S2 |
1,882.0 |
1,882.0 |
2,051.0 |
|
| S3 |
1,560.0 |
1,674.0 |
2,021.5 |
|
| S4 |
1,238.0 |
1,352.0 |
1,932.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,412.0 |
2,090.0 |
322.0 |
15.3% |
115.6 |
5.5% |
6% |
False |
True |
2,012 |
| 10 |
2,637.0 |
2,090.0 |
547.0 |
25.9% |
122.9 |
5.8% |
4% |
False |
True |
2,290 |
| 20 |
2,725.0 |
2,090.0 |
635.0 |
30.1% |
114.1 |
5.4% |
3% |
False |
True |
1,857 |
| 40 |
3,103.0 |
2,090.0 |
1,013.0 |
48.0% |
113.5 |
5.4% |
2% |
False |
True |
1,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,704.3 |
|
2.618 |
2,513.3 |
|
1.618 |
2,396.3 |
|
1.000 |
2,324.0 |
|
0.618 |
2,279.3 |
|
HIGH |
2,207.0 |
|
0.618 |
2,162.3 |
|
0.500 |
2,148.5 |
|
0.382 |
2,134.7 |
|
LOW |
2,090.0 |
|
0.618 |
2,017.7 |
|
1.000 |
1,973.0 |
|
1.618 |
1,900.7 |
|
2.618 |
1,783.7 |
|
4.250 |
1,592.8 |
|
|