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 |
9,295 |
9,331 |
36 |
0.4% |
8,254 |
High |
9,421 |
9,626 |
205 |
2.2% |
9,428 |
Low |
9,225 |
9,290 |
65 |
0.7% |
7,949 |
Close |
9,332 |
9,587 |
255 |
2.7% |
9,298 |
Range |
196 |
336 |
140 |
71.4% |
1,479 |
ATR |
590 |
571 |
-18 |
-3.1% |
0 |
Volume |
255,900 |
142,558 |
-113,342 |
-44.3% |
1,569,910 |
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,509 |
10,384 |
9,772 |
|
R3 |
10,173 |
10,048 |
9,680 |
|
R2 |
9,837 |
9,837 |
9,649 |
|
R1 |
9,712 |
9,712 |
9,618 |
9,775 |
PP |
9,501 |
9,501 |
9,501 |
9,532 |
S1 |
9,376 |
9,376 |
9,556 |
9,439 |
S2 |
9,165 |
9,165 |
9,526 |
|
S3 |
8,829 |
9,040 |
9,495 |
|
S4 |
8,493 |
8,704 |
9,402 |
|
|
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 |
9,626 |
8,844 |
782 |
8.2% |
361 |
3.8% |
95% |
True |
False |
270,102 |
10 |
9,626 |
7,949 |
1,677 |
17.5% |
576 |
6.0% |
98% |
True |
False |
285,098 |
20 |
9,898 |
7,878 |
2,020 |
21.1% |
680 |
7.1% |
85% |
False |
False |
320,200 |
40 |
11,611 |
7,878 |
3,733 |
38.9% |
564 |
5.9% |
46% |
False |
False |
285,568 |
60 |
11,848 |
7,878 |
3,970 |
41.4% |
449 |
4.7% |
43% |
False |
False |
190,675 |
80 |
11,848 |
7,878 |
3,970 |
41.4% |
397 |
4.1% |
43% |
False |
False |
143,105 |
100 |
12,330 |
7,878 |
4,452 |
46.4% |
358 |
3.7% |
38% |
False |
False |
114,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,054 |
2.618 |
10,506 |
1.618 |
10,170 |
1.000 |
9,962 |
0.618 |
9,834 |
HIGH |
9,626 |
0.618 |
9,498 |
0.500 |
9,458 |
0.382 |
9,418 |
LOW |
9,290 |
0.618 |
9,082 |
1.000 |
8,954 |
1.618 |
8,746 |
2.618 |
8,410 |
4.250 |
7,862 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
9,544 |
9,502 |
PP |
9,501 |
9,416 |
S1 |
9,458 |
9,331 |
|