| 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 |
5,340.0 |
5,037.0 |
-303.0 |
-5.7% |
4,197.5 |
| High |
5,344.0 |
5,094.0 |
-250.0 |
-4.7% |
5,113.0 |
| Low |
5,020.5 |
4,699.0 |
-321.5 |
-6.4% |
4,080.0 |
| Close |
5,197.5 |
4,822.5 |
-375.0 |
-7.2% |
5,065.0 |
| Range |
323.5 |
395.0 |
71.5 |
22.1% |
1,033.0 |
| ATR |
342.2 |
353.4 |
11.2 |
3.3% |
0.0 |
| Volume |
168,175 |
246,620 |
78,445 |
46.6% |
1,165,877 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,056.8 |
5,834.7 |
5,039.8 |
|
| R3 |
5,661.8 |
5,439.7 |
4,931.1 |
|
| R2 |
5,266.8 |
5,266.8 |
4,894.9 |
|
| R1 |
5,044.7 |
5,044.7 |
4,858.7 |
4,958.3 |
| PP |
4,871.8 |
4,871.8 |
4,871.8 |
4,828.6 |
| S1 |
4,649.7 |
4,649.7 |
4,786.3 |
4,563.3 |
| S2 |
4,476.8 |
4,476.8 |
4,750.1 |
|
| S3 |
4,081.8 |
4,254.7 |
4,713.9 |
|
| S4 |
3,686.8 |
3,859.7 |
4,605.3 |
|
|
| 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 |
4,699.0 |
657.0 |
13.6% |
303.4 |
6.3% |
19% |
False |
True |
176,138 |
| 10 |
5,356.0 |
4,032.5 |
1,323.5 |
27.4% |
339.0 |
7.0% |
60% |
False |
False |
217,505 |
| 20 |
5,419.5 |
4,032.5 |
1,387.0 |
28.8% |
354.7 |
7.4% |
57% |
False |
False |
243,881 |
| 40 |
6,320.5 |
4,032.5 |
2,288.0 |
47.4% |
300.3 |
6.2% |
35% |
False |
False |
221,557 |
| 60 |
6,637.0 |
4,032.5 |
2,604.5 |
54.0% |
242.9 |
5.0% |
30% |
False |
False |
148,599 |
| 80 |
6,738.0 |
4,032.5 |
2,705.5 |
56.1% |
214.0 |
4.4% |
29% |
False |
False |
111,647 |
| 100 |
6,918.5 |
4,032.5 |
2,886.0 |
59.8% |
199.7 |
4.1% |
27% |
False |
False |
89,558 |
| 120 |
7,292.0 |
4,032.5 |
3,259.5 |
67.6% |
184.1 |
3.8% |
24% |
False |
False |
75,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,772.8 |
|
2.618 |
6,128.1 |
|
1.618 |
5,733.1 |
|
1.000 |
5,489.0 |
|
0.618 |
5,338.1 |
|
HIGH |
5,094.0 |
|
0.618 |
4,943.1 |
|
0.500 |
4,896.5 |
|
0.382 |
4,849.9 |
|
LOW |
4,699.0 |
|
0.618 |
4,454.9 |
|
1.000 |
4,304.0 |
|
1.618 |
4,059.9 |
|
2.618 |
3,664.9 |
|
4.250 |
3,020.3 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,896.5 |
5,027.5 |
| PP |
4,871.8 |
4,959.2 |
| S1 |
4,847.2 |
4,890.8 |
|