Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
903.50 |
941.00 |
37.50 |
4.2% |
965.75 |
High |
937.50 |
962.50 |
25.00 |
2.7% |
1,008.50 |
Low |
901.00 |
905.50 |
4.50 |
0.5% |
897.00 |
Close |
936.25 |
921.50 |
-14.75 |
-1.6% |
936.25 |
Range |
36.50 |
57.00 |
20.50 |
56.2% |
111.50 |
ATR |
62.12 |
61.75 |
-0.37 |
-0.6% |
0.00 |
Volume |
3,511,716 |
2,698,265 |
-813,451 |
-23.2% |
12,856,321 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,100.75 |
1,068.25 |
952.75 |
|
R3 |
1,043.75 |
1,011.25 |
937.25 |
|
R2 |
986.75 |
986.75 |
932.00 |
|
R1 |
954.25 |
954.25 |
926.75 |
942.00 |
PP |
929.75 |
929.75 |
929.75 |
923.75 |
S1 |
897.25 |
897.25 |
916.25 |
885.00 |
S2 |
872.75 |
872.75 |
911.00 |
|
S3 |
815.75 |
840.25 |
905.75 |
|
S4 |
758.75 |
783.25 |
890.25 |
|
|
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 |
12.1% |
51.75 |
5.6% |
22% |
False |
False |
2,559,613 |
10 |
1,008.50 |
827.25 |
181.25 |
19.7% |
54.00 |
5.9% |
52% |
False |
False |
2,842,047 |
20 |
1,067.00 |
825.00 |
242.00 |
26.3% |
66.25 |
7.2% |
40% |
False |
False |
3,216,818 |
40 |
1,291.25 |
825.00 |
466.25 |
50.6% |
67.75 |
7.3% |
21% |
False |
False |
3,525,006 |
60 |
1,307.25 |
825.00 |
482.25 |
52.3% |
54.25 |
5.9% |
20% |
False |
False |
2,440,683 |
80 |
1,315.25 |
825.00 |
490.25 |
53.2% |
46.50 |
5.0% |
20% |
False |
False |
1,831,409 |
100 |
1,340.25 |
825.00 |
515.25 |
55.9% |
42.50 |
4.6% |
19% |
False |
False |
1,465,851 |
120 |
1,410.25 |
825.00 |
585.25 |
63.5% |
38.25 |
4.1% |
16% |
False |
False |
1,221,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,204.75 |
2.618 |
1,111.75 |
1.618 |
1,054.75 |
1.000 |
1,019.50 |
0.618 |
997.75 |
HIGH |
962.50 |
0.618 |
940.75 |
0.500 |
934.00 |
0.382 |
927.25 |
LOW |
905.50 |
0.618 |
870.25 |
1.000 |
848.50 |
1.618 |
813.25 |
2.618 |
756.25 |
4.250 |
663.25 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
934.00 |
929.75 |
PP |
929.75 |
927.00 |
S1 |
925.75 |
924.25 |
|