Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,359.82 |
1,278.05 |
-81.77 |
-6.0% |
1,182.62 |
High |
1,365.28 |
1,294.73 |
-70.55 |
-5.2% |
1,358.75 |
Low |
1,298.57 |
1,235.85 |
-62.72 |
-4.8% |
1,167.70 |
Close |
1,299.98 |
1,241.97 |
-58.01 |
-4.5% |
1,334.78 |
Range |
66.71 |
58.88 |
-7.83 |
-11.7% |
191.05 |
ATR |
75.95 |
75.10 |
-0.84 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,434.16 |
1,396.94 |
1,274.35 |
|
R3 |
1,375.28 |
1,338.06 |
1,258.16 |
|
R2 |
1,316.40 |
1,316.40 |
1,252.76 |
|
R1 |
1,279.18 |
1,279.18 |
1,247.37 |
1,268.35 |
PP |
1,257.52 |
1,257.52 |
1,257.52 |
1,252.10 |
S1 |
1,220.30 |
1,220.30 |
1,236.57 |
1,209.47 |
S2 |
1,198.64 |
1,198.64 |
1,231.18 |
|
S3 |
1,139.76 |
1,161.42 |
1,225.78 |
|
S4 |
1,080.88 |
1,102.54 |
1,209.59 |
|
|
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 |
1,235.85 |
146.80 |
11.8% |
48.62 |
3.9% |
4% |
False |
True |
|
10 |
1,382.65 |
1,149.12 |
233.53 |
18.8% |
62.06 |
5.0% |
40% |
False |
False |
|
20 |
1,470.99 |
1,149.12 |
321.87 |
25.9% |
79.46 |
6.4% |
29% |
False |
False |
|
40 |
1,775.47 |
1,149.12 |
626.35 |
50.4% |
74.95 |
6.0% |
15% |
False |
False |
|
60 |
1,973.56 |
1,149.12 |
824.44 |
66.4% |
62.65 |
5.0% |
11% |
False |
False |
|
80 |
1,973.56 |
1,149.12 |
824.44 |
66.4% |
56.33 |
4.5% |
11% |
False |
False |
|
100 |
1,991.25 |
1,149.12 |
842.13 |
67.8% |
53.96 |
4.3% |
11% |
False |
False |
|
120 |
2,055.82 |
1,149.12 |
906.70 |
73.0% |
50.98 |
4.1% |
10% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,544.97 |
2.618 |
1,448.88 |
1.618 |
1,390.00 |
1.000 |
1,353.61 |
0.618 |
1,331.12 |
HIGH |
1,294.73 |
0.618 |
1,272.24 |
0.500 |
1,265.29 |
0.382 |
1,258.34 |
LOW |
1,235.85 |
0.618 |
1,199.46 |
1.000 |
1,176.97 |
1.618 |
1,140.58 |
2.618 |
1,081.70 |
4.250 |
985.61 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,265.29 |
1,309.25 |
PP |
1,257.52 |
1,286.82 |
S1 |
1,249.74 |
1,264.40 |
|