Trading Metrics calculated at close of trading on 04-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,333.19 |
1,363.30 |
30.11 |
2.3% |
1,182.62 |
High |
1,346.85 |
1,382.65 |
35.80 |
2.7% |
1,358.75 |
Low |
1,322.43 |
1,342.30 |
19.87 |
1.5% |
1,167.70 |
Close |
1,334.75 |
1,378.40 |
43.65 |
3.3% |
1,334.78 |
Range |
24.42 |
40.35 |
15.93 |
65.2% |
191.05 |
ATR |
77.78 |
75.65 |
-2.13 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,488.83 |
1,473.97 |
1,400.59 |
|
R3 |
1,448.48 |
1,433.62 |
1,389.50 |
|
R2 |
1,408.13 |
1,408.13 |
1,385.80 |
|
R1 |
1,393.27 |
1,393.27 |
1,382.10 |
1,400.70 |
PP |
1,367.78 |
1,367.78 |
1,367.78 |
1,371.50 |
S1 |
1,352.92 |
1,352.92 |
1,374.70 |
1,360.35 |
S2 |
1,327.43 |
1,327.43 |
1,371.00 |
|
S3 |
1,287.08 |
1,312.57 |
1,367.30 |
|
S4 |
1,246.73 |
1,272.22 |
1,356.21 |
|
|
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 |
1,382.65 |
1,272.19 |
110.46 |
8.0% |
46.47 |
3.4% |
96% |
True |
False |
|
10 |
1,382.65 |
1,149.12 |
233.53 |
16.9% |
65.69 |
4.8% |
98% |
True |
False |
|
20 |
1,470.99 |
1,149.12 |
321.87 |
23.4% |
83.11 |
6.0% |
71% |
False |
False |
|
40 |
1,775.47 |
1,149.12 |
626.35 |
45.4% |
74.04 |
5.4% |
37% |
False |
False |
|
60 |
1,973.56 |
1,149.12 |
824.44 |
59.8% |
61.56 |
4.5% |
28% |
False |
False |
|
80 |
1,973.56 |
1,149.12 |
824.44 |
59.8% |
56.31 |
4.1% |
28% |
False |
False |
|
100 |
1,993.12 |
1,149.12 |
844.00 |
61.2% |
53.32 |
3.9% |
27% |
False |
False |
|
120 |
2,055.82 |
1,149.12 |
906.70 |
65.8% |
50.53 |
3.7% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.14 |
2.618 |
1,488.29 |
1.618 |
1,447.94 |
1.000 |
1,423.00 |
0.618 |
1,407.59 |
HIGH |
1,382.65 |
0.618 |
1,367.24 |
0.500 |
1,362.48 |
0.382 |
1,357.71 |
LOW |
1,342.30 |
0.618 |
1,317.36 |
1.000 |
1,301.95 |
1.618 |
1,277.01 |
2.618 |
1,236.66 |
4.250 |
1,170.81 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,373.09 |
1,367.05 |
PP |
1,367.78 |
1,355.69 |
S1 |
1,362.48 |
1,344.34 |
|