Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,430.0 |
4,635.5 |
205.5 |
4.6% |
3,694.0 |
High |
4,688.0 |
4,637.0 |
-51.0 |
-1.1% |
4,433.5 |
Low |
4,399.0 |
4,442.0 |
43.0 |
1.0% |
3,652.5 |
Close |
4,643.5 |
4,535.5 |
-108.0 |
-2.3% |
4,378.5 |
Range |
289.0 |
195.0 |
-94.0 |
-32.5% |
781.0 |
ATR |
298.3 |
291.4 |
-6.9 |
-2.3% |
0.0 |
Volume |
145,105 |
172,136 |
27,031 |
18.6% |
1,038,292 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,123.0 |
5,024.5 |
4,643.0 |
|
R3 |
4,928.0 |
4,829.5 |
4,589.0 |
|
R2 |
4,733.0 |
4,733.0 |
4,571.0 |
|
R1 |
4,634.5 |
4,634.5 |
4,553.5 |
4,586.0 |
PP |
4,538.0 |
4,538.0 |
4,538.0 |
4,514.0 |
S1 |
4,439.5 |
4,439.5 |
4,517.5 |
4,391.0 |
S2 |
4,343.0 |
4,343.0 |
4,500.0 |
|
S3 |
4,148.0 |
4,244.5 |
4,482.0 |
|
S4 |
3,953.0 |
4,049.5 |
4,428.0 |
|
|
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 |
4,688.0 |
4,191.0 |
497.0 |
11.0% |
201.5 |
4.4% |
69% |
False |
False |
178,331 |
10 |
4,688.0 |
3,652.5 |
1,035.5 |
22.8% |
248.5 |
5.5% |
85% |
False |
False |
186,481 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
22.8% |
297.5 |
6.6% |
85% |
False |
False |
210,617 |
40 |
5,460.0 |
3,652.5 |
1,807.5 |
39.9% |
267.0 |
5.9% |
49% |
False |
False |
188,960 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
44.9% |
212.0 |
4.7% |
43% |
False |
False |
126,118 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
44.9% |
178.0 |
3.9% |
43% |
False |
False |
94,651 |
100 |
5,857.5 |
3,652.5 |
2,205.0 |
48.6% |
155.5 |
3.4% |
40% |
False |
False |
75,758 |
120 |
6,299.5 |
3,652.5 |
2,647.0 |
58.4% |
133.0 |
2.9% |
33% |
False |
False |
63,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,466.0 |
2.618 |
5,147.5 |
1.618 |
4,952.5 |
1.000 |
4,832.0 |
0.618 |
4,757.5 |
HIGH |
4,637.0 |
0.618 |
4,562.5 |
0.500 |
4,539.5 |
0.382 |
4,516.5 |
LOW |
4,442.0 |
0.618 |
4,321.5 |
1.000 |
4,247.0 |
1.618 |
4,126.5 |
2.618 |
3,931.5 |
4.250 |
3,613.0 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,539.5 |
4,529.5 |
PP |
4,538.0 |
4,523.5 |
S1 |
4,537.0 |
4,518.0 |
|