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 |
1,000.50 |
948.50 |
-52.00 |
-5.2% |
860.00 |
High |
1,006.50 |
955.75 |
-50.75 |
-5.0% |
980.75 |
Low |
946.00 |
896.00 |
-50.00 |
-5.3% |
824.75 |
Close |
956.50 |
902.75 |
-53.75 |
-5.6% |
966.25 |
Range |
60.50 |
59.75 |
-0.75 |
-1.2% |
156.00 |
ATR |
63.35 |
63.15 |
-0.20 |
-0.3% |
0.00 |
Volume |
3,693 |
1,716 |
-1,977 |
-53.5% |
12,088 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,097.50 |
1,059.75 |
935.50 |
|
R3 |
1,037.75 |
1,000.00 |
919.25 |
|
R2 |
978.00 |
978.00 |
913.75 |
|
R1 |
940.25 |
940.25 |
908.25 |
929.25 |
PP |
918.25 |
918.25 |
918.25 |
912.50 |
S1 |
880.50 |
880.50 |
897.25 |
869.50 |
S2 |
858.50 |
858.50 |
891.75 |
|
S3 |
798.75 |
820.75 |
886.25 |
|
S4 |
739.00 |
761.00 |
870.00 |
|
|
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 |
1,006.50 |
896.00 |
110.50 |
12.2% |
45.00 |
5.0% |
6% |
False |
True |
2,909 |
10 |
1,006.50 |
824.75 |
181.75 |
20.1% |
59.75 |
6.6% |
43% |
False |
False |
3,112 |
20 |
1,066.50 |
824.75 |
241.75 |
26.8% |
71.75 |
8.0% |
32% |
False |
False |
4,332 |
40 |
1,281.75 |
824.75 |
457.00 |
50.6% |
64.50 |
7.2% |
17% |
False |
False |
4,372 |
60 |
1,303.75 |
824.75 |
479.00 |
53.1% |
47.75 |
5.3% |
16% |
False |
False |
2,917 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,209.75 |
2.618 |
1,112.25 |
1.618 |
1,052.50 |
1.000 |
1,015.50 |
0.618 |
992.75 |
HIGH |
955.75 |
0.618 |
933.00 |
0.500 |
926.00 |
0.382 |
918.75 |
LOW |
896.00 |
0.618 |
859.00 |
1.000 |
836.25 |
1.618 |
799.25 |
2.618 |
739.50 |
4.250 |
642.00 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
926.00 |
951.25 |
PP |
918.25 |
935.00 |
S1 |
910.50 |
919.00 |
|