| 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 |
2,635.0 |
2,542.0 |
-93.0 |
-3.5% |
2,641.0 |
| High |
2,693.0 |
2,646.0 |
-47.0 |
-1.7% |
2,781.0 |
| Low |
2,485.0 |
2,521.0 |
36.0 |
1.4% |
2,485.0 |
| Close |
2,558.0 |
2,602.0 |
44.0 |
1.7% |
2,602.0 |
| Range |
208.0 |
125.0 |
-83.0 |
-39.9% |
296.0 |
| ATR |
177.8 |
174.0 |
-3.8 |
-2.1% |
0.0 |
| Volume |
7,276 |
1,536 |
-5,740 |
-78.9% |
58,747 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,964.7 |
2,908.3 |
2,670.8 |
|
| R3 |
2,839.7 |
2,783.3 |
2,636.4 |
|
| R2 |
2,714.7 |
2,714.7 |
2,624.9 |
|
| R1 |
2,658.3 |
2,658.3 |
2,613.5 |
2,686.5 |
| PP |
2,589.7 |
2,589.7 |
2,589.7 |
2,603.8 |
| S1 |
2,533.3 |
2,533.3 |
2,590.5 |
2,561.5 |
| S2 |
2,464.7 |
2,464.7 |
2,579.1 |
|
| S3 |
2,339.7 |
2,408.3 |
2,567.6 |
|
| S4 |
2,214.7 |
2,283.3 |
2,533.3 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,510.7 |
3,352.3 |
2,764.8 |
|
| R3 |
3,214.7 |
3,056.3 |
2,683.4 |
|
| R2 |
2,918.7 |
2,918.7 |
2,656.3 |
|
| R1 |
2,760.3 |
2,760.3 |
2,629.1 |
2,691.5 |
| PP |
2,622.7 |
2,622.7 |
2,622.7 |
2,588.3 |
| S1 |
2,464.3 |
2,464.3 |
2,574.9 |
2,395.5 |
| S2 |
2,326.7 |
2,326.7 |
2,547.7 |
|
| S3 |
2,030.7 |
2,168.3 |
2,520.6 |
|
| S4 |
1,734.7 |
1,872.3 |
2,439.2 |
|
|
| 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 |
11.4% |
137.6 |
5.3% |
40% |
False |
False |
11,749 |
| 10 |
2,781.0 |
2,204.0 |
577.0 |
22.2% |
141.4 |
5.4% |
69% |
False |
False |
10,340 |
| 20 |
2,878.0 |
2,204.0 |
674.0 |
25.9% |
162.7 |
6.3% |
59% |
False |
False |
7,132 |
| 40 |
3,349.0 |
2,204.0 |
1,145.0 |
44.0% |
159.8 |
6.1% |
35% |
False |
False |
14,224 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
48.9% |
126.3 |
4.9% |
31% |
False |
False |
10,824 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
50.4% |
105.3 |
4.0% |
30% |
False |
False |
8,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,177.3 |
|
2.618 |
2,973.3 |
|
1.618 |
2,848.3 |
|
1.000 |
2,771.0 |
|
0.618 |
2,723.3 |
|
HIGH |
2,646.0 |
|
0.618 |
2,598.3 |
|
0.500 |
2,583.5 |
|
0.382 |
2,568.8 |
|
LOW |
2,521.0 |
|
0.618 |
2,443.8 |
|
1.000 |
2,396.0 |
|
1.618 |
2,318.8 |
|
2.618 |
2,193.8 |
|
4.250 |
1,989.8 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,595.8 |
2,626.0 |
| PP |
2,589.7 |
2,618.0 |
| S1 |
2,583.5 |
2,610.0 |
|