| 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 |
5,053.0 |
5,340.0 |
287.0 |
5.7% |
4,197.5 |
| High |
5,356.0 |
5,344.0 |
-12.0 |
-0.2% |
5,113.0 |
| Low |
5,013.5 |
5,020.5 |
7.0 |
0.1% |
4,080.0 |
| Close |
5,306.5 |
5,197.5 |
-109.0 |
-2.1% |
5,065.0 |
| Range |
342.5 |
323.5 |
-19.0 |
-5.5% |
1,033.0 |
| ATR |
343.7 |
342.2 |
-1.4 |
-0.4% |
0.0 |
| Volume |
164,780 |
168,175 |
3,395 |
2.1% |
1,165,877 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,157.8 |
6,001.2 |
5,375.4 |
|
| R3 |
5,834.3 |
5,677.7 |
5,286.5 |
|
| R2 |
5,510.8 |
5,510.8 |
5,256.8 |
|
| R1 |
5,354.2 |
5,354.2 |
5,227.2 |
5,270.8 |
| PP |
5,187.3 |
5,187.3 |
5,187.3 |
5,145.6 |
| S1 |
5,030.7 |
5,030.7 |
5,167.8 |
4,947.3 |
| S2 |
4,863.8 |
4,863.8 |
5,138.2 |
|
| S3 |
4,540.3 |
4,707.2 |
5,108.5 |
|
| S4 |
4,216.8 |
4,383.7 |
5,019.6 |
|
|
| 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 |
5,356.0 |
4,788.5 |
567.5 |
10.9% |
268.1 |
5.2% |
72% |
False |
False |
163,842 |
| 10 |
5,356.0 |
4,032.5 |
1,323.5 |
25.5% |
329.0 |
6.3% |
88% |
False |
False |
219,284 |
| 20 |
5,419.5 |
4,032.5 |
1,387.0 |
26.7% |
361.2 |
6.9% |
84% |
False |
False |
245,669 |
| 40 |
6,320.5 |
4,032.5 |
2,288.0 |
44.0% |
294.6 |
5.7% |
51% |
False |
False |
215,707 |
| 60 |
6,637.0 |
4,032.5 |
2,604.5 |
50.1% |
238.1 |
4.6% |
45% |
False |
False |
144,503 |
| 80 |
6,738.0 |
4,032.5 |
2,705.5 |
52.1% |
210.6 |
4.1% |
43% |
False |
False |
108,572 |
| 100 |
6,920.0 |
4,032.5 |
2,887.5 |
55.6% |
196.8 |
3.8% |
40% |
False |
False |
87,235 |
| 120 |
7,292.0 |
4,032.5 |
3,259.5 |
62.7% |
181.6 |
3.5% |
36% |
False |
False |
72,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,718.9 |
|
2.618 |
6,190.9 |
|
1.618 |
5,867.4 |
|
1.000 |
5,667.5 |
|
0.618 |
5,543.9 |
|
HIGH |
5,344.0 |
|
0.618 |
5,220.4 |
|
0.500 |
5,182.3 |
|
0.382 |
5,144.1 |
|
LOW |
5,020.5 |
|
0.618 |
4,820.6 |
|
1.000 |
4,697.0 |
|
1.618 |
4,497.1 |
|
2.618 |
4,173.6 |
|
4.250 |
3,645.6 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,192.4 |
5,188.9 |
| PP |
5,187.3 |
5,180.3 |
| S1 |
5,182.3 |
5,171.8 |
|