Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,678 |
9,022 |
344 |
4.0% |
9,295 |
High |
9,002 |
9,210 |
208 |
2.3% |
9,635 |
Low |
8,659 |
8,733 |
74 |
0.9% |
8,611 |
Close |
8,996 |
8,887 |
-109 |
-1.2% |
8,996 |
Range |
343 |
477 |
134 |
39.1% |
1,024 |
ATR |
554 |
548 |
-5 |
-1.0% |
0 |
Volume |
271,605 |
228,776 |
-42,829 |
-15.8% |
1,064,574 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,374 |
10,108 |
9,149 |
|
R3 |
9,897 |
9,631 |
9,018 |
|
R2 |
9,420 |
9,420 |
8,975 |
|
R1 |
9,154 |
9,154 |
8,931 |
9,049 |
PP |
8,943 |
8,943 |
8,943 |
8,891 |
S1 |
8,677 |
8,677 |
8,843 |
8,572 |
S2 |
8,466 |
8,466 |
8,800 |
|
S3 |
7,989 |
8,200 |
8,756 |
|
S4 |
7,512 |
7,723 |
8,625 |
|
|
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 |
11.5% |
456 |
5.1% |
27% |
False |
False |
207,490 |
10 |
9,635 |
7,957 |
1,678 |
18.9% |
490 |
5.5% |
55% |
False |
False |
254,127 |
20 |
9,898 |
7,949 |
1,949 |
21.9% |
594 |
6.7% |
48% |
False |
False |
285,278 |
40 |
11,611 |
7,878 |
3,733 |
42.0% |
585 |
6.6% |
27% |
False |
False |
297,545 |
60 |
11,788 |
7,878 |
3,910 |
44.0% |
467 |
5.3% |
26% |
False |
False |
205,564 |
80 |
11,848 |
7,878 |
3,970 |
44.7% |
406 |
4.6% |
25% |
False |
False |
154,280 |
100 |
12,090 |
7,878 |
4,212 |
47.4% |
372 |
4.2% |
24% |
False |
False |
123,442 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,237 |
2.618 |
10,459 |
1.618 |
9,982 |
1.000 |
9,687 |
0.618 |
9,505 |
HIGH |
9,210 |
0.618 |
9,028 |
0.500 |
8,972 |
0.382 |
8,915 |
LOW |
8,733 |
0.618 |
8,438 |
1.000 |
8,256 |
1.618 |
7,961 |
2.618 |
7,484 |
4.250 |
6,706 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,972 |
8,911 |
PP |
8,943 |
8,903 |
S1 |
8,915 |
8,895 |
|