Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,333.27 |
1,318.39 |
-14.88 |
-1.1% |
1,182.62 |
High |
1,344.21 |
1,358.75 |
14.54 |
1.1% |
1,358.75 |
Low |
1,301.00 |
1,306.02 |
5.02 |
0.4% |
1,167.70 |
Close |
1,333.94 |
1,334.78 |
0.84 |
0.1% |
1,334.78 |
Range |
43.21 |
52.73 |
9.52 |
22.0% |
191.05 |
ATR |
84.13 |
81.89 |
-2.24 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.37 |
1,465.81 |
1,363.78 |
|
R3 |
1,438.64 |
1,413.08 |
1,349.28 |
|
R2 |
1,385.91 |
1,385.91 |
1,344.45 |
|
R1 |
1,360.35 |
1,360.35 |
1,339.61 |
1,373.13 |
PP |
1,333.18 |
1,333.18 |
1,333.18 |
1,339.58 |
S1 |
1,307.62 |
1,307.62 |
1,329.95 |
1,320.40 |
S2 |
1,280.45 |
1,280.45 |
1,325.11 |
|
S3 |
1,227.72 |
1,254.89 |
1,320.28 |
|
S4 |
1,174.99 |
1,202.16 |
1,305.78 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,860.23 |
1,788.55 |
1,439.86 |
|
R3 |
1,669.18 |
1,597.50 |
1,387.32 |
|
R2 |
1,478.13 |
1,478.13 |
1,369.81 |
|
R1 |
1,406.45 |
1,406.45 |
1,352.29 |
1,442.29 |
PP |
1,287.08 |
1,287.08 |
1,287.08 |
1,305.00 |
S1 |
1,215.40 |
1,215.40 |
1,317.27 |
1,251.24 |
S2 |
1,096.03 |
1,096.03 |
1,299.75 |
|
S3 |
904.98 |
1,024.35 |
1,282.24 |
|
S4 |
713.93 |
833.30 |
1,229.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,358.75 |
1,167.70 |
191.05 |
14.3% |
70.07 |
5.2% |
87% |
True |
False |
|
10 |
1,358.75 |
1,149.12 |
209.63 |
15.7% |
72.48 |
5.4% |
89% |
True |
False |
|
20 |
1,470.99 |
1,149.12 |
321.87 |
24.1% |
90.07 |
6.7% |
58% |
False |
False |
|
40 |
1,796.82 |
1,149.12 |
647.70 |
48.5% |
75.41 |
5.6% |
29% |
False |
False |
|
60 |
1,973.56 |
1,149.12 |
824.44 |
61.8% |
62.08 |
4.7% |
23% |
False |
False |
|
80 |
1,973.56 |
1,149.12 |
824.44 |
61.8% |
56.75 |
4.3% |
23% |
False |
False |
|
100 |
1,993.12 |
1,149.12 |
844.00 |
63.2% |
53.51 |
4.0% |
22% |
False |
False |
|
120 |
2,055.82 |
1,149.12 |
906.70 |
67.9% |
50.62 |
3.8% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,582.85 |
2.618 |
1,496.80 |
1.618 |
1,444.07 |
1.000 |
1,411.48 |
0.618 |
1,391.34 |
HIGH |
1,358.75 |
0.618 |
1,338.61 |
0.500 |
1,332.39 |
0.382 |
1,326.16 |
LOW |
1,306.02 |
0.618 |
1,273.43 |
1.000 |
1,253.29 |
1.618 |
1,220.70 |
2.618 |
1,167.97 |
4.250 |
1,081.92 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,333.98 |
1,328.34 |
PP |
1,333.18 |
1,321.91 |
S1 |
1,332.39 |
1,315.47 |
|