Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
908.75 |
937.00 |
28.25 |
3.1% |
962.75 |
High |
935.25 |
960.25 |
25.00 |
2.7% |
1,006.50 |
Low |
900.00 |
904.25 |
4.25 |
0.5% |
896.00 |
Close |
934.50 |
919.75 |
-14.75 |
-1.6% |
934.50 |
Range |
35.25 |
56.00 |
20.75 |
58.9% |
110.50 |
ATR |
61.15 |
60.79 |
-0.37 |
-0.6% |
0.00 |
Volume |
4,717 |
5,162 |
445 |
9.4% |
17,006 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,096.00 |
1,064.00 |
950.50 |
|
R3 |
1,040.00 |
1,008.00 |
935.25 |
|
R2 |
984.00 |
984.00 |
930.00 |
|
R1 |
952.00 |
952.00 |
925.00 |
940.00 |
PP |
928.00 |
928.00 |
928.00 |
922.00 |
S1 |
896.00 |
896.00 |
914.50 |
884.00 |
S2 |
872.00 |
872.00 |
909.50 |
|
S3 |
816.00 |
840.00 |
904.25 |
|
S4 |
760.00 |
784.00 |
889.00 |
|
|
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 |
12.0% |
50.75 |
5.5% |
21% |
False |
False |
3,756 |
10 |
1,006.50 |
827.00 |
179.50 |
19.5% |
52.75 |
5.7% |
52% |
False |
False |
3,174 |
20 |
1,066.50 |
824.75 |
241.75 |
26.3% |
66.00 |
7.2% |
39% |
False |
False |
4,093 |
40 |
1,281.75 |
824.75 |
457.00 |
49.7% |
65.50 |
7.1% |
21% |
False |
False |
4,618 |
60 |
1,303.75 |
824.75 |
479.00 |
52.1% |
49.50 |
5.4% |
20% |
False |
False |
3,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,198.25 |
2.618 |
1,106.75 |
1.618 |
1,050.75 |
1.000 |
1,016.25 |
0.618 |
994.75 |
HIGH |
960.25 |
0.618 |
938.75 |
0.500 |
932.25 |
0.382 |
925.75 |
LOW |
904.25 |
0.618 |
869.75 |
1.000 |
848.25 |
1.618 |
813.75 |
2.618 |
757.75 |
4.250 |
666.25 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
932.25 |
928.00 |
PP |
928.00 |
925.25 |
S1 |
924.00 |
922.50 |
|