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 |
962.75 |
968.00 |
5.25 |
0.5% |
860.00 |
High |
978.00 |
1,005.00 |
27.00 |
2.8% |
980.75 |
Low |
956.25 |
963.25 |
7.00 |
0.7% |
824.75 |
Close |
968.25 |
1,002.00 |
33.75 |
3.5% |
966.25 |
Range |
21.75 |
41.75 |
20.00 |
92.0% |
156.00 |
ATR |
65.25 |
63.57 |
-1.68 |
-2.6% |
0.00 |
Volume |
3,387 |
3,493 |
106 |
3.1% |
12,088 |
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,115.25 |
1,100.50 |
1,025.00 |
|
R3 |
1,073.50 |
1,058.75 |
1,013.50 |
|
R2 |
1,031.75 |
1,031.75 |
1,009.75 |
|
R1 |
1,017.00 |
1,017.00 |
1,005.75 |
1,024.50 |
PP |
990.00 |
990.00 |
990.00 |
993.75 |
S1 |
975.25 |
975.25 |
998.25 |
982.50 |
S2 |
948.25 |
948.25 |
994.25 |
|
S3 |
906.50 |
933.50 |
990.50 |
|
S4 |
864.75 |
891.75 |
979.00 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,392.00 |
1,335.00 |
1,052.00 |
|
R3 |
1,236.00 |
1,179.00 |
1,009.25 |
|
R2 |
1,080.00 |
1,080.00 |
994.75 |
|
R1 |
1,023.00 |
1,023.00 |
980.50 |
1,051.50 |
PP |
924.00 |
924.00 |
924.00 |
938.00 |
S1 |
867.00 |
867.00 |
952.00 |
895.50 |
S2 |
768.00 |
768.00 |
937.75 |
|
S3 |
612.00 |
711.00 |
923.25 |
|
S4 |
456.00 |
555.00 |
880.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,005.00 |
912.50 |
92.50 |
9.2% |
40.50 |
4.0% |
97% |
True |
False |
3,018 |
10 |
1,005.00 |
824.75 |
180.25 |
18.0% |
64.00 |
6.4% |
98% |
True |
False |
3,518 |
20 |
1,066.50 |
824.75 |
241.75 |
24.1% |
75.00 |
7.5% |
73% |
False |
False |
4,748 |
40 |
1,281.75 |
824.75 |
457.00 |
45.6% |
63.00 |
6.3% |
39% |
False |
False |
4,237 |
60 |
1,309.75 |
824.75 |
485.00 |
48.4% |
46.25 |
4.6% |
37% |
False |
False |
2,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,182.50 |
2.618 |
1,114.25 |
1.618 |
1,072.50 |
1.000 |
1,046.75 |
0.618 |
1,030.75 |
HIGH |
1,005.00 |
0.618 |
989.00 |
0.500 |
984.00 |
0.382 |
979.25 |
LOW |
963.25 |
0.618 |
937.50 |
1.000 |
921.50 |
1.618 |
895.75 |
2.618 |
854.00 |
4.250 |
785.75 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
996.00 |
992.00 |
PP |
990.00 |
982.25 |
S1 |
984.00 |
972.50 |
|