Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,887.0 |
5,095.0 |
208.0 |
4.3% |
4,197.5 |
High |
5,113.0 |
5,119.0 |
6.0 |
0.1% |
5,113.0 |
Low |
4,788.5 |
4,987.5 |
199.0 |
4.2% |
4,080.0 |
Close |
5,065.0 |
5,037.5 |
-27.5 |
-0.5% |
5,065.0 |
Range |
324.5 |
131.5 |
-193.0 |
-59.5% |
1,033.0 |
ATR |
360.1 |
343.8 |
-16.3 |
-4.5% |
0.0 |
Volume |
172,810 |
128,309 |
-44,501 |
-25.8% |
1,165,877 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,442.5 |
5,371.5 |
5,109.8 |
|
R3 |
5,311.0 |
5,240.0 |
5,073.7 |
|
R2 |
5,179.5 |
5,179.5 |
5,061.6 |
|
R1 |
5,108.5 |
5,108.5 |
5,049.6 |
5,078.3 |
PP |
5,048.0 |
5,048.0 |
5,048.0 |
5,032.9 |
S1 |
4,977.0 |
4,977.0 |
5,025.4 |
4,946.8 |
S2 |
4,916.5 |
4,916.5 |
5,013.4 |
|
S3 |
4,785.0 |
4,845.5 |
5,001.3 |
|
S4 |
4,653.5 |
4,714.0 |
4,965.2 |
|
|
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 |
5,119.0 |
4,415.0 |
704.0 |
14.0% |
305.9 |
6.1% |
88% |
True |
False |
207,577 |
10 |
5,119.0 |
4,032.5 |
1,086.5 |
21.6% |
324.8 |
6.4% |
92% |
True |
False |
223,281 |
20 |
5,554.5 |
4,032.5 |
1,522.0 |
30.2% |
368.9 |
7.3% |
66% |
False |
False |
269,231 |
40 |
6,400.0 |
4,032.5 |
2,367.5 |
47.0% |
284.6 |
5.6% |
42% |
False |
False |
207,656 |
60 |
6,730.5 |
4,032.5 |
2,698.0 |
53.6% |
230.8 |
4.6% |
37% |
False |
False |
138,993 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
53.7% |
206.9 |
4.1% |
37% |
False |
False |
104,437 |
100 |
7,012.5 |
4,032.5 |
2,980.0 |
59.2% |
192.2 |
3.8% |
34% |
False |
False |
84,026 |
120 |
7,374.5 |
4,032.5 |
3,342.0 |
66.3% |
178.2 |
3.5% |
30% |
False |
False |
70,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,677.9 |
2.618 |
5,463.3 |
1.618 |
5,331.8 |
1.000 |
5,250.5 |
0.618 |
5,200.3 |
HIGH |
5,119.0 |
0.618 |
5,068.8 |
0.500 |
5,053.3 |
0.382 |
5,037.7 |
LOW |
4,987.5 |
0.618 |
4,906.2 |
1.000 |
4,856.0 |
1.618 |
4,774.7 |
2.618 |
4,643.2 |
4.250 |
4,428.6 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
5,053.3 |
5,009.6 |
PP |
5,048.0 |
4,981.7 |
S1 |
5,042.8 |
4,953.8 |
|