Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
9,169 |
8,678 |
-491 |
-5.4% |
9,295 |
High |
9,181 |
9,002 |
-179 |
-1.9% |
9,635 |
Low |
8,611 |
8,659 |
48 |
0.6% |
8,611 |
Close |
8,700 |
8,996 |
296 |
3.4% |
8,996 |
Range |
570 |
343 |
-227 |
-39.8% |
1,024 |
ATR |
570 |
554 |
-16 |
-2.8% |
0 |
Volume |
219,842 |
271,605 |
51,763 |
23.5% |
1,064,574 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,915 |
9,798 |
9,185 |
|
R3 |
9,572 |
9,455 |
9,090 |
|
R2 |
9,229 |
9,229 |
9,059 |
|
R1 |
9,112 |
9,112 |
9,028 |
9,171 |
PP |
8,886 |
8,886 |
8,886 |
8,915 |
S1 |
8,769 |
8,769 |
8,965 |
8,828 |
S2 |
8,543 |
8,543 |
8,933 |
|
S3 |
8,200 |
8,426 |
8,902 |
|
S4 |
7,857 |
8,083 |
8,807 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,153 |
11,598 |
9,559 |
|
R3 |
11,129 |
10,574 |
9,278 |
|
R2 |
10,105 |
10,105 |
9,184 |
|
R1 |
9,550 |
9,550 |
9,090 |
9,316 |
PP |
9,081 |
9,081 |
9,081 |
8,963 |
S1 |
8,526 |
8,526 |
8,902 |
8,292 |
S2 |
8,057 |
8,057 |
8,808 |
|
S3 |
7,033 |
7,502 |
8,715 |
|
S4 |
6,009 |
6,478 |
8,433 |
|
|
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 |
11.4% |
400 |
4.4% |
38% |
False |
False |
212,914 |
10 |
9,635 |
7,949 |
1,686 |
18.7% |
506 |
5.6% |
62% |
False |
False |
263,448 |
20 |
9,898 |
7,949 |
1,949 |
21.7% |
622 |
6.9% |
54% |
False |
False |
299,194 |
40 |
11,611 |
7,878 |
3,733 |
41.5% |
582 |
6.5% |
30% |
False |
False |
297,641 |
60 |
11,788 |
7,878 |
3,910 |
43.5% |
464 |
5.2% |
29% |
False |
False |
201,763 |
80 |
11,848 |
7,878 |
3,970 |
44.1% |
404 |
4.5% |
28% |
False |
False |
151,423 |
100 |
12,205 |
7,878 |
4,327 |
48.1% |
369 |
4.1% |
26% |
False |
False |
121,154 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,460 |
2.618 |
9,900 |
1.618 |
9,557 |
1.000 |
9,345 |
0.618 |
9,214 |
HIGH |
9,002 |
0.618 |
8,871 |
0.500 |
8,831 |
0.382 |
8,790 |
LOW |
8,659 |
0.618 |
8,447 |
1.000 |
8,316 |
1.618 |
8,104 |
2.618 |
7,761 |
4.250 |
7,201 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,941 |
9,123 |
PP |
8,886 |
9,081 |
S1 |
8,831 |
9,038 |
|