Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
969.50 |
1,002.50 |
33.00 |
3.4% |
864.25 |
High |
1,006.75 |
1,008.50 |
1.75 |
0.2% |
984.00 |
Low |
964.00 |
947.00 |
-17.00 |
-1.8% |
825.00 |
Close |
1,003.25 |
958.00 |
-45.25 |
-4.5% |
967.25 |
Range |
42.75 |
61.50 |
18.75 |
43.9% |
159.00 |
ATR |
64.54 |
64.33 |
-0.22 |
-0.3% |
0.00 |
Volume |
1,523,295 |
2,326,394 |
803,099 |
52.7% |
16,180,953 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.75 |
1,118.25 |
991.75 |
|
R3 |
1,094.25 |
1,056.75 |
975.00 |
|
R2 |
1,032.75 |
1,032.75 |
969.25 |
|
R1 |
995.25 |
995.25 |
963.75 |
983.25 |
PP |
971.25 |
971.25 |
971.25 |
965.00 |
S1 |
933.75 |
933.75 |
952.25 |
921.75 |
S2 |
909.75 |
909.75 |
946.75 |
|
S3 |
848.25 |
872.25 |
941.00 |
|
S4 |
786.75 |
810.75 |
924.25 |
|
|
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 |
1,008.50 |
926.75 |
81.75 |
8.5% |
42.50 |
4.4% |
38% |
True |
False |
2,555,340 |
10 |
1,008.50 |
825.00 |
183.50 |
19.2% |
59.75 |
6.2% |
72% |
True |
False |
3,013,404 |
20 |
1,067.00 |
825.00 |
242.00 |
25.3% |
74.50 |
7.8% |
55% |
False |
False |
3,538,599 |
40 |
1,291.25 |
825.00 |
466.25 |
48.7% |
66.50 |
7.0% |
29% |
False |
False |
3,423,715 |
60 |
1,307.25 |
825.00 |
482.25 |
50.3% |
52.50 |
5.5% |
28% |
False |
False |
2,291,721 |
80 |
1,315.25 |
825.00 |
490.25 |
51.2% |
45.75 |
4.8% |
27% |
False |
False |
1,719,750 |
100 |
1,354.75 |
825.00 |
529.75 |
55.3% |
41.50 |
4.3% |
25% |
False |
False |
1,376,374 |
120 |
1,421.75 |
825.00 |
596.75 |
62.3% |
37.25 |
3.9% |
22% |
False |
False |
1,147,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.00 |
2.618 |
1,169.50 |
1.618 |
1,108.00 |
1.000 |
1,070.00 |
0.618 |
1,046.50 |
HIGH |
1,008.50 |
0.618 |
985.00 |
0.500 |
977.75 |
0.382 |
970.50 |
LOW |
947.00 |
0.618 |
909.00 |
1.000 |
885.50 |
1.618 |
847.50 |
2.618 |
786.00 |
4.250 |
685.50 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
977.75 |
977.75 |
PP |
971.25 |
971.25 |
S1 |
964.50 |
964.50 |
|