Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
9,331 |
9,580 |
249 |
2.7% |
8,254 |
High |
9,626 |
9,635 |
9 |
0.1% |
9,428 |
Low |
9,290 |
9,081 |
-209 |
-2.2% |
7,949 |
Close |
9,587 |
9,175 |
-412 |
-4.3% |
9,298 |
Range |
336 |
554 |
218 |
64.9% |
1,479 |
ATR |
571 |
570 |
-1 |
-0.2% |
0 |
Volume |
142,558 |
174,669 |
32,111 |
22.5% |
1,569,910 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,959 |
10,621 |
9,480 |
|
R3 |
10,405 |
10,067 |
9,327 |
|
R2 |
9,851 |
9,851 |
9,277 |
|
R1 |
9,513 |
9,513 |
9,226 |
9,405 |
PP |
9,297 |
9,297 |
9,297 |
9,243 |
S1 |
8,959 |
8,959 |
9,124 |
8,851 |
S2 |
8,743 |
8,743 |
9,074 |
|
S3 |
8,189 |
8,405 |
9,023 |
|
S4 |
7,635 |
7,851 |
8,870 |
|
|
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 |
9,635 |
8,873 |
762 |
8.3% |
371 |
4.0% |
40% |
True |
False |
237,881 |
10 |
9,635 |
7,949 |
1,686 |
18.4% |
551 |
6.0% |
73% |
True |
False |
279,051 |
20 |
9,898 |
7,878 |
2,020 |
22.0% |
674 |
7.3% |
64% |
False |
False |
312,974 |
40 |
11,611 |
7,878 |
3,733 |
40.7% |
573 |
6.2% |
35% |
False |
False |
289,792 |
60 |
11,788 |
7,878 |
3,910 |
42.6% |
455 |
5.0% |
33% |
False |
False |
193,580 |
80 |
11,848 |
7,878 |
3,970 |
43.3% |
401 |
4.4% |
33% |
False |
False |
145,287 |
100 |
12,330 |
7,878 |
4,452 |
48.5% |
362 |
3.9% |
29% |
False |
False |
116,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,990 |
2.618 |
11,085 |
1.618 |
10,531 |
1.000 |
10,189 |
0.618 |
9,977 |
HIGH |
9,635 |
0.618 |
9,423 |
0.500 |
9,358 |
0.382 |
9,293 |
LOW |
9,081 |
0.618 |
8,739 |
1.000 |
8,527 |
1.618 |
8,185 |
2.618 |
7,631 |
4.250 |
6,727 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
9,358 |
9,358 |
PP |
9,297 |
9,297 |
S1 |
9,236 |
9,236 |
|