Trading Metrics calculated at close of trading on 31-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,004.66 |
9,179.09 |
174.43 |
1.9% |
8,375.92 |
High |
9,266.47 |
9,454.36 |
187.89 |
2.0% |
9,454.36 |
Low |
8,976.87 |
9,119.20 |
142.33 |
1.6% |
8,143.59 |
Close |
9,180.69 |
9,325.01 |
144.32 |
1.6% |
9,325.01 |
Range |
289.60 |
335.16 |
45.56 |
15.7% |
1,310.77 |
ATR |
540.61 |
525.94 |
-14.68 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,305.00 |
10,150.17 |
9,509.35 |
|
R3 |
9,969.84 |
9,815.01 |
9,417.18 |
|
R2 |
9,634.68 |
9,634.68 |
9,386.46 |
|
R1 |
9,479.85 |
9,479.85 |
9,355.73 |
9,557.27 |
PP |
9,299.52 |
9,299.52 |
9,299.52 |
9,338.23 |
S1 |
9,144.69 |
9,144.69 |
9,294.29 |
9,222.11 |
S2 |
8,964.36 |
8,964.36 |
9,263.56 |
|
S3 |
8,629.20 |
8,809.53 |
9,232.84 |
|
S4 |
8,294.04 |
8,474.37 |
9,140.67 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,906.63 |
12,426.59 |
10,045.93 |
|
R3 |
11,595.86 |
11,115.82 |
9,685.47 |
|
R2 |
10,285.09 |
10,285.09 |
9,565.32 |
|
R1 |
9,805.05 |
9,805.05 |
9,445.16 |
10,045.07 |
PP |
8,974.32 |
8,974.32 |
8,974.32 |
9,094.33 |
S1 |
8,494.28 |
8,494.28 |
9,204.86 |
8,734.30 |
S2 |
7,663.55 |
7,663.55 |
9,084.70 |
|
S3 |
6,352.78 |
7,183.51 |
8,964.55 |
|
S4 |
5,042.01 |
5,872.74 |
8,604.09 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,454.36 |
8,143.59 |
1,310.77 |
14.1% |
492.13 |
5.3% |
90% |
True |
False |
|
10 |
9,454.36 |
8,143.59 |
1,310.77 |
14.1% |
489.61 |
5.3% |
90% |
True |
False |
|
20 |
10,322.76 |
7,882.51 |
2,440.25 |
26.2% |
626.69 |
6.7% |
59% |
False |
False |
|
40 |
11,577.50 |
7,882.51 |
3,694.99 |
39.6% |
504.62 |
5.4% |
39% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
42.7% |
406.17 |
4.4% |
36% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
42.7% |
359.26 |
3.9% |
36% |
False |
False |
|
100 |
12,322.82 |
7,882.51 |
4,440.31 |
47.6% |
325.80 |
3.5% |
32% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
56.3% |
301.22 |
3.2% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,878.79 |
2.618 |
10,331.81 |
1.618 |
9,996.65 |
1.000 |
9,789.52 |
0.618 |
9,661.49 |
HIGH |
9,454.36 |
0.618 |
9,326.33 |
0.500 |
9,286.78 |
0.382 |
9,247.23 |
LOW |
9,119.20 |
0.618 |
8,912.07 |
1.000 |
8,784.04 |
1.618 |
8,576.91 |
2.618 |
8,241.75 |
4.250 |
7,694.77 |
|
|
Fisher Pivots for day following 31-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,312.27 |
9,274.12 |
PP |
9,299.52 |
9,223.22 |
S1 |
9,286.78 |
9,172.33 |
|