| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,780.0 |
2,630.0 |
-150.0 |
-5.4% |
2,267.0 |
| High |
2,783.0 |
2,683.0 |
-100.0 |
-3.6% |
2,641.0 |
| Low |
2,622.0 |
2,467.0 |
-155.0 |
-5.9% |
2,182.0 |
| Close |
2,715.0 |
2,546.0 |
-169.0 |
-6.2% |
2,592.0 |
| Range |
161.0 |
216.0 |
55.0 |
34.2% |
459.0 |
| ATR |
182.8 |
187.4 |
4.7 |
2.5% |
0.0 |
| Volume |
1,680,922 |
2,339,694 |
658,772 |
39.2% |
10,179,628 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,213.3 |
3,095.7 |
2,664.8 |
|
| R3 |
2,997.3 |
2,879.7 |
2,605.4 |
|
| R2 |
2,781.3 |
2,781.3 |
2,585.6 |
|
| R1 |
2,663.7 |
2,663.7 |
2,565.8 |
2,614.5 |
| PP |
2,565.3 |
2,565.3 |
2,565.3 |
2,540.8 |
| S1 |
2,447.7 |
2,447.7 |
2,526.2 |
2,398.5 |
| S2 |
2,349.3 |
2,349.3 |
2,506.4 |
|
| S3 |
2,133.3 |
2,231.7 |
2,486.6 |
|
| S4 |
1,917.3 |
2,015.7 |
2,427.2 |
|
|
| 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 |
2,783.0 |
2,467.0 |
316.0 |
12.4% |
157.2 |
6.2% |
25% |
False |
True |
1,676,425 |
| 10 |
2,783.0 |
2,173.0 |
610.0 |
24.0% |
162.1 |
6.4% |
61% |
False |
False |
1,998,108 |
| 20 |
2,864.0 |
2,173.0 |
691.0 |
27.1% |
185.4 |
7.3% |
54% |
False |
False |
1,116,589 |
| 40 |
3,302.0 |
2,173.0 |
1,129.0 |
44.3% |
159.1 |
6.2% |
33% |
False |
False |
982,589 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
50.4% |
128.1 |
5.0% |
29% |
False |
False |
664,947 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
51.9% |
113.1 |
4.4% |
28% |
False |
False |
499,321 |
| 100 |
3,571.0 |
2,173.0 |
1,398.0 |
54.9% |
105.8 |
4.2% |
27% |
False |
False |
400,765 |
| 120 |
3,854.0 |
2,173.0 |
1,681.0 |
66.0% |
97.2 |
3.8% |
22% |
False |
False |
335,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,601.0 |
|
2.618 |
3,248.5 |
|
1.618 |
3,032.5 |
|
1.000 |
2,899.0 |
|
0.618 |
2,816.5 |
|
HIGH |
2,683.0 |
|
0.618 |
2,600.5 |
|
0.500 |
2,575.0 |
|
0.382 |
2,549.5 |
|
LOW |
2,467.0 |
|
0.618 |
2,333.5 |
|
1.000 |
2,251.0 |
|
1.618 |
2,117.5 |
|
2.618 |
1,901.5 |
|
4.250 |
1,549.0 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,575.0 |
2,625.0 |
| PP |
2,565.3 |
2,598.7 |
| S1 |
2,555.7 |
2,572.3 |
|