Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,363.30 |
1,359.82 |
-3.48 |
-0.3% |
1,182.62 |
High |
1,382.65 |
1,365.28 |
-17.37 |
-1.3% |
1,358.75 |
Low |
1,342.30 |
1,298.57 |
-43.73 |
-3.3% |
1,167.70 |
Close |
1,378.40 |
1,299.98 |
-78.42 |
-5.7% |
1,334.78 |
Range |
40.35 |
66.71 |
26.36 |
65.3% |
191.05 |
ATR |
75.65 |
75.95 |
0.30 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,521.41 |
1,477.40 |
1,336.67 |
|
R3 |
1,454.70 |
1,410.69 |
1,318.33 |
|
R2 |
1,387.99 |
1,387.99 |
1,312.21 |
|
R1 |
1,343.98 |
1,343.98 |
1,306.10 |
1,332.63 |
PP |
1,321.28 |
1,321.28 |
1,321.28 |
1,315.60 |
S1 |
1,277.27 |
1,277.27 |
1,293.86 |
1,265.92 |
S2 |
1,254.57 |
1,254.57 |
1,287.75 |
|
S3 |
1,187.86 |
1,210.56 |
1,281.63 |
|
S4 |
1,121.15 |
1,143.85 |
1,263.29 |
|
|
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 |
1,298.57 |
84.08 |
6.5% |
45.48 |
3.5% |
2% |
False |
True |
|
10 |
1,382.65 |
1,149.12 |
233.53 |
18.0% |
64.86 |
5.0% |
65% |
False |
False |
|
20 |
1,470.99 |
1,149.12 |
321.87 |
24.8% |
81.92 |
6.3% |
47% |
False |
False |
|
40 |
1,775.47 |
1,149.12 |
626.35 |
48.2% |
74.99 |
5.8% |
24% |
False |
False |
|
60 |
1,973.56 |
1,149.12 |
824.44 |
63.4% |
62.25 |
4.8% |
18% |
False |
False |
|
80 |
1,973.56 |
1,149.12 |
824.44 |
63.4% |
56.33 |
4.3% |
18% |
False |
False |
|
100 |
1,993.12 |
1,149.12 |
844.00 |
64.9% |
53.61 |
4.1% |
18% |
False |
False |
|
120 |
2,055.82 |
1,149.12 |
906.70 |
69.7% |
50.87 |
3.9% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.80 |
2.618 |
1,539.93 |
1.618 |
1,473.22 |
1.000 |
1,431.99 |
0.618 |
1,406.51 |
HIGH |
1,365.28 |
0.618 |
1,339.80 |
0.500 |
1,331.93 |
0.382 |
1,324.05 |
LOW |
1,298.57 |
0.618 |
1,257.34 |
1.000 |
1,231.86 |
1.618 |
1,190.63 |
2.618 |
1,123.92 |
4.250 |
1,015.05 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,331.93 |
1,340.61 |
PP |
1,321.28 |
1,327.07 |
S1 |
1,310.63 |
1,313.52 |
|