Trading Metrics calculated at close of trading on 04-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,445.0 |
4,430.0 |
-15.0 |
-0.3% |
3,694.0 |
High |
4,471.0 |
4,688.0 |
217.0 |
4.9% |
4,433.5 |
Low |
4,347.5 |
4,399.0 |
51.5 |
1.2% |
3,652.5 |
Close |
4,431.0 |
4,643.5 |
212.5 |
4.8% |
4,378.5 |
Range |
123.5 |
289.0 |
165.5 |
134.0% |
781.0 |
ATR |
299.1 |
298.3 |
-0.7 |
-0.2% |
0.0 |
Volume |
178,848 |
145,105 |
-33,743 |
-18.9% |
1,038,292 |
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,444.0 |
5,332.5 |
4,802.5 |
|
R3 |
5,155.0 |
5,043.5 |
4,723.0 |
|
R2 |
4,866.0 |
4,866.0 |
4,696.5 |
|
R1 |
4,754.5 |
4,754.5 |
4,670.0 |
4,810.0 |
PP |
4,577.0 |
4,577.0 |
4,577.0 |
4,604.5 |
S1 |
4,465.5 |
4,465.5 |
4,617.0 |
4,521.0 |
S2 |
4,288.0 |
4,288.0 |
4,590.5 |
|
S3 |
3,999.0 |
4,176.5 |
4,564.0 |
|
S4 |
3,710.0 |
3,887.5 |
4,484.5 |
|
|
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 |
4,688.0 |
4,048.0 |
640.0 |
13.8% |
220.0 |
4.7% |
93% |
True |
False |
184,733 |
10 |
4,688.0 |
3,652.5 |
1,035.5 |
22.3% |
264.5 |
5.7% |
96% |
True |
False |
185,138 |
20 |
4,700.0 |
3,652.5 |
1,047.5 |
22.6% |
310.0 |
6.7% |
95% |
False |
False |
215,369 |
40 |
5,460.0 |
3,652.5 |
1,807.5 |
38.9% |
264.5 |
5.7% |
55% |
False |
False |
184,729 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
43.9% |
209.5 |
4.5% |
49% |
False |
False |
123,252 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
43.9% |
177.0 |
3.8% |
49% |
False |
False |
92,500 |
100 |
5,969.0 |
3,652.5 |
2,316.5 |
49.9% |
154.0 |
3.3% |
43% |
False |
False |
74,037 |
120 |
6,421.0 |
3,652.5 |
2,768.5 |
59.6% |
131.0 |
2.8% |
36% |
False |
False |
61,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,916.0 |
2.618 |
5,444.5 |
1.618 |
5,155.5 |
1.000 |
4,977.0 |
0.618 |
4,866.5 |
HIGH |
4,688.0 |
0.618 |
4,577.5 |
0.500 |
4,543.5 |
0.382 |
4,509.5 |
LOW |
4,399.0 |
0.618 |
4,220.5 |
1.000 |
4,110.0 |
1.618 |
3,931.5 |
2.618 |
3,642.5 |
4.250 |
3,171.0 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,610.0 |
4,575.5 |
PP |
4,577.0 |
4,507.5 |
S1 |
4,543.5 |
4,439.5 |
|