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 |
4,917.5 |
4,887.0 |
-30.5 |
-0.6% |
4,197.5 |
High |
5,048.5 |
5,113.0 |
64.5 |
1.3% |
5,113.0 |
Low |
4,830.0 |
4,788.5 |
-41.5 |
-0.9% |
4,080.0 |
Close |
4,900.5 |
5,065.0 |
164.5 |
3.4% |
5,065.0 |
Range |
218.5 |
324.5 |
106.0 |
48.5% |
1,033.0 |
ATR |
362.8 |
360.1 |
-2.7 |
-0.8% |
0.0 |
Volume |
185,136 |
172,810 |
-12,326 |
-6.7% |
1,165,877 |
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,962.3 |
5,838.2 |
5,243.5 |
|
R3 |
5,637.8 |
5,513.7 |
5,154.2 |
|
R2 |
5,313.3 |
5,313.3 |
5,124.5 |
|
R1 |
5,189.2 |
5,189.2 |
5,094.7 |
5,251.3 |
PP |
4,988.8 |
4,988.8 |
4,988.8 |
5,019.9 |
S1 |
4,864.7 |
4,864.7 |
5,035.3 |
4,926.8 |
S2 |
4,664.3 |
4,664.3 |
5,005.5 |
|
S3 |
4,339.8 |
4,540.2 |
4,975.8 |
|
S4 |
4,015.3 |
4,215.7 |
4,886.5 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,851.7 |
7,491.3 |
5,633.2 |
|
R3 |
6,818.7 |
6,458.3 |
5,349.1 |
|
R2 |
5,785.7 |
5,785.7 |
5,254.4 |
|
R1 |
5,425.3 |
5,425.3 |
5,159.7 |
5,605.5 |
PP |
4,752.7 |
4,752.7 |
4,752.7 |
4,842.8 |
S1 |
4,392.3 |
4,392.3 |
4,970.3 |
4,572.5 |
S2 |
3,719.7 |
3,719.7 |
4,875.6 |
|
S3 |
2,686.7 |
3,359.3 |
4,780.9 |
|
S4 |
1,653.7 |
2,326.3 |
4,496.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,113.0 |
4,080.0 |
1,033.0 |
20.4% |
364.3 |
7.2% |
95% |
True |
False |
233,175 |
10 |
5,113.0 |
4,032.5 |
1,080.5 |
21.3% |
331.2 |
6.5% |
96% |
True |
False |
227,587 |
20 |
5,621.5 |
4,032.5 |
1,589.0 |
31.4% |
377.3 |
7.4% |
65% |
False |
False |
278,170 |
40 |
6,432.0 |
4,032.5 |
2,399.5 |
47.4% |
284.7 |
5.6% |
43% |
False |
False |
204,550 |
60 |
6,738.0 |
4,032.5 |
2,705.5 |
53.4% |
229.7 |
4.5% |
38% |
False |
False |
136,860 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
53.4% |
206.5 |
4.1% |
38% |
False |
False |
102,843 |
100 |
7,012.5 |
4,032.5 |
2,980.0 |
58.8% |
192.3 |
3.8% |
35% |
False |
False |
82,784 |
120 |
7,421.0 |
4,032.5 |
3,388.5 |
66.9% |
177.6 |
3.5% |
30% |
False |
False |
69,136 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,492.1 |
2.618 |
5,962.5 |
1.618 |
5,638.0 |
1.000 |
5,437.5 |
0.618 |
5,313.5 |
HIGH |
5,113.0 |
0.618 |
4,989.0 |
0.500 |
4,950.8 |
0.382 |
4,912.5 |
LOW |
4,788.5 |
0.618 |
4,588.0 |
1.000 |
4,464.0 |
1.618 |
4,263.5 |
2.618 |
3,939.0 |
4.250 |
3,409.4 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
5,026.9 |
5,004.1 |
PP |
4,988.8 |
4,943.2 |
S1 |
4,950.8 |
4,882.3 |
|