Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
3,917.0 |
4,040.0 |
123.0 |
3.1% |
3,857.0 |
High |
4,053.0 |
4,041.0 |
-12.0 |
-0.3% |
4,053.0 |
Low |
3,908.0 |
3,937.0 |
29.0 |
0.7% |
3,724.0 |
Close |
4,017.0 |
4,035.0 |
18.0 |
0.4% |
4,035.0 |
Range |
145.0 |
104.0 |
-41.0 |
-28.3% |
329.0 |
ATR |
189.9 |
183.8 |
-6.1 |
-3.2% |
0.0 |
Volume |
40,764 |
29,250 |
-11,514 |
-28.2% |
179,904 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,316.3 |
4,279.7 |
4,092.2 |
|
R3 |
4,212.3 |
4,175.7 |
4,063.6 |
|
R2 |
4,108.3 |
4,108.3 |
4,054.1 |
|
R1 |
4,071.7 |
4,071.7 |
4,044.5 |
4,038.0 |
PP |
4,004.3 |
4,004.3 |
4,004.3 |
3,987.5 |
S1 |
3,967.7 |
3,967.7 |
4,025.5 |
3,934.0 |
S2 |
3,900.3 |
3,900.3 |
4,015.9 |
|
S3 |
3,796.3 |
3,863.7 |
4,006.4 |
|
S4 |
3,692.3 |
3,759.7 |
3,977.8 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,924.3 |
4,808.7 |
4,216.0 |
|
R3 |
4,595.3 |
4,479.7 |
4,125.5 |
|
R2 |
4,266.3 |
4,266.3 |
4,095.3 |
|
R1 |
4,150.7 |
4,150.7 |
4,065.2 |
4,208.5 |
PP |
3,937.3 |
3,937.3 |
3,937.3 |
3,966.3 |
S1 |
3,821.7 |
3,821.7 |
4,004.8 |
3,879.5 |
S2 |
3,608.3 |
3,608.3 |
3,974.7 |
|
S3 |
3,279.3 |
3,492.7 |
3,944.5 |
|
S4 |
2,950.3 |
3,163.7 |
3,854.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,053.0 |
3,724.0 |
329.0 |
8.2% |
134.8 |
3.3% |
95% |
False |
False |
35,980 |
10 |
4,340.0 |
3,724.0 |
616.0 |
15.3% |
139.7 |
3.5% |
50% |
False |
False |
35,478 |
20 |
4,708.0 |
3,724.0 |
984.0 |
24.4% |
152.2 |
3.8% |
32% |
False |
False |
39,468 |
40 |
5,125.0 |
3,724.0 |
1,401.0 |
34.7% |
134.4 |
3.3% |
22% |
False |
False |
36,647 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
37.2% |
104.8 |
2.6% |
21% |
False |
False |
24,492 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
37.2% |
88.1 |
2.2% |
21% |
False |
False |
18,384 |
100 |
5,495.0 |
3,724.0 |
1,771.0 |
43.9% |
78.9 |
2.0% |
18% |
False |
False |
14,735 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,483.0 |
2.618 |
4,313.3 |
1.618 |
4,209.3 |
1.000 |
4,145.0 |
0.618 |
4,105.3 |
HIGH |
4,041.0 |
0.618 |
4,001.3 |
0.500 |
3,989.0 |
0.382 |
3,976.7 |
LOW |
3,937.0 |
0.618 |
3,872.7 |
1.000 |
3,833.0 |
1.618 |
3,768.7 |
2.618 |
3,664.7 |
4.250 |
3,495.0 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,019.7 |
3,999.5 |
PP |
4,004.3 |
3,964.0 |
S1 |
3,989.0 |
3,928.5 |
|