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 |
9,216 |
9,295 |
79 |
0.9% |
8,254 |
High |
9,428 |
9,421 |
-7 |
-0.1% |
9,428 |
Low |
9,035 |
9,225 |
190 |
2.1% |
7,949 |
Close |
9,298 |
9,332 |
34 |
0.4% |
9,298 |
Range |
393 |
196 |
-197 |
-50.1% |
1,479 |
ATR |
620 |
590 |
-30 |
-4.9% |
0 |
Volume |
292,272 |
255,900 |
-36,372 |
-12.4% |
1,569,910 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,914 |
9,819 |
9,440 |
|
R3 |
9,718 |
9,623 |
9,386 |
|
R2 |
9,522 |
9,522 |
9,368 |
|
R1 |
9,427 |
9,427 |
9,350 |
9,475 |
PP |
9,326 |
9,326 |
9,326 |
9,350 |
S1 |
9,231 |
9,231 |
9,314 |
9,279 |
S2 |
9,130 |
9,130 |
9,296 |
|
S3 |
8,934 |
9,035 |
9,278 |
|
S4 |
8,738 |
8,839 |
9,224 |
|
|
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 |
7,957 |
1,471 |
15.8% |
524 |
5.6% |
93% |
False |
False |
300,764 |
10 |
9,428 |
7,949 |
1,479 |
15.8% |
577 |
6.2% |
94% |
False |
False |
294,491 |
20 |
10,146 |
7,878 |
2,268 |
24.3% |
697 |
7.5% |
64% |
False |
False |
330,772 |
40 |
11,611 |
7,878 |
3,733 |
40.0% |
563 |
6.0% |
39% |
False |
False |
282,077 |
60 |
11,848 |
7,878 |
3,970 |
42.5% |
450 |
4.8% |
37% |
False |
False |
188,306 |
80 |
11,848 |
7,878 |
3,970 |
42.5% |
397 |
4.2% |
37% |
False |
False |
141,324 |
100 |
12,330 |
7,878 |
4,452 |
47.7% |
355 |
3.8% |
33% |
False |
False |
113,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,254 |
2.618 |
9,934 |
1.618 |
9,738 |
1.000 |
9,617 |
0.618 |
9,542 |
HIGH |
9,421 |
0.618 |
9,346 |
0.500 |
9,323 |
0.382 |
9,300 |
LOW |
9,225 |
0.618 |
9,104 |
1.000 |
9,029 |
1.618 |
8,908 |
2.618 |
8,712 |
4.250 |
8,392 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
9,329 |
9,272 |
PP |
9,326 |
9,211 |
S1 |
9,323 |
9,151 |
|