Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,804.0 |
5,089.0 |
285.0 |
5.9% |
5,095.0 |
High |
5,037.0 |
5,149.0 |
112.0 |
2.2% |
5,356.0 |
Low |
4,763.5 |
4,884.0 |
120.5 |
2.5% |
4,699.0 |
Close |
4,936.5 |
5,043.0 |
106.5 |
2.2% |
4,936.5 |
Range |
273.5 |
265.0 |
-8.5 |
-3.1% |
657.0 |
ATR |
347.7 |
341.8 |
-5.9 |
-1.7% |
0.0 |
Volume |
196,720 |
152,900 |
-43,820 |
-22.3% |
904,604 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,820.3 |
5,696.7 |
5,188.8 |
|
R3 |
5,555.3 |
5,431.7 |
5,115.9 |
|
R2 |
5,290.3 |
5,290.3 |
5,091.6 |
|
R1 |
5,166.7 |
5,166.7 |
5,067.3 |
5,096.0 |
PP |
5,025.3 |
5,025.3 |
5,025.3 |
4,990.0 |
S1 |
4,901.7 |
4,901.7 |
5,018.7 |
4,831.0 |
S2 |
4,760.3 |
4,760.3 |
4,994.4 |
|
S3 |
4,495.3 |
4,636.7 |
4,970.1 |
|
S4 |
4,230.3 |
4,371.7 |
4,897.3 |
|
|
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 |
13.0% |
319.9 |
6.3% |
52% |
False |
False |
185,839 |
10 |
5,356.0 |
4,415.0 |
941.0 |
18.7% |
312.9 |
6.2% |
67% |
False |
False |
196,708 |
20 |
5,419.5 |
4,032.5 |
1,387.0 |
27.5% |
334.8 |
6.6% |
73% |
False |
False |
225,309 |
40 |
6,301.5 |
4,032.5 |
2,269.0 |
45.0% |
308.0 |
6.1% |
45% |
False |
False |
229,407 |
60 |
6,637.0 |
4,032.5 |
2,604.5 |
51.6% |
247.8 |
4.9% |
39% |
False |
False |
154,385 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
53.6% |
217.2 |
4.3% |
37% |
False |
False |
115,999 |
100 |
6,775.0 |
4,032.5 |
2,742.5 |
54.4% |
202.3 |
4.0% |
37% |
False |
False |
92,967 |
120 |
7,292.0 |
4,032.5 |
3,259.5 |
64.6% |
187.4 |
3.7% |
31% |
False |
False |
77,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,275.3 |
2.618 |
5,842.8 |
1.618 |
5,577.8 |
1.000 |
5,414.0 |
0.618 |
5,312.8 |
HIGH |
5,149.0 |
0.618 |
5,047.8 |
0.500 |
5,016.5 |
0.382 |
4,985.2 |
LOW |
4,884.0 |
0.618 |
4,720.2 |
1.000 |
4,619.0 |
1.618 |
4,455.2 |
2.618 |
4,190.2 |
4.250 |
3,757.8 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
5,034.2 |
5,003.3 |
PP |
5,025.3 |
4,963.7 |
S1 |
5,016.5 |
4,924.0 |
|