| Trading Metrics calculated at close of trading on 03-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
4,918.5 |
5,130.0 |
211.5 |
4.3% |
4,215.0 |
| High |
5,136.0 |
5,148.5 |
12.5 |
0.2% |
5,136.0 |
| Low |
4,825.0 |
5,035.0 |
210.0 |
4.4% |
4,112.5 |
| Close |
5,099.0 |
5,073.0 |
-26.0 |
-0.5% |
5,099.0 |
| Range |
311.0 |
113.5 |
-197.5 |
-63.5% |
1,023.5 |
| ATR |
343.5 |
327.1 |
-16.4 |
-4.8% |
0.0 |
| Volume |
752 |
691 |
-61 |
-8.1% |
7,332 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,426.0 |
5,363.0 |
5,135.4 |
|
| R3 |
5,312.5 |
5,249.5 |
5,104.2 |
|
| R2 |
5,199.0 |
5,199.0 |
5,093.8 |
|
| R1 |
5,136.0 |
5,136.0 |
5,083.4 |
5,110.8 |
| PP |
5,085.5 |
5,085.5 |
5,085.5 |
5,072.9 |
| S1 |
5,022.5 |
5,022.5 |
5,062.6 |
4,997.3 |
| S2 |
4,972.0 |
4,972.0 |
5,052.2 |
|
| S3 |
4,858.5 |
4,909.0 |
5,041.8 |
|
| S4 |
4,745.0 |
4,795.5 |
5,010.6 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,853.0 |
7,499.5 |
5,661.9 |
|
| R3 |
6,829.5 |
6,476.0 |
5,380.5 |
|
| R2 |
5,806.0 |
5,806.0 |
5,286.6 |
|
| R1 |
5,452.5 |
5,452.5 |
5,192.8 |
5,629.3 |
| PP |
4,782.5 |
4,782.5 |
4,782.5 |
4,870.9 |
| S1 |
4,429.0 |
4,429.0 |
5,005.2 |
4,605.8 |
| S2 |
3,759.0 |
3,759.0 |
4,911.4 |
|
| S3 |
2,735.5 |
3,405.5 |
4,817.5 |
|
| S4 |
1,712.0 |
2,382.0 |
4,536.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,148.5 |
4,448.5 |
700.0 |
13.8% |
292.3 |
5.8% |
89% |
True |
False |
1,397 |
| 10 |
5,148.5 |
4,076.5 |
1,072.0 |
21.1% |
306.1 |
6.0% |
93% |
True |
False |
1,121 |
| 20 |
5,599.0 |
4,076.5 |
1,522.5 |
30.0% |
337.3 |
6.6% |
65% |
False |
False |
1,014 |
| 40 |
6,466.5 |
4,076.5 |
2,390.0 |
47.1% |
263.6 |
5.2% |
42% |
False |
False |
1,743 |
| 60 |
6,806.5 |
4,076.5 |
2,730.0 |
53.8% |
213.8 |
4.2% |
37% |
False |
False |
1,388 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
53.8% |
190.3 |
3.8% |
37% |
False |
False |
1,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,630.9 |
|
2.618 |
5,445.6 |
|
1.618 |
5,332.1 |
|
1.000 |
5,262.0 |
|
0.618 |
5,218.6 |
|
HIGH |
5,148.5 |
|
0.618 |
5,105.1 |
|
0.500 |
5,091.8 |
|
0.382 |
5,078.4 |
|
LOW |
5,035.0 |
|
0.618 |
4,964.9 |
|
1.000 |
4,921.5 |
|
1.618 |
4,851.4 |
|
2.618 |
4,737.9 |
|
4.250 |
4,552.6 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,091.8 |
5,044.3 |
| PP |
5,085.5 |
5,015.5 |
| S1 |
5,079.3 |
4,986.8 |
|