Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
9,580 |
9,169 |
-411 |
-4.3% |
8,254 |
High |
9,635 |
9,181 |
-454 |
-4.7% |
9,428 |
Low |
9,081 |
8,611 |
-470 |
-5.2% |
7,949 |
Close |
9,175 |
8,700 |
-475 |
-5.2% |
9,298 |
Range |
554 |
570 |
16 |
2.9% |
1,479 |
ATR |
570 |
570 |
0 |
0.0% |
0 |
Volume |
174,669 |
219,842 |
45,173 |
25.9% |
1,569,910 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,541 |
10,190 |
9,014 |
|
R3 |
9,971 |
9,620 |
8,857 |
|
R2 |
9,401 |
9,401 |
8,805 |
|
R1 |
9,050 |
9,050 |
8,752 |
8,941 |
PP |
8,831 |
8,831 |
8,831 |
8,776 |
S1 |
8,480 |
8,480 |
8,648 |
8,371 |
S2 |
8,261 |
8,261 |
8,596 |
|
S3 |
7,691 |
7,910 |
8,543 |
|
S4 |
7,121 |
7,340 |
8,387 |
|
|
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 |
8,611 |
1,024 |
11.8% |
410 |
4.7% |
9% |
False |
True |
217,048 |
10 |
9,635 |
7,949 |
1,686 |
19.4% |
551 |
6.3% |
45% |
False |
False |
274,119 |
20 |
9,898 |
7,878 |
2,020 |
23.2% |
656 |
7.5% |
41% |
False |
False |
302,714 |
40 |
11,611 |
7,878 |
3,733 |
42.9% |
578 |
6.6% |
22% |
False |
False |
295,076 |
60 |
11,788 |
7,878 |
3,910 |
44.9% |
462 |
5.3% |
21% |
False |
False |
197,240 |
80 |
11,848 |
7,878 |
3,970 |
45.6% |
404 |
4.6% |
21% |
False |
False |
148,032 |
100 |
12,330 |
7,878 |
4,452 |
51.2% |
367 |
4.2% |
18% |
False |
False |
118,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,604 |
2.618 |
10,673 |
1.618 |
10,103 |
1.000 |
9,751 |
0.618 |
9,533 |
HIGH |
9,181 |
0.618 |
8,963 |
0.500 |
8,896 |
0.382 |
8,829 |
LOW |
8,611 |
0.618 |
8,259 |
1.000 |
8,041 |
1.618 |
7,689 |
2.618 |
7,119 |
4.250 |
6,189 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,896 |
9,123 |
PP |
8,831 |
8,982 |
S1 |
8,765 |
8,841 |
|