| Trading Metrics calculated at close of trading on 05-Nov-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
| Open |
5,080.0 |
5,370.0 |
290.0 |
5.7% |
4,215.0 |
| High |
5,385.0 |
5,372.0 |
-13.0 |
-0.2% |
5,136.0 |
| Low |
5,058.0 |
5,058.0 |
0.0 |
0.0% |
4,112.5 |
| Close |
5,345.0 |
5,235.5 |
-109.5 |
-2.0% |
5,099.0 |
| Range |
327.0 |
314.0 |
-13.0 |
-4.0% |
1,023.5 |
| ATR |
327.0 |
326.1 |
-0.9 |
-0.3% |
0.0 |
| Volume |
813 |
1,406 |
593 |
72.9% |
7,332 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,163.8 |
6,013.7 |
5,408.2 |
|
| R3 |
5,849.8 |
5,699.7 |
5,321.9 |
|
| R2 |
5,535.8 |
5,535.8 |
5,293.1 |
|
| R1 |
5,385.7 |
5,385.7 |
5,264.3 |
5,303.8 |
| PP |
5,221.8 |
5,221.8 |
5,221.8 |
5,180.9 |
| S1 |
5,071.7 |
5,071.7 |
5,206.7 |
4,989.8 |
| S2 |
4,907.8 |
4,907.8 |
5,177.9 |
|
| S3 |
4,593.8 |
4,757.7 |
5,149.2 |
|
| S4 |
4,279.8 |
4,443.7 |
5,062.8 |
|
|
| 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 |
4,825.0 |
560.0 |
10.7% |
252.9 |
4.8% |
73% |
False |
False |
880 |
| 10 |
5,385.0 |
4,076.5 |
1,308.5 |
25.0% |
312.0 |
6.0% |
89% |
False |
False |
1,217 |
| 20 |
5,458.0 |
4,076.5 |
1,381.5 |
26.4% |
332.7 |
6.4% |
84% |
False |
False |
986 |
| 40 |
6,392.5 |
4,076.5 |
2,316.0 |
44.2% |
273.2 |
5.2% |
50% |
False |
False |
1,703 |
| 60 |
6,706.5 |
4,076.5 |
2,630.0 |
50.2% |
221.2 |
4.2% |
44% |
False |
False |
1,419 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
52.1% |
193.8 |
3.7% |
42% |
False |
False |
1,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,706.5 |
|
2.618 |
6,194.1 |
|
1.618 |
5,880.1 |
|
1.000 |
5,686.0 |
|
0.618 |
5,566.1 |
|
HIGH |
5,372.0 |
|
0.618 |
5,252.1 |
|
0.500 |
5,215.0 |
|
0.382 |
5,177.9 |
|
LOW |
5,058.0 |
|
0.618 |
4,863.9 |
|
1.000 |
4,744.0 |
|
1.618 |
4,549.9 |
|
2.618 |
4,235.9 |
|
4.250 |
3,723.5 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,228.7 |
5,227.0 |
| PP |
5,221.8 |
5,218.5 |
| S1 |
5,215.0 |
5,210.0 |
|