| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
2,630.0 |
2,529.0 |
-101.0 |
-3.8% |
2,618.0 |
| High |
2,683.0 |
2,640.0 |
-43.0 |
-1.6% |
2,783.0 |
| Low |
2,467.0 |
2,498.0 |
31.0 |
1.3% |
2,467.0 |
| Close |
2,546.0 |
2,590.0 |
44.0 |
1.7% |
2,590.0 |
| Range |
216.0 |
142.0 |
-74.0 |
-34.3% |
316.0 |
| ATR |
187.4 |
184.2 |
-3.2 |
-1.7% |
0.0 |
| Volume |
2,339,694 |
1,845,217 |
-494,477 |
-21.1% |
8,597,095 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,002.0 |
2,938.0 |
2,668.1 |
|
| R3 |
2,860.0 |
2,796.0 |
2,629.1 |
|
| R2 |
2,718.0 |
2,718.0 |
2,616.0 |
|
| R1 |
2,654.0 |
2,654.0 |
2,603.0 |
2,686.0 |
| PP |
2,576.0 |
2,576.0 |
2,576.0 |
2,592.0 |
| S1 |
2,512.0 |
2,512.0 |
2,577.0 |
2,544.0 |
| S2 |
2,434.0 |
2,434.0 |
2,564.0 |
|
| S3 |
2,292.0 |
2,370.0 |
2,551.0 |
|
| S4 |
2,150.0 |
2,228.0 |
2,511.9 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,561.3 |
3,391.7 |
2,763.8 |
|
| R3 |
3,245.3 |
3,075.7 |
2,676.9 |
|
| R2 |
2,929.3 |
2,929.3 |
2,647.9 |
|
| R1 |
2,759.7 |
2,759.7 |
2,619.0 |
2,686.5 |
| PP |
2,613.3 |
2,613.3 |
2,613.3 |
2,576.8 |
| S1 |
2,443.7 |
2,443.7 |
2,561.0 |
2,370.5 |
| S2 |
2,297.3 |
2,297.3 |
2,532.1 |
|
| S3 |
1,981.3 |
2,127.7 |
2,503.1 |
|
| S4 |
1,665.3 |
1,811.7 |
2,416.2 |
|
|
| 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 |
12.2% |
152.0 |
5.9% |
39% |
False |
False |
1,719,419 |
| 10 |
2,783.0 |
2,182.0 |
601.0 |
23.2% |
156.2 |
6.0% |
68% |
False |
False |
1,877,672 |
| 20 |
2,864.0 |
2,173.0 |
691.0 |
26.7% |
177.6 |
6.9% |
60% |
False |
False |
1,208,850 |
| 40 |
3,300.0 |
2,173.0 |
1,127.0 |
43.5% |
161.2 |
6.2% |
37% |
False |
False |
1,023,473 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
49.6% |
129.5 |
5.0% |
32% |
False |
False |
695,646 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
51.0% |
113.7 |
4.4% |
32% |
False |
False |
522,315 |
| 100 |
3,558.0 |
2,173.0 |
1,385.0 |
53.5% |
106.8 |
4.1% |
30% |
False |
False |
418,840 |
| 120 |
3,850.0 |
2,173.0 |
1,677.0 |
64.7% |
97.9 |
3.8% |
25% |
False |
False |
350,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,243.5 |
|
2.618 |
3,011.8 |
|
1.618 |
2,869.8 |
|
1.000 |
2,782.0 |
|
0.618 |
2,727.8 |
|
HIGH |
2,640.0 |
|
0.618 |
2,585.8 |
|
0.500 |
2,569.0 |
|
0.382 |
2,552.2 |
|
LOW |
2,498.0 |
|
0.618 |
2,410.2 |
|
1.000 |
2,356.0 |
|
1.618 |
2,268.2 |
|
2.618 |
2,126.2 |
|
4.250 |
1,894.5 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,583.0 |
2,625.0 |
| PP |
2,576.0 |
2,613.3 |
| S1 |
2,569.0 |
2,601.7 |
|