| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,512.0 |
2,618.0 |
106.0 |
4.2% |
2,267.0 |
| High |
2,641.0 |
2,630.0 |
-11.0 |
-0.4% |
2,641.0 |
| Low |
2,473.0 |
2,566.0 |
93.0 |
3.8% |
2,182.0 |
| Close |
2,592.0 |
2,604.0 |
12.0 |
0.5% |
2,592.0 |
| Range |
168.0 |
64.0 |
-104.0 |
-61.9% |
459.0 |
| ATR |
194.3 |
185.0 |
-9.3 |
-4.8% |
0.0 |
| Volume |
1,630,251 |
1,150,760 |
-479,491 |
-29.4% |
10,179,628 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,792.0 |
2,762.0 |
2,639.2 |
|
| R3 |
2,728.0 |
2,698.0 |
2,621.6 |
|
| R2 |
2,664.0 |
2,664.0 |
2,615.7 |
|
| R1 |
2,634.0 |
2,634.0 |
2,609.9 |
2,617.0 |
| PP |
2,600.0 |
2,600.0 |
2,600.0 |
2,591.5 |
| S1 |
2,570.0 |
2,570.0 |
2,598.1 |
2,553.0 |
| S2 |
2,536.0 |
2,536.0 |
2,592.3 |
|
| S3 |
2,472.0 |
2,506.0 |
2,586.4 |
|
| S4 |
2,408.0 |
2,442.0 |
2,568.8 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,848.7 |
3,679.3 |
2,844.5 |
|
| R3 |
3,389.7 |
3,220.3 |
2,718.2 |
|
| R2 |
2,930.7 |
2,930.7 |
2,676.2 |
|
| R1 |
2,761.3 |
2,761.3 |
2,634.1 |
2,846.0 |
| PP |
2,471.7 |
2,471.7 |
2,471.7 |
2,514.0 |
| S1 |
2,302.3 |
2,302.3 |
2,549.9 |
2,387.0 |
| S2 |
2,012.7 |
2,012.7 |
2,507.9 |
|
| S3 |
1,553.7 |
1,843.3 |
2,465.8 |
|
| S4 |
1,094.7 |
1,384.3 |
2,339.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,641.0 |
2,278.0 |
363.0 |
13.9% |
142.8 |
5.5% |
90% |
False |
False |
1,836,344 |
| 10 |
2,670.0 |
2,173.0 |
497.0 |
19.1% |
145.6 |
5.6% |
87% |
False |
False |
1,673,067 |
| 20 |
2,994.0 |
2,173.0 |
821.0 |
31.5% |
191.2 |
7.3% |
52% |
False |
False |
836,533 |
| 40 |
3,354.0 |
2,173.0 |
1,181.0 |
45.4% |
150.8 |
5.8% |
36% |
False |
False |
850,907 |
| 60 |
3,494.0 |
2,173.0 |
1,321.0 |
50.7% |
121.7 |
4.7% |
33% |
False |
False |
571,662 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
50.7% |
109.2 |
4.2% |
33% |
False |
False |
429,933 |
| 100 |
3,640.0 |
2,173.0 |
1,467.0 |
56.3% |
102.0 |
3.9% |
29% |
False |
False |
345,380 |
| 120 |
3,931.0 |
2,173.0 |
1,758.0 |
67.5% |
93.7 |
3.6% |
25% |
False |
False |
288,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,902.0 |
|
2.618 |
2,797.6 |
|
1.618 |
2,733.6 |
|
1.000 |
2,694.0 |
|
0.618 |
2,669.6 |
|
HIGH |
2,630.0 |
|
0.618 |
2,605.6 |
|
0.500 |
2,598.0 |
|
0.382 |
2,590.4 |
|
LOW |
2,566.0 |
|
0.618 |
2,526.4 |
|
1.000 |
2,502.0 |
|
1.618 |
2,462.4 |
|
2.618 |
2,398.4 |
|
4.250 |
2,294.0 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,602.0 |
2,588.3 |
| PP |
2,600.0 |
2,572.7 |
| S1 |
2,598.0 |
2,557.0 |
|