Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,278.05 |
1,258.43 |
-19.62 |
-1.5% |
1,333.19 |
High |
1,294.73 |
1,279.42 |
-15.31 |
-1.2% |
1,382.65 |
Low |
1,235.85 |
1,244.19 |
8.34 |
0.7% |
1,235.85 |
Close |
1,241.97 |
1,271.62 |
29.65 |
2.4% |
1,271.62 |
Range |
58.88 |
35.23 |
-23.65 |
-40.2% |
146.80 |
ATR |
75.10 |
72.41 |
-2.69 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.77 |
1,356.42 |
1,291.00 |
|
R3 |
1,335.54 |
1,321.19 |
1,281.31 |
|
R2 |
1,300.31 |
1,300.31 |
1,278.08 |
|
R1 |
1,285.96 |
1,285.96 |
1,274.85 |
1,293.14 |
PP |
1,265.08 |
1,265.08 |
1,265.08 |
1,268.66 |
S1 |
1,250.73 |
1,250.73 |
1,268.39 |
1,257.91 |
S2 |
1,229.85 |
1,229.85 |
1,265.16 |
|
S3 |
1,194.62 |
1,215.50 |
1,261.93 |
|
S4 |
1,159.39 |
1,180.27 |
1,252.24 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.11 |
1,651.16 |
1,352.36 |
|
R3 |
1,590.31 |
1,504.36 |
1,311.99 |
|
R2 |
1,443.51 |
1,443.51 |
1,298.53 |
|
R1 |
1,357.56 |
1,357.56 |
1,285.08 |
1,327.14 |
PP |
1,296.71 |
1,296.71 |
1,296.71 |
1,281.49 |
S1 |
1,210.76 |
1,210.76 |
1,258.16 |
1,180.34 |
S2 |
1,149.91 |
1,149.91 |
1,244.71 |
|
S3 |
1,003.11 |
1,063.96 |
1,231.25 |
|
S4 |
856.31 |
917.16 |
1,190.88 |
|
|
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 |
11.5% |
45.12 |
3.5% |
24% |
False |
False |
|
10 |
1,382.65 |
1,167.70 |
214.95 |
16.9% |
57.59 |
4.5% |
48% |
False |
False |
|
20 |
1,470.99 |
1,149.12 |
321.87 |
25.3% |
75.15 |
5.9% |
38% |
False |
False |
|
40 |
1,773.83 |
1,149.12 |
624.71 |
49.1% |
75.04 |
5.9% |
20% |
False |
False |
|
60 |
1,973.56 |
1,149.12 |
824.44 |
64.8% |
62.59 |
4.9% |
15% |
False |
False |
|
80 |
1,973.56 |
1,149.12 |
824.44 |
64.8% |
56.36 |
4.4% |
15% |
False |
False |
|
100 |
1,991.25 |
1,149.12 |
842.13 |
66.2% |
54.07 |
4.3% |
15% |
False |
False |
|
120 |
2,055.82 |
1,149.12 |
906.70 |
71.3% |
51.09 |
4.0% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.15 |
2.618 |
1,371.65 |
1.618 |
1,336.42 |
1.000 |
1,314.65 |
0.618 |
1,301.19 |
HIGH |
1,279.42 |
0.618 |
1,265.96 |
0.500 |
1,261.81 |
0.382 |
1,257.65 |
LOW |
1,244.19 |
0.618 |
1,222.42 |
1.000 |
1,208.96 |
1.618 |
1,187.19 |
2.618 |
1,151.96 |
4.250 |
1,094.46 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,268.35 |
1,300.57 |
PP |
1,265.08 |
1,290.92 |
S1 |
1,261.81 |
1,281.27 |
|