Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,876 |
9,216 |
340 |
3.8% |
8,254 |
High |
9,246 |
9,428 |
182 |
2.0% |
9,428 |
Low |
8,873 |
9,035 |
162 |
1.8% |
7,949 |
Close |
9,226 |
9,298 |
72 |
0.8% |
9,298 |
Range |
373 |
393 |
20 |
5.4% |
1,479 |
ATR |
637 |
620 |
-17 |
-2.7% |
0 |
Volume |
324,007 |
292,272 |
-31,735 |
-9.8% |
1,569,910 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,433 |
10,258 |
9,514 |
|
R3 |
10,040 |
9,865 |
9,406 |
|
R2 |
9,647 |
9,647 |
9,370 |
|
R1 |
9,472 |
9,472 |
9,334 |
9,560 |
PP |
9,254 |
9,254 |
9,254 |
9,297 |
S1 |
9,079 |
9,079 |
9,262 |
9,167 |
S2 |
8,861 |
8,861 |
9,226 |
|
S3 |
8,468 |
8,686 |
9,190 |
|
S4 |
8,075 |
8,293 |
9,082 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,329 |
12,792 |
10,112 |
|
R3 |
11,850 |
11,313 |
9,705 |
|
R2 |
10,371 |
10,371 |
9,569 |
|
R1 |
9,834 |
9,834 |
9,434 |
10,103 |
PP |
8,892 |
8,892 |
8,892 |
9,026 |
S1 |
8,355 |
8,355 |
9,163 |
8,624 |
S2 |
7,413 |
7,413 |
9,027 |
|
S3 |
5,934 |
6,876 |
8,891 |
|
S4 |
4,455 |
5,397 |
8,485 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,428 |
7,949 |
1,479 |
15.9% |
611 |
6.6% |
91% |
True |
False |
313,982 |
10 |
9,428 |
7,949 |
1,479 |
15.9% |
620 |
6.7% |
91% |
True |
False |
300,115 |
20 |
10,338 |
7,878 |
2,460 |
26.5% |
727 |
7.8% |
58% |
False |
False |
331,957 |
40 |
11,611 |
7,878 |
3,733 |
40.1% |
563 |
6.1% |
38% |
False |
False |
275,752 |
60 |
11,848 |
7,878 |
3,970 |
42.7% |
450 |
4.8% |
36% |
False |
False |
184,052 |
80 |
11,848 |
7,878 |
3,970 |
42.7% |
396 |
4.3% |
36% |
False |
False |
138,127 |
100 |
12,330 |
7,878 |
4,452 |
47.9% |
355 |
3.8% |
32% |
False |
False |
110,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,098 |
2.618 |
10,457 |
1.618 |
10,064 |
1.000 |
9,821 |
0.618 |
9,671 |
HIGH |
9,428 |
0.618 |
9,278 |
0.500 |
9,232 |
0.382 |
9,185 |
LOW |
9,035 |
0.618 |
8,792 |
1.000 |
8,642 |
1.618 |
8,399 |
2.618 |
8,006 |
4.250 |
7,365 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,276 |
9,244 |
PP |
9,254 |
9,190 |
S1 |
9,232 |
9,136 |
|