Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,635.5 |
4,377.5 |
-258.0 |
-5.6% |
3,694.0 |
High |
4,637.0 |
4,475.0 |
-162.0 |
-3.5% |
4,433.5 |
Low |
4,442.0 |
4,189.5 |
-252.5 |
-5.7% |
3,652.5 |
Close |
4,535.5 |
4,267.0 |
-268.5 |
-5.9% |
4,378.5 |
Range |
195.0 |
285.5 |
90.5 |
46.4% |
781.0 |
ATR |
291.4 |
295.3 |
3.9 |
1.3% |
0.0 |
Volume |
172,136 |
150,591 |
-21,545 |
-12.5% |
1,038,292 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,167.0 |
5,002.5 |
4,424.0 |
|
R3 |
4,881.5 |
4,717.0 |
4,345.5 |
|
R2 |
4,596.0 |
4,596.0 |
4,319.5 |
|
R1 |
4,431.5 |
4,431.5 |
4,293.0 |
4,371.0 |
PP |
4,310.5 |
4,310.5 |
4,310.5 |
4,280.0 |
S1 |
4,146.0 |
4,146.0 |
4,241.0 |
4,085.5 |
S2 |
4,025.0 |
4,025.0 |
4,214.5 |
|
S3 |
3,739.5 |
3,860.5 |
4,188.5 |
|
S4 |
3,454.0 |
3,575.0 |
4,110.0 |
|
|
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 |
4,189.5 |
498.5 |
11.7% |
227.0 |
5.3% |
16% |
False |
True |
166,105 |
10 |
4,688.0 |
3,652.5 |
1,035.5 |
24.3% |
251.0 |
5.9% |
59% |
False |
False |
185,778 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
24.3% |
290.0 |
6.8% |
59% |
False |
False |
207,405 |
40 |
5,460.0 |
3,652.5 |
1,807.5 |
42.4% |
270.5 |
6.3% |
34% |
False |
False |
192,515 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
47.8% |
215.0 |
5.0% |
30% |
False |
False |
128,624 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
47.8% |
180.0 |
4.2% |
30% |
False |
False |
96,533 |
100 |
5,837.0 |
3,652.5 |
2,184.5 |
51.2% |
158.0 |
3.7% |
28% |
False |
False |
77,264 |
120 |
6,299.5 |
3,652.5 |
2,647.0 |
62.0% |
135.0 |
3.2% |
23% |
False |
False |
64,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,688.5 |
2.618 |
5,222.5 |
1.618 |
4,937.0 |
1.000 |
4,760.5 |
0.618 |
4,651.5 |
HIGH |
4,475.0 |
0.618 |
4,366.0 |
0.500 |
4,332.0 |
0.382 |
4,298.5 |
LOW |
4,189.5 |
0.618 |
4,013.0 |
1.000 |
3,904.0 |
1.618 |
3,727.5 |
2.618 |
3,442.0 |
4.250 |
2,976.0 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,332.0 |
4,439.0 |
PP |
4,310.5 |
4,381.5 |
S1 |
4,289.0 |
4,324.0 |
|