| Trading Metrics calculated at close of trading on 07-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
957.50 |
903.50 |
-54.00 |
-5.6% |
965.75 |
| High |
958.00 |
937.50 |
-20.50 |
-2.1% |
1,008.50 |
| Low |
897.00 |
901.00 |
4.00 |
0.4% |
897.00 |
| Close |
904.50 |
936.25 |
31.75 |
3.5% |
936.25 |
| Range |
61.00 |
36.50 |
-24.50 |
-40.2% |
111.50 |
| ATR |
64.09 |
62.12 |
-1.97 |
-3.1% |
0.00 |
| Volume |
2,738,398 |
3,511,716 |
773,318 |
28.2% |
12,856,321 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,034.50 |
1,021.75 |
956.25 |
|
| R3 |
998.00 |
985.25 |
946.25 |
|
| R2 |
961.50 |
961.50 |
943.00 |
|
| R1 |
948.75 |
948.75 |
939.50 |
955.00 |
| PP |
925.00 |
925.00 |
925.00 |
928.00 |
| S1 |
912.25 |
912.25 |
933.00 |
918.50 |
| S2 |
888.50 |
888.50 |
929.50 |
|
| S3 |
852.00 |
875.75 |
926.25 |
|
| S4 |
815.50 |
839.25 |
916.25 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.75 |
1,220.50 |
997.50 |
|
| R3 |
1,170.25 |
1,109.00 |
967.00 |
|
| R2 |
1,058.75 |
1,058.75 |
956.75 |
|
| R1 |
997.50 |
997.50 |
946.50 |
972.50 |
| PP |
947.25 |
947.25 |
947.25 |
934.75 |
| S1 |
886.00 |
886.00 |
926.00 |
861.00 |
| S2 |
835.75 |
835.75 |
915.75 |
|
| S3 |
724.25 |
774.50 |
905.50 |
|
| S4 |
612.75 |
663.00 |
875.00 |
|
|
| 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 |
11.9% |
45.00 |
4.8% |
35% |
False |
False |
2,571,264 |
| 10 |
1,008.50 |
825.00 |
183.50 |
19.6% |
55.25 |
5.9% |
61% |
False |
False |
2,903,727 |
| 20 |
1,067.00 |
825.00 |
242.00 |
25.8% |
69.00 |
7.4% |
46% |
False |
False |
3,376,858 |
| 40 |
1,291.25 |
825.00 |
466.25 |
49.8% |
67.50 |
7.2% |
24% |
False |
False |
3,521,518 |
| 60 |
1,307.25 |
825.00 |
482.25 |
51.5% |
53.50 |
5.7% |
23% |
False |
False |
2,395,771 |
| 80 |
1,315.25 |
825.00 |
490.25 |
52.4% |
46.00 |
4.9% |
23% |
False |
False |
1,797,747 |
| 100 |
1,340.25 |
825.00 |
515.25 |
55.0% |
42.25 |
4.5% |
22% |
False |
False |
1,438,871 |
| 120 |
1,410.25 |
825.00 |
585.25 |
62.5% |
38.00 |
4.0% |
19% |
False |
False |
1,199,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,092.50 |
|
2.618 |
1,033.00 |
|
1.618 |
996.50 |
|
1.000 |
974.00 |
|
0.618 |
960.00 |
|
HIGH |
937.50 |
|
0.618 |
923.50 |
|
0.500 |
919.25 |
|
0.382 |
915.00 |
|
LOW |
901.00 |
|
0.618 |
878.50 |
|
1.000 |
864.50 |
|
1.618 |
842.00 |
|
2.618 |
805.50 |
|
4.250 |
746.00 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
930.50 |
952.75 |
| PP |
925.00 |
947.25 |
| S1 |
919.25 |
941.75 |
|