| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,618.0 |
2,622.0 |
4.0 |
0.2% |
2,267.0 |
| High |
2,630.0 |
2,778.0 |
148.0 |
5.6% |
2,641.0 |
| Low |
2,566.0 |
2,601.0 |
35.0 |
1.4% |
2,182.0 |
| Close |
2,604.0 |
2,753.0 |
149.0 |
5.7% |
2,592.0 |
| Range |
64.0 |
177.0 |
113.0 |
176.6% |
459.0 |
| ATR |
185.0 |
184.4 |
-0.6 |
-0.3% |
0.0 |
| Volume |
1,150,760 |
1,580,502 |
429,742 |
37.3% |
10,179,628 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,241.7 |
3,174.3 |
2,850.4 |
|
| R3 |
3,064.7 |
2,997.3 |
2,801.7 |
|
| R2 |
2,887.7 |
2,887.7 |
2,785.5 |
|
| R1 |
2,820.3 |
2,820.3 |
2,769.2 |
2,854.0 |
| PP |
2,710.7 |
2,710.7 |
2,710.7 |
2,727.5 |
| S1 |
2,643.3 |
2,643.3 |
2,736.8 |
2,677.0 |
| S2 |
2,533.7 |
2,533.7 |
2,720.6 |
|
| S3 |
2,356.7 |
2,466.3 |
2,704.3 |
|
| S4 |
2,179.7 |
2,289.3 |
2,655.7 |
|
|
| 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 |
2,778.0 |
2,407.0 |
371.0 |
13.5% |
134.4 |
4.9% |
93% |
True |
False |
1,711,206 |
| 10 |
2,778.0 |
2,173.0 |
605.0 |
22.0% |
153.0 |
5.6% |
96% |
True |
False |
1,831,117 |
| 20 |
2,966.0 |
2,173.0 |
793.0 |
28.8% |
190.5 |
6.9% |
73% |
False |
False |
915,558 |
| 40 |
3,302.0 |
2,173.0 |
1,129.0 |
41.0% |
153.7 |
5.6% |
51% |
False |
False |
889,694 |
| 60 |
3,489.0 |
2,173.0 |
1,316.0 |
47.8% |
123.8 |
4.5% |
44% |
False |
False |
597,991 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
48.0% |
110.6 |
4.0% |
44% |
False |
False |
449,246 |
| 100 |
3,640.0 |
2,173.0 |
1,467.0 |
53.3% |
103.1 |
3.7% |
40% |
False |
False |
361,033 |
| 120 |
3,898.0 |
2,173.0 |
1,725.0 |
62.7% |
94.8 |
3.4% |
34% |
False |
False |
301,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,530.3 |
|
2.618 |
3,241.4 |
|
1.618 |
3,064.4 |
|
1.000 |
2,955.0 |
|
0.618 |
2,887.4 |
|
HIGH |
2,778.0 |
|
0.618 |
2,710.4 |
|
0.500 |
2,689.5 |
|
0.382 |
2,668.6 |
|
LOW |
2,601.0 |
|
0.618 |
2,491.6 |
|
1.000 |
2,424.0 |
|
1.618 |
2,314.6 |
|
2.618 |
2,137.6 |
|
4.250 |
1,848.8 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,731.8 |
2,710.5 |
| PP |
2,710.7 |
2,668.0 |
| S1 |
2,689.5 |
2,625.5 |
|