| Trading Metrics calculated at close of trading on 04-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
5,130.0 |
5,080.0 |
-50.0 |
-1.0% |
4,215.0 |
| High |
5,148.5 |
5,385.0 |
236.5 |
4.6% |
5,136.0 |
| Low |
5,035.0 |
5,058.0 |
23.0 |
0.5% |
4,112.5 |
| Close |
5,073.0 |
5,345.0 |
272.0 |
5.4% |
5,099.0 |
| Range |
113.5 |
327.0 |
213.5 |
188.1% |
1,023.5 |
| ATR |
327.1 |
327.0 |
0.0 |
0.0% |
0.0 |
| Volume |
691 |
813 |
122 |
17.7% |
7,332 |
|
| Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,243.7 |
6,121.3 |
5,524.9 |
|
| R3 |
5,916.7 |
5,794.3 |
5,434.9 |
|
| R2 |
5,589.7 |
5,589.7 |
5,405.0 |
|
| R1 |
5,467.3 |
5,467.3 |
5,375.0 |
5,528.5 |
| PP |
5,262.7 |
5,262.7 |
5,262.7 |
5,293.3 |
| S1 |
5,140.3 |
5,140.3 |
5,315.0 |
5,201.5 |
| S2 |
4,935.7 |
4,935.7 |
5,285.1 |
|
| S3 |
4,608.7 |
4,813.3 |
5,255.1 |
|
| S4 |
4,281.7 |
4,486.3 |
5,165.2 |
|
|
| 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 |
5,385.0 |
4,690.0 |
695.0 |
13.0% |
240.9 |
4.5% |
94% |
True |
False |
848 |
| 10 |
5,385.0 |
4,076.5 |
1,308.5 |
24.5% |
315.3 |
5.9% |
97% |
True |
False |
1,159 |
| 20 |
5,458.0 |
4,076.5 |
1,381.5 |
25.8% |
337.5 |
6.3% |
92% |
False |
False |
975 |
| 40 |
6,400.0 |
4,076.5 |
2,323.5 |
43.5% |
267.6 |
5.0% |
55% |
False |
False |
1,715 |
| 60 |
6,718.0 |
4,076.5 |
2,641.5 |
49.4% |
218.0 |
4.1% |
48% |
False |
False |
1,397 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
51.1% |
192.6 |
3.6% |
46% |
False |
False |
1,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,774.8 |
|
2.618 |
6,241.1 |
|
1.618 |
5,914.1 |
|
1.000 |
5,712.0 |
|
0.618 |
5,587.1 |
|
HIGH |
5,385.0 |
|
0.618 |
5,260.1 |
|
0.500 |
5,221.5 |
|
0.382 |
5,182.9 |
|
LOW |
5,058.0 |
|
0.618 |
4,855.9 |
|
1.000 |
4,731.0 |
|
1.618 |
4,528.9 |
|
2.618 |
4,201.9 |
|
4.250 |
3,668.3 |
|
|
| Fisher Pivots for day following 04-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,303.8 |
5,265.0 |
| PP |
5,262.7 |
5,185.0 |
| S1 |
5,221.5 |
5,105.0 |
|