| 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 |
965.75 |
969.50 |
3.75 |
0.4% |
864.25 |
| High |
979.75 |
1,006.75 |
27.00 |
2.8% |
984.00 |
| Low |
957.00 |
964.00 |
7.00 |
0.7% |
825.00 |
| Close |
969.50 |
1,003.25 |
33.75 |
3.5% |
967.25 |
| Range |
22.75 |
42.75 |
20.00 |
87.9% |
159.00 |
| ATR |
66.22 |
64.54 |
-1.68 |
-2.5% |
0.00 |
| Volume |
2,756,518 |
1,523,295 |
-1,233,223 |
-44.7% |
16,180,953 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,119.50 |
1,104.25 |
1,026.75 |
|
| R3 |
1,076.75 |
1,061.50 |
1,015.00 |
|
| R2 |
1,034.00 |
1,034.00 |
1,011.00 |
|
| R1 |
1,018.75 |
1,018.75 |
1,007.25 |
1,026.50 |
| PP |
991.25 |
991.25 |
991.25 |
995.25 |
| S1 |
976.00 |
976.00 |
999.25 |
983.50 |
| S2 |
948.50 |
948.50 |
995.50 |
|
| S3 |
905.75 |
933.25 |
991.50 |
|
| S4 |
863.00 |
890.50 |
979.75 |
|
|
| 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 |
1,006.75 |
914.25 |
92.50 |
9.2% |
41.75 |
4.2% |
96% |
True |
False |
2,843,744 |
| 10 |
1,006.75 |
825.00 |
181.75 |
18.1% |
63.50 |
6.3% |
98% |
True |
False |
3,044,617 |
| 20 |
1,067.00 |
825.00 |
242.00 |
24.1% |
75.50 |
7.5% |
74% |
False |
False |
3,637,094 |
| 40 |
1,291.25 |
825.00 |
466.25 |
46.5% |
65.75 |
6.5% |
38% |
False |
False |
3,369,611 |
| 60 |
1,309.00 |
825.00 |
484.00 |
48.2% |
52.00 |
5.2% |
37% |
False |
False |
2,253,019 |
| 80 |
1,315.25 |
825.00 |
490.25 |
48.9% |
45.25 |
4.5% |
36% |
False |
False |
1,690,710 |
| 100 |
1,371.75 |
825.00 |
546.75 |
54.5% |
41.25 |
4.1% |
33% |
False |
False |
1,353,110 |
| 120 |
1,431.50 |
825.00 |
606.50 |
60.5% |
37.00 |
3.7% |
29% |
False |
False |
1,127,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,188.50 |
|
2.618 |
1,118.75 |
|
1.618 |
1,076.00 |
|
1.000 |
1,049.50 |
|
0.618 |
1,033.25 |
|
HIGH |
1,006.75 |
|
0.618 |
990.50 |
|
0.500 |
985.50 |
|
0.382 |
980.25 |
|
LOW |
964.00 |
|
0.618 |
937.50 |
|
1.000 |
921.25 |
|
1.618 |
894.75 |
|
2.618 |
852.00 |
|
4.250 |
782.25 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
997.25 |
993.25 |
| PP |
991.25 |
983.25 |
| S1 |
985.50 |
973.50 |
|