Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
5,070.0 |
4,819.5 |
-250.5 |
-4.9% |
5,130.0 |
High |
5,108.0 |
5,063.0 |
-45.0 |
-0.9% |
5,385.0 |
Low |
4,735.0 |
4,812.5 |
77.5 |
1.6% |
4,735.0 |
Close |
4,855.5 |
4,971.0 |
115.5 |
2.4% |
4,971.0 |
Range |
373.0 |
250.5 |
-122.5 |
-32.8% |
650.0 |
ATR |
338.6 |
332.3 |
-6.3 |
-1.9% |
0.0 |
Volume |
1,106 |
431 |
-675 |
-61.0% |
4,447 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,700.3 |
5,586.2 |
5,108.8 |
|
R3 |
5,449.8 |
5,335.7 |
5,039.9 |
|
R2 |
5,199.3 |
5,199.3 |
5,016.9 |
|
R1 |
5,085.2 |
5,085.2 |
4,994.0 |
5,142.3 |
PP |
4,948.8 |
4,948.8 |
4,948.8 |
4,977.4 |
S1 |
4,834.7 |
4,834.7 |
4,948.0 |
4,891.8 |
S2 |
4,698.3 |
4,698.3 |
4,925.1 |
|
S3 |
4,447.8 |
4,584.2 |
4,902.1 |
|
S4 |
4,197.3 |
4,333.7 |
4,833.2 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,980.3 |
6,625.7 |
5,328.5 |
|
R3 |
6,330.3 |
5,975.7 |
5,149.8 |
|
R2 |
5,680.3 |
5,680.3 |
5,090.2 |
|
R1 |
5,325.7 |
5,325.7 |
5,030.6 |
5,178.0 |
PP |
5,030.3 |
5,030.3 |
5,030.3 |
4,956.5 |
S1 |
4,675.7 |
4,675.7 |
4,911.4 |
4,528.0 |
S2 |
4,380.3 |
4,380.3 |
4,851.8 |
|
S3 |
3,730.3 |
4,025.7 |
4,792.3 |
|
S4 |
3,080.3 |
3,375.7 |
4,613.5 |
|
|
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 |
13.1% |
275.6 |
5.5% |
36% |
False |
False |
889 |
10 |
5,385.0 |
4,112.5 |
1,272.5 |
25.6% |
311.3 |
6.3% |
67% |
False |
False |
1,177 |
20 |
5,458.0 |
4,076.5 |
1,381.5 |
27.8% |
322.0 |
6.5% |
65% |
False |
False |
984 |
40 |
6,353.5 |
4,076.5 |
2,277.0 |
45.8% |
282.3 |
5.7% |
39% |
False |
False |
1,603 |
60 |
6,706.5 |
4,076.5 |
2,630.0 |
52.9% |
228.5 |
4.6% |
34% |
False |
False |
1,439 |
80 |
6,806.5 |
4,076.5 |
2,730.0 |
54.9% |
198.4 |
4.0% |
33% |
False |
False |
1,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,127.6 |
2.618 |
5,718.8 |
1.618 |
5,468.3 |
1.000 |
5,313.5 |
0.618 |
5,217.8 |
HIGH |
5,063.0 |
0.618 |
4,967.3 |
0.500 |
4,937.8 |
0.382 |
4,908.2 |
LOW |
4,812.5 |
0.618 |
4,657.7 |
1.000 |
4,562.0 |
1.618 |
4,407.2 |
2.618 |
4,156.7 |
4.250 |
3,747.9 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
4,959.9 |
5,053.5 |
PP |
4,948.8 |
5,026.0 |
S1 |
4,937.8 |
4,998.5 |
|