Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
5,370.0 |
5,070.0 |
-300.0 |
-5.6% |
4,215.0 |
High |
5,372.0 |
5,108.0 |
-264.0 |
-4.9% |
5,136.0 |
Low |
5,058.0 |
4,735.0 |
-323.0 |
-6.4% |
4,112.5 |
Close |
5,235.5 |
4,855.5 |
-380.0 |
-7.3% |
5,099.0 |
Range |
314.0 |
373.0 |
59.0 |
18.8% |
1,023.5 |
ATR |
326.1 |
338.6 |
12.5 |
3.8% |
0.0 |
Volume |
1,406 |
1,106 |
-300 |
-21.3% |
7,332 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,018.5 |
5,810.0 |
5,060.7 |
|
R3 |
5,645.5 |
5,437.0 |
4,958.1 |
|
R2 |
5,272.5 |
5,272.5 |
4,923.9 |
|
R1 |
5,064.0 |
5,064.0 |
4,889.7 |
4,981.8 |
PP |
4,899.5 |
4,899.5 |
4,899.5 |
4,858.4 |
S1 |
4,691.0 |
4,691.0 |
4,821.3 |
4,608.8 |
S2 |
4,526.5 |
4,526.5 |
4,787.1 |
|
S3 |
4,153.5 |
4,318.0 |
4,752.9 |
|
S4 |
3,780.5 |
3,945.0 |
4,650.4 |
|
|
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 |
4,735.0 |
650.0 |
13.4% |
287.7 |
5.9% |
19% |
False |
True |
953 |
10 |
5,385.0 |
4,076.5 |
1,308.5 |
26.9% |
320.4 |
6.6% |
60% |
False |
False |
1,271 |
20 |
5,458.0 |
4,076.5 |
1,381.5 |
28.5% |
326.8 |
6.7% |
56% |
False |
False |
987 |
40 |
6,392.5 |
4,076.5 |
2,316.0 |
47.7% |
278.3 |
5.7% |
34% |
False |
False |
1,642 |
60 |
6,706.5 |
4,076.5 |
2,630.0 |
54.2% |
226.3 |
4.7% |
30% |
False |
False |
1,433 |
80 |
6,806.5 |
4,076.5 |
2,730.0 |
56.2% |
197.2 |
4.1% |
29% |
False |
False |
1,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,693.3 |
2.618 |
6,084.5 |
1.618 |
5,711.5 |
1.000 |
5,481.0 |
0.618 |
5,338.5 |
HIGH |
5,108.0 |
0.618 |
4,965.5 |
0.500 |
4,921.5 |
0.382 |
4,877.5 |
LOW |
4,735.0 |
0.618 |
4,504.5 |
1.000 |
4,362.0 |
1.618 |
4,131.5 |
2.618 |
3,758.5 |
4.250 |
3,149.8 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,921.5 |
5,060.0 |
PP |
4,899.5 |
4,991.8 |
S1 |
4,877.5 |
4,923.7 |
|