Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,330.0 |
4,284.0 |
-46.0 |
-1.1% |
3,694.0 |
High |
4,352.5 |
4,433.5 |
81.0 |
1.9% |
4,433.5 |
Low |
4,195.5 |
4,191.0 |
-4.5 |
-0.1% |
3,652.5 |
Close |
4,271.5 |
4,378.5 |
107.0 |
2.5% |
4,378.5 |
Range |
157.0 |
242.5 |
85.5 |
54.5% |
781.0 |
ATR |
317.9 |
312.6 |
-5.4 |
-1.7% |
0.0 |
Volume |
211,721 |
183,848 |
-27,873 |
-13.2% |
1,038,292 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,062.0 |
4,962.5 |
4,512.0 |
|
R3 |
4,819.5 |
4,720.0 |
4,445.0 |
|
R2 |
4,577.0 |
4,577.0 |
4,423.0 |
|
R1 |
4,477.5 |
4,477.5 |
4,400.5 |
4,527.0 |
PP |
4,334.5 |
4,334.5 |
4,334.5 |
4,359.0 |
S1 |
4,235.0 |
4,235.0 |
4,356.5 |
4,285.0 |
S2 |
4,092.0 |
4,092.0 |
4,334.0 |
|
S3 |
3,849.5 |
3,992.5 |
4,312.0 |
|
S4 |
3,607.0 |
3,750.0 |
4,245.0 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,498.0 |
6,219.0 |
4,808.0 |
|
R3 |
5,717.0 |
5,438.0 |
4,593.5 |
|
R2 |
4,936.0 |
4,936.0 |
4,521.5 |
|
R1 |
4,657.0 |
4,657.0 |
4,450.0 |
4,796.5 |
PP |
4,155.0 |
4,155.0 |
4,155.0 |
4,224.5 |
S1 |
3,876.0 |
3,876.0 |
4,307.0 |
4,015.5 |
S2 |
3,374.0 |
3,374.0 |
4,235.5 |
|
S3 |
2,593.0 |
3,095.0 |
4,163.5 |
|
S4 |
1,812.0 |
2,314.0 |
3,949.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,433.5 |
3,652.5 |
781.0 |
17.8% |
276.5 |
6.3% |
93% |
True |
False |
207,658 |
10 |
4,433.5 |
3,652.5 |
781.0 |
17.8% |
274.0 |
6.3% |
93% |
True |
False |
188,172 |
20 |
4,815.0 |
3,652.5 |
1,162.5 |
26.6% |
322.0 |
7.4% |
62% |
False |
False |
217,809 |
40 |
5,571.5 |
3,652.5 |
1,919.0 |
43.8% |
262.0 |
6.0% |
38% |
False |
False |
176,656 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
46.5% |
205.0 |
4.7% |
36% |
False |
False |
117,858 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
46.5% |
175.0 |
4.0% |
36% |
False |
False |
88,452 |
100 |
5,969.0 |
3,652.5 |
2,316.5 |
52.9% |
150.5 |
3.4% |
31% |
False |
False |
70,798 |
120 |
6,421.0 |
3,652.5 |
2,768.5 |
63.2% |
128.0 |
2.9% |
26% |
False |
False |
59,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,464.0 |
2.618 |
5,068.5 |
1.618 |
4,826.0 |
1.000 |
4,676.0 |
0.618 |
4,583.5 |
HIGH |
4,433.5 |
0.618 |
4,341.0 |
0.500 |
4,312.0 |
0.382 |
4,283.5 |
LOW |
4,191.0 |
0.618 |
4,041.0 |
1.000 |
3,948.5 |
1.618 |
3,798.5 |
2.618 |
3,556.0 |
4.250 |
3,160.5 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,356.5 |
4,332.5 |
PP |
4,334.5 |
4,286.5 |
S1 |
4,312.0 |
4,241.0 |
|