Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,040.0 |
4,107.0 |
67.0 |
1.7% |
3,857.0 |
High |
4,041.0 |
4,234.0 |
193.0 |
4.8% |
4,053.0 |
Low |
3,937.0 |
4,074.0 |
137.0 |
3.5% |
3,724.0 |
Close |
4,035.0 |
4,177.0 |
142.0 |
3.5% |
4,035.0 |
Range |
104.0 |
160.0 |
56.0 |
53.8% |
329.0 |
ATR |
183.8 |
184.9 |
1.1 |
0.6% |
0.0 |
Volume |
29,250 |
34,133 |
4,883 |
16.7% |
179,904 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,641.7 |
4,569.3 |
4,265.0 |
|
R3 |
4,481.7 |
4,409.3 |
4,221.0 |
|
R2 |
4,321.7 |
4,321.7 |
4,206.3 |
|
R1 |
4,249.3 |
4,249.3 |
4,191.7 |
4,285.5 |
PP |
4,161.7 |
4,161.7 |
4,161.7 |
4,179.8 |
S1 |
4,089.3 |
4,089.3 |
4,162.3 |
4,125.5 |
S2 |
4,001.7 |
4,001.7 |
4,147.7 |
|
S3 |
3,841.7 |
3,929.3 |
4,133.0 |
|
S4 |
3,681.7 |
3,769.3 |
4,089.0 |
|
|
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 |
4,234.0 |
3,724.0 |
510.0 |
12.2% |
143.4 |
3.4% |
89% |
True |
False |
35,919 |
10 |
4,340.0 |
3,724.0 |
616.0 |
14.7% |
138.6 |
3.3% |
74% |
False |
False |
34,796 |
20 |
4,708.0 |
3,724.0 |
984.0 |
23.6% |
152.7 |
3.7% |
46% |
False |
False |
40,196 |
40 |
5,113.0 |
3,724.0 |
1,389.0 |
33.3% |
136.5 |
3.3% |
33% |
False |
False |
37,488 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
36.0% |
106.6 |
2.6% |
30% |
False |
False |
25,058 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
36.0% |
89.5 |
2.1% |
30% |
False |
False |
18,810 |
100 |
5,495.0 |
3,724.0 |
1,771.0 |
42.4% |
80.5 |
1.9% |
26% |
False |
False |
15,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,914.0 |
2.618 |
4,652.9 |
1.618 |
4,492.9 |
1.000 |
4,394.0 |
0.618 |
4,332.9 |
HIGH |
4,234.0 |
0.618 |
4,172.9 |
0.500 |
4,154.0 |
0.382 |
4,135.1 |
LOW |
4,074.0 |
0.618 |
3,975.1 |
1.000 |
3,914.0 |
1.618 |
3,815.1 |
2.618 |
3,655.1 |
4.250 |
3,394.0 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,169.3 |
4,141.7 |
PP |
4,161.7 |
4,106.3 |
S1 |
4,154.0 |
4,071.0 |
|