| 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 |
2,641.0 |
2,631.0 |
-10.0 |
-0.4% |
2,272.0 |
| High |
2,641.0 |
2,781.0 |
140.0 |
5.3% |
2,649.0 |
| Low |
2,580.0 |
2,615.0 |
35.0 |
1.4% |
2,204.0 |
| Close |
2,617.0 |
2,766.0 |
149.0 |
5.7% |
2,605.0 |
| Range |
61.0 |
166.0 |
105.0 |
172.1% |
445.0 |
| ATR |
177.0 |
176.2 |
-0.8 |
-0.4% |
0.0 |
| Volume |
10,840 |
26,517 |
15,677 |
144.6% |
44,659 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,218.7 |
3,158.3 |
2,857.3 |
|
| R3 |
3,052.7 |
2,992.3 |
2,811.7 |
|
| R2 |
2,886.7 |
2,886.7 |
2,796.4 |
|
| R1 |
2,826.3 |
2,826.3 |
2,781.2 |
2,856.5 |
| PP |
2,720.7 |
2,720.7 |
2,720.7 |
2,735.8 |
| S1 |
2,660.3 |
2,660.3 |
2,750.8 |
2,690.5 |
| S2 |
2,554.7 |
2,554.7 |
2,735.6 |
|
| S3 |
2,388.7 |
2,494.3 |
2,720.4 |
|
| S4 |
2,222.7 |
2,328.3 |
2,674.7 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,821.0 |
3,658.0 |
2,849.8 |
|
| R3 |
3,376.0 |
3,213.0 |
2,727.4 |
|
| R2 |
2,931.0 |
2,931.0 |
2,686.6 |
|
| R1 |
2,768.0 |
2,768.0 |
2,645.8 |
2,849.5 |
| PP |
2,486.0 |
2,486.0 |
2,486.0 |
2,526.8 |
| S1 |
2,323.0 |
2,323.0 |
2,564.2 |
2,404.5 |
| S2 |
2,041.0 |
2,041.0 |
2,523.4 |
|
| S3 |
1,596.0 |
1,878.0 |
2,482.6 |
|
| S4 |
1,151.0 |
1,433.0 |
2,360.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,781.0 |
2,440.0 |
341.0 |
12.3% |
123.0 |
4.4% |
96% |
True |
False |
15,188 |
| 10 |
2,781.0 |
2,204.0 |
577.0 |
20.9% |
149.7 |
5.4% |
97% |
True |
False |
9,494 |
| 20 |
2,908.0 |
2,204.0 |
704.0 |
25.5% |
178.0 |
6.4% |
80% |
False |
False |
6,454 |
| 40 |
3,349.0 |
2,204.0 |
1,145.0 |
41.4% |
153.5 |
5.6% |
49% |
False |
False |
14,447 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
46.0% |
120.6 |
4.4% |
44% |
False |
False |
10,489 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
47.4% |
102.8 |
3.7% |
43% |
False |
False |
8,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,486.5 |
|
2.618 |
3,215.6 |
|
1.618 |
3,049.6 |
|
1.000 |
2,947.0 |
|
0.618 |
2,883.6 |
|
HIGH |
2,781.0 |
|
0.618 |
2,717.6 |
|
0.500 |
2,698.0 |
|
0.382 |
2,678.4 |
|
LOW |
2,615.0 |
|
0.618 |
2,512.4 |
|
1.000 |
2,449.0 |
|
1.618 |
2,346.4 |
|
2.618 |
2,180.4 |
|
4.250 |
1,909.5 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,743.3 |
2,722.5 |
| PP |
2,720.7 |
2,679.0 |
| S1 |
2,698.0 |
2,635.5 |
|