Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
4,819.5 |
5,130.0 |
310.5 |
6.4% |
5,130.0 |
High |
5,063.0 |
5,183.0 |
120.0 |
2.4% |
5,385.0 |
Low |
4,812.5 |
4,925.5 |
113.0 |
2.3% |
4,735.0 |
Close |
4,971.0 |
5,077.0 |
106.0 |
2.1% |
4,971.0 |
Range |
250.5 |
257.5 |
7.0 |
2.8% |
650.0 |
ATR |
332.3 |
326.9 |
-5.3 |
-1.6% |
0.0 |
Volume |
431 |
1,262 |
831 |
192.8% |
4,447 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,834.3 |
5,713.2 |
5,218.6 |
|
R3 |
5,576.8 |
5,455.7 |
5,147.8 |
|
R2 |
5,319.3 |
5,319.3 |
5,124.2 |
|
R1 |
5,198.2 |
5,198.2 |
5,100.6 |
5,130.0 |
PP |
5,061.8 |
5,061.8 |
5,061.8 |
5,027.8 |
S1 |
4,940.7 |
4,940.7 |
5,053.4 |
4,872.5 |
S2 |
4,804.3 |
4,804.3 |
5,029.8 |
|
S3 |
4,546.8 |
4,683.2 |
5,006.2 |
|
S4 |
4,289.3 |
4,425.7 |
4,935.4 |
|
|
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 |
12.8% |
304.4 |
6.0% |
53% |
False |
False |
1,003 |
10 |
5,385.0 |
4,448.5 |
936.5 |
18.4% |
298.4 |
5.9% |
67% |
False |
False |
1,200 |
20 |
5,458.0 |
4,076.5 |
1,381.5 |
27.2% |
311.1 |
6.1% |
72% |
False |
False |
1,020 |
40 |
6,353.5 |
4,076.5 |
2,277.0 |
44.8% |
285.7 |
5.6% |
44% |
False |
False |
1,485 |
60 |
6,706.5 |
4,076.5 |
2,630.0 |
51.8% |
231.1 |
4.6% |
38% |
False |
False |
1,458 |
80 |
6,806.5 |
4,076.5 |
2,730.0 |
53.8% |
199.9 |
3.9% |
37% |
False |
False |
1,160 |
100 |
6,856.0 |
4,076.5 |
2,779.5 |
54.7% |
185.5 |
3.7% |
36% |
False |
False |
997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,277.4 |
2.618 |
5,857.1 |
1.618 |
5,599.6 |
1.000 |
5,440.5 |
0.618 |
5,342.1 |
HIGH |
5,183.0 |
0.618 |
5,084.6 |
0.500 |
5,054.3 |
0.382 |
5,023.9 |
LOW |
4,925.5 |
0.618 |
4,766.4 |
1.000 |
4,668.0 |
1.618 |
4,508.9 |
2.618 |
4,251.4 |
4.250 |
3,831.1 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
5,069.4 |
5,037.7 |
PP |
5,061.8 |
4,998.3 |
S1 |
5,054.3 |
4,959.0 |
|