| 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 |
2,767.0 |
2,635.0 |
-132.0 |
-4.8% |
2,272.0 |
| High |
2,767.0 |
2,693.0 |
-74.0 |
-2.7% |
2,649.0 |
| Low |
2,639.0 |
2,485.0 |
-154.0 |
-5.8% |
2,204.0 |
| Close |
2,728.0 |
2,558.0 |
-170.0 |
-6.2% |
2,605.0 |
| Range |
128.0 |
208.0 |
80.0 |
62.5% |
445.0 |
| ATR |
172.8 |
177.8 |
5.0 |
2.9% |
0.0 |
| Volume |
12,578 |
7,276 |
-5,302 |
-42.2% |
44,659 |
|
| Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,202.7 |
3,088.3 |
2,672.4 |
|
| R3 |
2,994.7 |
2,880.3 |
2,615.2 |
|
| R2 |
2,786.7 |
2,786.7 |
2,596.1 |
|
| R1 |
2,672.3 |
2,672.3 |
2,577.1 |
2,625.5 |
| PP |
2,578.7 |
2,578.7 |
2,578.7 |
2,555.3 |
| S1 |
2,464.3 |
2,464.3 |
2,538.9 |
2,417.5 |
| S2 |
2,370.7 |
2,370.7 |
2,519.9 |
|
| S3 |
2,162.7 |
2,256.3 |
2,500.8 |
|
| S4 |
1,954.7 |
2,048.3 |
2,443.6 |
|
|
| 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 |
2,485.0 |
296.0 |
11.6% |
144.4 |
5.6% |
25% |
False |
True |
16,447 |
| 10 |
2,781.0 |
2,204.0 |
577.0 |
22.6% |
148.4 |
5.8% |
61% |
False |
False |
10,634 |
| 20 |
2,878.0 |
2,204.0 |
674.0 |
26.3% |
166.1 |
6.5% |
53% |
False |
False |
7,303 |
| 40 |
3,349.0 |
2,204.0 |
1,145.0 |
44.8% |
158.1 |
6.2% |
31% |
False |
False |
14,453 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
49.7% |
125.0 |
4.9% |
28% |
False |
False |
10,813 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
51.3% |
104.8 |
4.1% |
27% |
False |
False |
8,365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,577.0 |
|
2.618 |
3,237.5 |
|
1.618 |
3,029.5 |
|
1.000 |
2,901.0 |
|
0.618 |
2,821.5 |
|
HIGH |
2,693.0 |
|
0.618 |
2,613.5 |
|
0.500 |
2,589.0 |
|
0.382 |
2,564.5 |
|
LOW |
2,485.0 |
|
0.618 |
2,356.5 |
|
1.000 |
2,277.0 |
|
1.618 |
2,148.5 |
|
2.618 |
1,940.5 |
|
4.250 |
1,601.0 |
|
|
| Fisher Pivots for day following 06-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,589.0 |
2,633.0 |
| PP |
2,578.7 |
2,608.0 |
| S1 |
2,568.3 |
2,583.0 |
|