Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,318.39 |
1,333.19 |
14.80 |
1.1% |
1,182.62 |
High |
1,358.75 |
1,346.85 |
-11.90 |
-0.9% |
1,358.75 |
Low |
1,306.02 |
1,322.43 |
16.41 |
1.3% |
1,167.70 |
Close |
1,334.78 |
1,334.75 |
-0.03 |
0.0% |
1,334.78 |
Range |
52.73 |
24.42 |
-28.31 |
-53.7% |
191.05 |
ATR |
81.89 |
77.78 |
-4.10 |
-5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.94 |
1,395.76 |
1,348.18 |
|
R3 |
1,383.52 |
1,371.34 |
1,341.47 |
|
R2 |
1,359.10 |
1,359.10 |
1,339.23 |
|
R1 |
1,346.92 |
1,346.92 |
1,336.99 |
1,353.01 |
PP |
1,334.68 |
1,334.68 |
1,334.68 |
1,337.72 |
S1 |
1,322.50 |
1,322.50 |
1,332.51 |
1,328.59 |
S2 |
1,310.26 |
1,310.26 |
1,330.27 |
|
S3 |
1,285.84 |
1,298.08 |
1,328.03 |
|
S4 |
1,261.42 |
1,273.66 |
1,321.32 |
|
|
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 |
1,174.59 |
184.16 |
13.8% |
63.00 |
4.7% |
87% |
False |
False |
|
10 |
1,358.75 |
1,149.12 |
209.63 |
15.7% |
68.64 |
5.1% |
89% |
False |
False |
|
20 |
1,470.99 |
1,149.12 |
321.87 |
24.1% |
86.24 |
6.5% |
58% |
False |
False |
|
40 |
1,779.32 |
1,149.12 |
630.20 |
47.2% |
74.47 |
5.6% |
29% |
False |
False |
|
60 |
1,973.56 |
1,149.12 |
824.44 |
61.8% |
61.63 |
4.6% |
23% |
False |
False |
|
80 |
1,973.56 |
1,149.12 |
824.44 |
61.8% |
56.36 |
4.2% |
23% |
False |
False |
|
100 |
1,993.12 |
1,149.12 |
844.00 |
63.2% |
53.31 |
4.0% |
22% |
False |
False |
|
120 |
2,055.82 |
1,149.12 |
906.70 |
67.9% |
50.54 |
3.8% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,450.64 |
2.618 |
1,410.78 |
1.618 |
1,386.36 |
1.000 |
1,371.27 |
0.618 |
1,361.94 |
HIGH |
1,346.85 |
0.618 |
1,337.52 |
0.500 |
1,334.64 |
0.382 |
1,331.76 |
LOW |
1,322.43 |
0.618 |
1,307.34 |
1.000 |
1,298.01 |
1.618 |
1,282.92 |
2.618 |
1,258.50 |
4.250 |
1,218.65 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,334.71 |
1,333.13 |
PP |
1,334.68 |
1,331.50 |
S1 |
1,334.64 |
1,329.88 |
|