Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
959.75 |
965.75 |
6.00 |
0.6% |
864.25 |
High |
984.00 |
979.75 |
-4.25 |
-0.4% |
984.00 |
Low |
940.00 |
957.00 |
17.00 |
1.8% |
825.00 |
Close |
967.25 |
969.50 |
2.25 |
0.2% |
967.25 |
Range |
44.00 |
22.75 |
-21.25 |
-48.3% |
159.00 |
ATR |
69.57 |
66.22 |
-3.34 |
-4.8% |
0.00 |
Volume |
2,930,383 |
2,756,518 |
-173,865 |
-5.9% |
16,180,953 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,037.00 |
1,026.00 |
982.00 |
|
R3 |
1,014.25 |
1,003.25 |
975.75 |
|
R2 |
991.50 |
991.50 |
973.75 |
|
R1 |
980.50 |
980.50 |
971.50 |
986.00 |
PP |
968.75 |
968.75 |
968.75 |
971.50 |
S1 |
957.75 |
957.75 |
967.50 |
963.25 |
S2 |
946.00 |
946.00 |
965.25 |
|
S3 |
923.25 |
935.00 |
963.25 |
|
S4 |
900.50 |
912.25 |
957.00 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,402.50 |
1,343.75 |
1,054.75 |
|
R3 |
1,243.50 |
1,184.75 |
1,011.00 |
|
R2 |
1,084.50 |
1,084.50 |
996.50 |
|
R1 |
1,025.75 |
1,025.75 |
981.75 |
1,055.00 |
PP |
925.50 |
925.50 |
925.50 |
940.00 |
S1 |
866.75 |
866.75 |
952.75 |
896.00 |
S2 |
766.50 |
766.50 |
938.00 |
|
S3 |
607.50 |
707.75 |
923.50 |
|
S4 |
448.50 |
548.75 |
879.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
984.00 |
827.25 |
156.75 |
16.2% |
56.25 |
5.8% |
91% |
False |
False |
3,124,482 |
10 |
992.75 |
825.00 |
167.75 |
17.3% |
63.25 |
6.5% |
86% |
False |
False |
3,135,883 |
20 |
1,078.00 |
825.00 |
253.00 |
26.1% |
77.50 |
8.0% |
57% |
False |
False |
3,784,694 |
40 |
1,291.25 |
825.00 |
466.25 |
48.1% |
66.00 |
6.8% |
31% |
False |
False |
3,334,178 |
60 |
1,315.25 |
825.00 |
490.25 |
50.6% |
51.75 |
5.3% |
29% |
False |
False |
2,227,672 |
80 |
1,315.25 |
825.00 |
490.25 |
50.6% |
45.25 |
4.7% |
29% |
False |
False |
1,671,701 |
100 |
1,371.75 |
825.00 |
546.75 |
56.4% |
40.75 |
4.2% |
26% |
False |
False |
1,337,877 |
120 |
1,443.50 |
825.00 |
618.50 |
63.8% |
36.75 |
3.8% |
23% |
False |
False |
1,114,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,076.50 |
2.618 |
1,039.25 |
1.618 |
1,016.50 |
1.000 |
1,002.50 |
0.618 |
993.75 |
HIGH |
979.75 |
0.618 |
971.00 |
0.500 |
968.50 |
0.382 |
965.75 |
LOW |
957.00 |
0.618 |
943.00 |
1.000 |
934.25 |
1.618 |
920.25 |
2.618 |
897.50 |
4.250 |
860.25 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
969.00 |
964.75 |
PP |
968.75 |
960.00 |
S1 |
968.50 |
955.50 |
|