Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,222.0 |
4,044.0 |
-178.0 |
-4.2% |
4,107.0 |
High |
4,222.0 |
4,131.0 |
-91.0 |
-2.2% |
4,381.0 |
Low |
4,159.0 |
3,982.0 |
-177.0 |
-4.3% |
3,982.0 |
Close |
4,214.0 |
4,123.0 |
-91.0 |
-2.2% |
4,123.0 |
Range |
63.0 |
149.0 |
86.0 |
136.5% |
399.0 |
ATR |
181.5 |
185.1 |
3.6 |
2.0% |
0.0 |
Volume |
31,054 |
36,314 |
5,260 |
16.9% |
163,938 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,525.7 |
4,473.3 |
4,205.0 |
|
R3 |
4,376.7 |
4,324.3 |
4,164.0 |
|
R2 |
4,227.7 |
4,227.7 |
4,150.3 |
|
R1 |
4,175.3 |
4,175.3 |
4,136.7 |
4,201.5 |
PP |
4,078.7 |
4,078.7 |
4,078.7 |
4,091.8 |
S1 |
4,026.3 |
4,026.3 |
4,109.3 |
4,052.5 |
S2 |
3,929.7 |
3,929.7 |
4,095.7 |
|
S3 |
3,780.7 |
3,877.3 |
4,082.0 |
|
S4 |
3,631.7 |
3,728.3 |
4,041.1 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,359.0 |
5,140.0 |
4,342.5 |
|
R3 |
4,960.0 |
4,741.0 |
4,232.7 |
|
R2 |
4,561.0 |
4,561.0 |
4,196.2 |
|
R1 |
4,342.0 |
4,342.0 |
4,159.6 |
4,451.5 |
PP |
4,162.0 |
4,162.0 |
4,162.0 |
4,216.8 |
S1 |
3,943.0 |
3,943.0 |
4,086.4 |
4,052.5 |
S2 |
3,763.0 |
3,763.0 |
4,049.9 |
|
S3 |
3,364.0 |
3,544.0 |
4,013.3 |
|
S4 |
2,965.0 |
3,145.0 |
3,903.6 |
|
|
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 |
3,982.0 |
399.0 |
9.7% |
119.2 |
2.9% |
35% |
False |
True |
32,787 |
10 |
4,381.0 |
3,724.0 |
657.0 |
15.9% |
127.0 |
3.1% |
61% |
False |
False |
34,384 |
20 |
4,500.0 |
3,724.0 |
776.0 |
18.8% |
137.1 |
3.3% |
51% |
False |
False |
37,139 |
40 |
5,097.0 |
3,724.0 |
1,373.0 |
33.3% |
138.3 |
3.4% |
29% |
False |
False |
40,436 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
36.4% |
112.1 |
2.7% |
27% |
False |
False |
27,212 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
36.4% |
93.6 |
2.3% |
27% |
False |
False |
20,430 |
100 |
5,370.0 |
3,724.0 |
1,646.0 |
39.9% |
83.8 |
2.0% |
24% |
False |
False |
16,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,764.3 |
2.618 |
4,521.1 |
1.618 |
4,372.1 |
1.000 |
4,280.0 |
0.618 |
4,223.1 |
HIGH |
4,131.0 |
0.618 |
4,074.1 |
0.500 |
4,056.5 |
0.382 |
4,038.9 |
LOW |
3,982.0 |
0.618 |
3,889.9 |
1.000 |
3,833.0 |
1.618 |
3,740.9 |
2.618 |
3,591.9 |
4.250 |
3,348.8 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,100.8 |
4,181.5 |
PP |
4,078.7 |
4,162.0 |
S1 |
4,056.5 |
4,142.5 |
|