Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,157.0 |
4,330.0 |
173.0 |
4.2% |
3,857.0 |
High |
4,234.0 |
4,381.0 |
147.0 |
3.5% |
4,053.0 |
Low |
4,115.0 |
4,276.0 |
161.0 |
3.9% |
3,724.0 |
Close |
4,209.0 |
4,365.0 |
156.0 |
3.7% |
4,035.0 |
Range |
119.0 |
105.0 |
-14.0 |
-11.8% |
329.0 |
ATR |
180.2 |
179.6 |
-0.6 |
-0.3% |
0.0 |
Volume |
28,827 |
33,610 |
4,783 |
16.6% |
179,904 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,655.7 |
4,615.3 |
4,422.8 |
|
R3 |
4,550.7 |
4,510.3 |
4,393.9 |
|
R2 |
4,445.7 |
4,445.7 |
4,384.3 |
|
R1 |
4,405.3 |
4,405.3 |
4,374.6 |
4,425.5 |
PP |
4,340.7 |
4,340.7 |
4,340.7 |
4,350.8 |
S1 |
4,300.3 |
4,300.3 |
4,355.4 |
4,320.5 |
S2 |
4,235.7 |
4,235.7 |
4,345.8 |
|
S3 |
4,130.7 |
4,195.3 |
4,336.1 |
|
S4 |
4,025.7 |
4,090.3 |
4,307.3 |
|
|
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 |
4,381.0 |
3,908.0 |
473.0 |
10.8% |
126.6 |
2.9% |
97% |
True |
False |
33,316 |
10 |
4,381.0 |
3,724.0 |
657.0 |
15.1% |
134.7 |
3.1% |
98% |
True |
False |
34,632 |
20 |
4,500.0 |
3,724.0 |
776.0 |
17.8% |
141.4 |
3.2% |
83% |
False |
False |
38,833 |
40 |
5,097.0 |
3,724.0 |
1,373.0 |
31.5% |
137.8 |
3.2% |
47% |
False |
False |
39,008 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
34.4% |
109.5 |
2.5% |
43% |
False |
False |
26,092 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
34.4% |
91.2 |
2.1% |
43% |
False |
False |
19,588 |
100 |
5,468.0 |
3,724.0 |
1,744.0 |
40.0% |
82.7 |
1.9% |
37% |
False |
False |
15,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,827.3 |
2.618 |
4,655.9 |
1.618 |
4,550.9 |
1.000 |
4,486.0 |
0.618 |
4,445.9 |
HIGH |
4,381.0 |
0.618 |
4,340.9 |
0.500 |
4,328.5 |
0.382 |
4,316.1 |
LOW |
4,276.0 |
0.618 |
4,211.1 |
1.000 |
4,171.0 |
1.618 |
4,106.1 |
2.618 |
4,001.1 |
4.250 |
3,829.8 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,352.8 |
4,319.2 |
PP |
4,340.7 |
4,273.3 |
S1 |
4,328.5 |
4,227.5 |
|