Trading Metrics calculated at close of trading on 04-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,340.00 |
1,341.25 |
1.25 |
0.1% |
1,190.75 |
High |
1,356.50 |
1,384.00 |
27.50 |
2.0% |
1,361.25 |
Low |
1,322.50 |
1,333.75 |
11.25 |
0.9% |
1,136.75 |
Close |
1,341.50 |
1,380.50 |
39.00 |
2.9% |
1,337.00 |
Range |
34.00 |
50.25 |
16.25 |
47.8% |
224.50 |
ATR |
91.74 |
88.78 |
-2.96 |
-3.2% |
0.00 |
Volume |
351,846 |
214,652 |
-137,194 |
-39.0% |
2,344,516 |
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,516.75 |
1,499.00 |
1,408.25 |
|
R3 |
1,466.50 |
1,448.75 |
1,394.25 |
|
R2 |
1,416.25 |
1,416.25 |
1,389.75 |
|
R1 |
1,398.50 |
1,398.50 |
1,385.00 |
1,407.50 |
PP |
1,366.00 |
1,366.00 |
1,366.00 |
1,370.50 |
S1 |
1,348.25 |
1,348.25 |
1,376.00 |
1,357.00 |
S2 |
1,315.75 |
1,315.75 |
1,371.25 |
|
S3 |
1,265.50 |
1,298.00 |
1,366.75 |
|
S4 |
1,215.25 |
1,247.75 |
1,352.75 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.75 |
1,869.00 |
1,460.50 |
|
R3 |
1,727.25 |
1,644.50 |
1,398.75 |
|
R2 |
1,502.75 |
1,502.75 |
1,378.25 |
|
R1 |
1,420.00 |
1,420.00 |
1,357.50 |
1,461.50 |
PP |
1,278.25 |
1,278.25 |
1,278.25 |
1,299.00 |
S1 |
1,195.50 |
1,195.50 |
1,316.50 |
1,237.00 |
S2 |
1,053.75 |
1,053.75 |
1,295.75 |
|
S3 |
829.25 |
971.00 |
1,275.25 |
|
S4 |
604.75 |
746.50 |
1,213.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,384.00 |
1,271.25 |
112.75 |
8.2% |
55.50 |
4.0% |
97% |
True |
False |
397,190 |
10 |
1,384.00 |
1,136.75 |
247.25 |
17.9% |
83.75 |
6.1% |
99% |
True |
False |
443,248 |
20 |
1,499.00 |
1,136.75 |
362.25 |
26.2% |
102.75 |
7.4% |
67% |
False |
False |
529,678 |
40 |
1,801.50 |
1,136.75 |
664.75 |
48.2% |
91.50 |
6.6% |
37% |
False |
False |
494,539 |
60 |
1,985.25 |
1,136.75 |
848.50 |
61.5% |
74.75 |
5.4% |
29% |
False |
False |
329,917 |
80 |
1,985.25 |
1,136.75 |
848.50 |
61.5% |
67.50 |
4.9% |
29% |
False |
False |
247,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,597.50 |
2.618 |
1,515.50 |
1.618 |
1,465.25 |
1.000 |
1,434.25 |
0.618 |
1,415.00 |
HIGH |
1,384.00 |
0.618 |
1,364.75 |
0.500 |
1,359.00 |
0.382 |
1,353.00 |
LOW |
1,333.75 |
0.618 |
1,302.75 |
1.000 |
1,283.50 |
1.618 |
1,252.50 |
2.618 |
1,202.25 |
4.250 |
1,120.25 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,373.25 |
1,368.50 |
PP |
1,366.00 |
1,356.50 |
S1 |
1,359.00 |
1,344.50 |
|