Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
968.00 |
1,000.50 |
32.50 |
3.4% |
860.00 |
High |
1,005.00 |
1,006.50 |
1.50 |
0.1% |
980.75 |
Low |
963.25 |
946.00 |
-17.25 |
-1.8% |
824.75 |
Close |
1,002.00 |
956.50 |
-45.50 |
-4.5% |
966.25 |
Range |
41.75 |
60.50 |
18.75 |
44.9% |
156.00 |
ATR |
63.57 |
63.35 |
-0.22 |
-0.3% |
0.00 |
Volume |
3,493 |
3,693 |
200 |
5.7% |
12,088 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,151.25 |
1,114.25 |
989.75 |
|
R3 |
1,090.75 |
1,053.75 |
973.25 |
|
R2 |
1,030.25 |
1,030.25 |
967.50 |
|
R1 |
993.25 |
993.25 |
962.00 |
981.50 |
PP |
969.75 |
969.75 |
969.75 |
963.75 |
S1 |
932.75 |
932.75 |
951.00 |
921.00 |
S2 |
909.25 |
909.25 |
945.50 |
|
S3 |
848.75 |
872.25 |
939.75 |
|
S4 |
788.25 |
811.75 |
923.25 |
|
|
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 |
1,006.50 |
926.00 |
80.50 |
8.4% |
41.00 |
4.3% |
38% |
True |
False |
2,908 |
10 |
1,006.50 |
824.75 |
181.75 |
19.0% |
60.25 |
6.3% |
72% |
True |
False |
3,619 |
20 |
1,066.50 |
824.75 |
241.75 |
25.3% |
74.00 |
7.7% |
54% |
False |
False |
4,503 |
40 |
1,281.75 |
824.75 |
457.00 |
47.8% |
64.00 |
6.7% |
29% |
False |
False |
4,329 |
60 |
1,303.75 |
824.75 |
479.00 |
50.1% |
46.75 |
4.9% |
28% |
False |
False |
2,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,263.50 |
2.618 |
1,165.00 |
1.618 |
1,104.50 |
1.000 |
1,067.00 |
0.618 |
1,044.00 |
HIGH |
1,006.50 |
0.618 |
983.50 |
0.500 |
976.25 |
0.382 |
969.00 |
LOW |
946.00 |
0.618 |
908.50 |
1.000 |
885.50 |
1.618 |
848.00 |
2.618 |
787.50 |
4.250 |
689.00 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
976.25 |
976.25 |
PP |
969.75 |
969.75 |
S1 |
963.00 |
963.00 |
|