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 |
4,314.5 |
4,550.0 |
235.5 |
5.5% |
4,445.0 |
High |
4,439.0 |
4,550.0 |
111.0 |
2.5% |
4,688.0 |
Low |
4,254.0 |
4,285.5 |
31.5 |
0.7% |
4,189.5 |
Close |
4,354.5 |
4,402.5 |
48.0 |
1.1% |
4,354.5 |
Range |
185.0 |
264.5 |
79.5 |
43.0% |
498.5 |
ATR |
287.4 |
285.8 |
-1.6 |
-0.6% |
0.0 |
Volume |
226,713 |
170,221 |
-56,492 |
-24.9% |
873,393 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,206.0 |
5,069.0 |
4,548.0 |
|
R3 |
4,941.5 |
4,804.5 |
4,475.0 |
|
R2 |
4,677.0 |
4,677.0 |
4,451.0 |
|
R1 |
4,540.0 |
4,540.0 |
4,426.5 |
4,476.0 |
PP |
4,412.5 |
4,412.5 |
4,412.5 |
4,381.0 |
S1 |
4,275.5 |
4,275.5 |
4,378.5 |
4,212.0 |
S2 |
4,148.0 |
4,148.0 |
4,354.0 |
|
S3 |
3,883.5 |
4,011.0 |
4,330.0 |
|
S4 |
3,619.0 |
3,746.5 |
4,257.0 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,906.0 |
5,629.0 |
4,628.5 |
|
R3 |
5,407.5 |
5,130.5 |
4,491.5 |
|
R2 |
4,909.0 |
4,909.0 |
4,446.0 |
|
R1 |
4,632.0 |
4,632.0 |
4,400.0 |
4,521.0 |
PP |
4,410.5 |
4,410.5 |
4,410.5 |
4,355.5 |
S1 |
4,133.5 |
4,133.5 |
4,309.0 |
4,023.0 |
S2 |
3,912.0 |
3,912.0 |
4,263.0 |
|
S3 |
3,413.5 |
3,635.0 |
4,217.5 |
|
S4 |
2,915.0 |
3,136.5 |
4,080.5 |
|
|
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 |
11.3% |
244.0 |
5.5% |
43% |
False |
False |
172,953 |
10 |
4,688.0 |
3,835.5 |
852.5 |
19.4% |
243.0 |
5.5% |
67% |
False |
False |
183,528 |
20 |
4,688.0 |
3,652.5 |
1,035.5 |
23.5% |
275.5 |
6.3% |
72% |
False |
False |
194,603 |
40 |
5,448.0 |
3,652.5 |
1,795.5 |
40.8% |
274.5 |
6.2% |
42% |
False |
False |
200,884 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
46.3% |
219.5 |
5.0% |
37% |
False |
False |
135,233 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
46.3% |
183.0 |
4.2% |
37% |
False |
False |
101,494 |
100 |
5,752.5 |
3,652.5 |
2,100.0 |
47.7% |
162.0 |
3.7% |
36% |
False |
False |
81,233 |
120 |
6,184.5 |
3,652.5 |
2,532.0 |
57.5% |
138.5 |
3.1% |
30% |
False |
False |
67,696 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,674.0 |
2.618 |
5,242.5 |
1.618 |
4,978.0 |
1.000 |
4,814.5 |
0.618 |
4,713.5 |
HIGH |
4,550.0 |
0.618 |
4,449.0 |
0.500 |
4,418.0 |
0.382 |
4,386.5 |
LOW |
4,285.5 |
0.618 |
4,122.0 |
1.000 |
4,021.0 |
1.618 |
3,857.5 |
2.618 |
3,593.0 |
4.250 |
3,161.5 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,418.0 |
4,391.5 |
PP |
4,412.5 |
4,380.5 |
S1 |
4,407.5 |
4,370.0 |
|