Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,330.0 |
4,222.0 |
-108.0 |
-2.5% |
3,857.0 |
High |
4,381.0 |
4,222.0 |
-159.0 |
-3.6% |
4,053.0 |
Low |
4,276.0 |
4,159.0 |
-117.0 |
-2.7% |
3,724.0 |
Close |
4,365.0 |
4,214.0 |
-151.0 |
-3.5% |
4,035.0 |
Range |
105.0 |
63.0 |
-42.0 |
-40.0% |
329.0 |
ATR |
179.6 |
181.5 |
1.9 |
1.1% |
0.0 |
Volume |
33,610 |
31,054 |
-2,556 |
-7.6% |
179,904 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,387.3 |
4,363.7 |
4,248.7 |
|
R3 |
4,324.3 |
4,300.7 |
4,231.3 |
|
R2 |
4,261.3 |
4,261.3 |
4,225.6 |
|
R1 |
4,237.7 |
4,237.7 |
4,219.8 |
4,218.0 |
PP |
4,198.3 |
4,198.3 |
4,198.3 |
4,188.5 |
S1 |
4,174.7 |
4,174.7 |
4,208.2 |
4,155.0 |
S2 |
4,135.3 |
4,135.3 |
4,202.5 |
|
S3 |
4,072.3 |
4,111.7 |
4,196.7 |
|
S4 |
4,009.3 |
4,048.7 |
4,179.4 |
|
|
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 |
3,937.0 |
444.0 |
10.5% |
110.2 |
2.6% |
62% |
False |
False |
31,374 |
10 |
4,381.0 |
3,724.0 |
657.0 |
15.6% |
133.8 |
3.2% |
75% |
False |
False |
34,264 |
20 |
4,500.0 |
3,724.0 |
776.0 |
18.4% |
138.8 |
3.3% |
63% |
False |
False |
37,982 |
40 |
5,097.0 |
3,724.0 |
1,373.0 |
32.6% |
136.9 |
3.2% |
36% |
False |
False |
39,686 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
35.6% |
109.7 |
2.6% |
33% |
False |
False |
26,608 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
35.6% |
91.8 |
2.2% |
33% |
False |
False |
19,976 |
100 |
5,399.0 |
3,724.0 |
1,675.0 |
39.7% |
82.8 |
2.0% |
29% |
False |
False |
16,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,489.8 |
2.618 |
4,386.9 |
1.618 |
4,323.9 |
1.000 |
4,285.0 |
0.618 |
4,260.9 |
HIGH |
4,222.0 |
0.618 |
4,197.9 |
0.500 |
4,190.5 |
0.382 |
4,183.1 |
LOW |
4,159.0 |
0.618 |
4,120.1 |
1.000 |
4,096.0 |
1.618 |
4,057.1 |
2.618 |
3,994.1 |
4.250 |
3,891.3 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,206.2 |
4,248.0 |
PP |
4,198.3 |
4,236.7 |
S1 |
4,190.5 |
4,225.3 |
|