| Trading Metrics calculated at close of trading on 06-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
1,002.50 |
957.50 |
-45.00 |
-4.5% |
864.25 |
| High |
1,008.50 |
958.00 |
-50.50 |
-5.0% |
984.00 |
| Low |
947.00 |
897.00 |
-50.00 |
-5.3% |
825.00 |
| Close |
958.00 |
904.50 |
-53.50 |
-5.6% |
967.25 |
| Range |
61.50 |
61.00 |
-0.50 |
-0.8% |
159.00 |
| ATR |
64.33 |
64.09 |
-0.24 |
-0.4% |
0.00 |
| Volume |
2,326,394 |
2,738,398 |
412,004 |
17.7% |
16,180,953 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,102.75 |
1,064.75 |
938.00 |
|
| R3 |
1,041.75 |
1,003.75 |
921.25 |
|
| R2 |
980.75 |
980.75 |
915.75 |
|
| R1 |
942.75 |
942.75 |
910.00 |
931.25 |
| PP |
919.75 |
919.75 |
919.75 |
914.00 |
| S1 |
881.75 |
881.75 |
899.00 |
870.25 |
| S2 |
858.75 |
858.75 |
893.25 |
|
| S3 |
797.75 |
820.75 |
887.75 |
|
| S4 |
736.75 |
759.75 |
871.00 |
|
|
| 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 |
1,008.50 |
897.00 |
111.50 |
12.3% |
46.50 |
5.1% |
7% |
False |
True |
2,454,997 |
| 10 |
1,008.50 |
825.00 |
183.50 |
20.3% |
59.25 |
6.5% |
43% |
False |
False |
2,958,434 |
| 20 |
1,067.00 |
825.00 |
242.00 |
26.8% |
72.50 |
8.0% |
33% |
False |
False |
3,409,829 |
| 40 |
1,291.25 |
825.00 |
466.25 |
51.5% |
67.00 |
7.4% |
17% |
False |
False |
3,485,784 |
| 60 |
1,307.25 |
825.00 |
482.25 |
53.3% |
53.25 |
5.9% |
16% |
False |
False |
2,337,298 |
| 80 |
1,315.25 |
825.00 |
490.25 |
54.2% |
46.00 |
5.1% |
16% |
False |
False |
1,753,888 |
| 100 |
1,351.75 |
825.00 |
526.75 |
58.2% |
42.00 |
4.6% |
15% |
False |
False |
1,403,754 |
| 120 |
1,410.25 |
825.00 |
585.25 |
64.7% |
37.75 |
4.2% |
14% |
False |
False |
1,169,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,217.25 |
|
2.618 |
1,117.75 |
|
1.618 |
1,056.75 |
|
1.000 |
1,019.00 |
|
0.618 |
995.75 |
|
HIGH |
958.00 |
|
0.618 |
934.75 |
|
0.500 |
927.50 |
|
0.382 |
920.25 |
|
LOW |
897.00 |
|
0.618 |
859.25 |
|
1.000 |
836.00 |
|
1.618 |
798.25 |
|
2.618 |
737.25 |
|
4.250 |
637.75 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
927.50 |
952.75 |
| PP |
919.75 |
936.75 |
| S1 |
912.25 |
920.50 |
|