Trading Metrics calculated at close of trading on 04-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,107.0 |
4,157.0 |
50.0 |
1.2% |
3,857.0 |
High |
4,234.0 |
4,234.0 |
0.0 |
0.0% |
4,053.0 |
Low |
4,074.0 |
4,115.0 |
41.0 |
1.0% |
3,724.0 |
Close |
4,177.0 |
4,209.0 |
32.0 |
0.8% |
4,035.0 |
Range |
160.0 |
119.0 |
-41.0 |
-25.6% |
329.0 |
ATR |
184.9 |
180.2 |
-4.7 |
-2.5% |
0.0 |
Volume |
34,133 |
28,827 |
-5,306 |
-15.5% |
179,904 |
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,543.0 |
4,495.0 |
4,274.5 |
|
R3 |
4,424.0 |
4,376.0 |
4,241.7 |
|
R2 |
4,305.0 |
4,305.0 |
4,230.8 |
|
R1 |
4,257.0 |
4,257.0 |
4,219.9 |
4,281.0 |
PP |
4,186.0 |
4,186.0 |
4,186.0 |
4,198.0 |
S1 |
4,138.0 |
4,138.0 |
4,198.1 |
4,162.0 |
S2 |
4,067.0 |
4,067.0 |
4,187.2 |
|
S3 |
3,948.0 |
4,019.0 |
4,176.3 |
|
S4 |
3,829.0 |
3,900.0 |
4,143.6 |
|
|
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 |
3,804.0 |
430.0 |
10.2% |
145.8 |
3.5% |
94% |
True |
False |
35,189 |
10 |
4,275.0 |
3,724.0 |
551.0 |
13.1% |
138.5 |
3.3% |
88% |
False |
False |
34,148 |
20 |
4,500.0 |
3,724.0 |
776.0 |
18.4% |
144.2 |
3.4% |
63% |
False |
False |
39,214 |
40 |
5,097.0 |
3,724.0 |
1,373.0 |
32.6% |
137.2 |
3.3% |
35% |
False |
False |
38,193 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
35.7% |
108.3 |
2.6% |
32% |
False |
False |
25,532 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
35.7% |
90.0 |
2.1% |
32% |
False |
False |
19,169 |
100 |
5,495.0 |
3,724.0 |
1,771.0 |
42.1% |
81.7 |
1.9% |
27% |
False |
False |
15,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,739.8 |
2.618 |
4,545.5 |
1.618 |
4,426.5 |
1.000 |
4,353.0 |
0.618 |
4,307.5 |
HIGH |
4,234.0 |
0.618 |
4,188.5 |
0.500 |
4,174.5 |
0.382 |
4,160.5 |
LOW |
4,115.0 |
0.618 |
4,041.5 |
1.000 |
3,996.0 |
1.618 |
3,922.5 |
2.618 |
3,803.5 |
4.250 |
3,609.3 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,197.5 |
4,167.8 |
PP |
4,186.0 |
4,126.7 |
S1 |
4,174.5 |
4,085.5 |
|