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 |
948.50 |
908.75 |
-39.75 |
-4.2% |
962.75 |
High |
955.75 |
935.25 |
-20.50 |
-2.1% |
1,006.50 |
Low |
896.00 |
900.00 |
4.00 |
0.4% |
896.00 |
Close |
902.75 |
934.50 |
31.75 |
3.5% |
934.50 |
Range |
59.75 |
35.25 |
-24.50 |
-41.0% |
110.50 |
ATR |
63.15 |
61.15 |
-1.99 |
-3.2% |
0.00 |
Volume |
1,716 |
4,717 |
3,001 |
174.9% |
17,006 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,029.00 |
1,017.00 |
954.00 |
|
R3 |
993.75 |
981.75 |
944.25 |
|
R2 |
958.50 |
958.50 |
941.00 |
|
R1 |
946.50 |
946.50 |
937.75 |
952.50 |
PP |
923.25 |
923.25 |
923.25 |
926.25 |
S1 |
911.25 |
911.25 |
931.25 |
917.25 |
S2 |
888.00 |
888.00 |
928.00 |
|
S3 |
852.75 |
876.00 |
924.75 |
|
S4 |
817.50 |
840.75 |
915.00 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,277.25 |
1,216.25 |
995.25 |
|
R3 |
1,166.75 |
1,105.75 |
965.00 |
|
R2 |
1,056.25 |
1,056.25 |
954.75 |
|
R1 |
995.25 |
995.25 |
944.75 |
970.50 |
PP |
945.75 |
945.75 |
945.75 |
933.25 |
S1 |
884.75 |
884.75 |
924.25 |
860.00 |
S2 |
835.25 |
835.25 |
914.25 |
|
S3 |
724.75 |
774.25 |
904.00 |
|
S4 |
614.25 |
663.75 |
873.75 |
|
|
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 |
11.8% |
43.75 |
4.7% |
35% |
False |
False |
3,401 |
10 |
1,006.50 |
824.75 |
181.75 |
19.4% |
54.00 |
5.8% |
60% |
False |
False |
2,909 |
20 |
1,066.50 |
824.75 |
241.75 |
25.9% |
68.25 |
7.3% |
45% |
False |
False |
4,187 |
40 |
1,281.75 |
824.75 |
457.00 |
48.9% |
65.00 |
7.0% |
24% |
False |
False |
4,489 |
60 |
1,303.75 |
824.75 |
479.00 |
51.3% |
48.50 |
5.2% |
23% |
False |
False |
2,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,085.00 |
2.618 |
1,027.50 |
1.618 |
992.25 |
1.000 |
970.50 |
0.618 |
957.00 |
HIGH |
935.25 |
0.618 |
921.75 |
0.500 |
917.50 |
0.382 |
913.50 |
LOW |
900.00 |
0.618 |
878.25 |
1.000 |
864.75 |
1.618 |
843.00 |
2.618 |
807.75 |
4.250 |
750.25 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
929.00 |
951.25 |
PP |
923.25 |
945.75 |
S1 |
917.50 |
940.00 |
|