Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,044.0 |
4,167.0 |
123.0 |
3.0% |
4,107.0 |
High |
4,131.0 |
4,207.0 |
76.0 |
1.8% |
4,381.0 |
Low |
3,982.0 |
4,092.0 |
110.0 |
2.8% |
3,982.0 |
Close |
4,123.0 |
4,097.0 |
-26.0 |
-0.6% |
4,123.0 |
Range |
149.0 |
115.0 |
-34.0 |
-22.8% |
399.0 |
ATR |
185.1 |
180.1 |
-5.0 |
-2.7% |
0.0 |
Volume |
36,314 |
39,047 |
2,733 |
7.5% |
163,938 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,477.0 |
4,402.0 |
4,160.3 |
|
R3 |
4,362.0 |
4,287.0 |
4,128.6 |
|
R2 |
4,247.0 |
4,247.0 |
4,118.1 |
|
R1 |
4,172.0 |
4,172.0 |
4,107.5 |
4,152.0 |
PP |
4,132.0 |
4,132.0 |
4,132.0 |
4,122.0 |
S1 |
4,057.0 |
4,057.0 |
4,086.5 |
4,037.0 |
S2 |
4,017.0 |
4,017.0 |
4,075.9 |
|
S3 |
3,902.0 |
3,942.0 |
4,065.4 |
|
S4 |
3,787.0 |
3,827.0 |
4,033.8 |
|
|
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% |
110.2 |
2.7% |
29% |
False |
False |
33,770 |
10 |
4,381.0 |
3,724.0 |
657.0 |
16.0% |
126.8 |
3.1% |
57% |
False |
False |
34,845 |
20 |
4,500.0 |
3,724.0 |
776.0 |
18.9% |
135.9 |
3.3% |
48% |
False |
False |
36,644 |
40 |
5,097.0 |
3,724.0 |
1,373.0 |
33.5% |
138.6 |
3.4% |
27% |
False |
False |
39,669 |
60 |
5,226.0 |
3,724.0 |
1,502.0 |
36.7% |
112.9 |
2.8% |
25% |
False |
False |
27,863 |
80 |
5,226.0 |
3,724.0 |
1,502.0 |
36.7% |
94.3 |
2.3% |
25% |
False |
False |
20,918 |
100 |
5,370.0 |
3,724.0 |
1,646.0 |
40.2% |
84.7 |
2.1% |
23% |
False |
False |
16,761 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,695.8 |
2.618 |
4,508.1 |
1.618 |
4,393.1 |
1.000 |
4,322.0 |
0.618 |
4,278.1 |
HIGH |
4,207.0 |
0.618 |
4,163.1 |
0.500 |
4,149.5 |
0.382 |
4,135.9 |
LOW |
4,092.0 |
0.618 |
4,020.9 |
1.000 |
3,977.0 |
1.618 |
3,905.9 |
2.618 |
3,790.9 |
4.250 |
3,603.3 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,149.5 |
4,102.0 |
PP |
4,132.0 |
4,100.3 |
S1 |
4,114.5 |
4,098.7 |
|