Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
5,037.0 |
4,804.0 |
-233.0 |
-4.6% |
5,095.0 |
High |
5,094.0 |
5,037.0 |
-57.0 |
-1.1% |
5,356.0 |
Low |
4,699.0 |
4,763.5 |
64.5 |
1.4% |
4,699.0 |
Close |
4,822.5 |
4,936.5 |
114.0 |
2.4% |
4,936.5 |
Range |
395.0 |
273.5 |
-121.5 |
-30.8% |
657.0 |
ATR |
353.4 |
347.7 |
-5.7 |
-1.6% |
0.0 |
Volume |
246,620 |
196,720 |
-49,900 |
-20.2% |
904,604 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,732.8 |
5,608.2 |
5,086.9 |
|
R3 |
5,459.3 |
5,334.7 |
5,011.7 |
|
R2 |
5,185.8 |
5,185.8 |
4,986.6 |
|
R1 |
5,061.2 |
5,061.2 |
4,961.6 |
5,123.5 |
PP |
4,912.3 |
4,912.3 |
4,912.3 |
4,943.5 |
S1 |
4,787.7 |
4,787.7 |
4,911.4 |
4,850.0 |
S2 |
4,638.8 |
4,638.8 |
4,886.4 |
|
S3 |
4,365.3 |
4,514.2 |
4,861.3 |
|
S4 |
4,091.8 |
4,240.7 |
4,786.1 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,968.2 |
6,609.3 |
5,297.9 |
|
R3 |
6,311.2 |
5,952.3 |
5,117.2 |
|
R2 |
5,654.2 |
5,654.2 |
5,057.0 |
|
R1 |
5,295.3 |
5,295.3 |
4,996.7 |
5,146.3 |
PP |
4,997.2 |
4,997.2 |
4,997.2 |
4,922.6 |
S1 |
4,638.3 |
4,638.3 |
4,876.3 |
4,489.3 |
S2 |
4,340.2 |
4,340.2 |
4,816.1 |
|
S3 |
3,683.2 |
3,981.3 |
4,755.8 |
|
S4 |
3,026.2 |
3,324.3 |
4,575.2 |
|
|
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 |
13.3% |
293.2 |
5.9% |
36% |
False |
False |
180,920 |
10 |
5,356.0 |
4,080.0 |
1,276.0 |
25.8% |
328.8 |
6.7% |
67% |
False |
False |
207,048 |
20 |
5,419.5 |
4,032.5 |
1,387.0 |
28.1% |
346.8 |
7.0% |
65% |
False |
False |
230,678 |
40 |
6,301.5 |
4,032.5 |
2,269.0 |
46.0% |
304.8 |
6.2% |
40% |
False |
False |
226,275 |
60 |
6,637.0 |
4,032.5 |
2,604.5 |
52.8% |
245.3 |
5.0% |
35% |
False |
False |
151,856 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
54.8% |
215.6 |
4.4% |
33% |
False |
False |
114,098 |
100 |
6,775.0 |
4,032.5 |
2,742.5 |
55.6% |
200.2 |
4.1% |
33% |
False |
False |
91,443 |
120 |
7,292.0 |
4,032.5 |
3,259.5 |
66.0% |
185.4 |
3.8% |
28% |
False |
False |
76,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,199.4 |
2.618 |
5,753.0 |
1.618 |
5,479.5 |
1.000 |
5,310.5 |
0.618 |
5,206.0 |
HIGH |
5,037.0 |
0.618 |
4,932.5 |
0.500 |
4,900.3 |
0.382 |
4,868.0 |
LOW |
4,763.5 |
0.618 |
4,594.5 |
1.000 |
4,490.0 |
1.618 |
4,321.0 |
2.618 |
4,047.5 |
4.250 |
3,601.1 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,924.4 |
5,021.5 |
PP |
4,912.3 |
4,993.2 |
S1 |
4,900.3 |
4,964.8 |
|