Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
9,179.09 |
9,326.04 |
146.95 |
1.6% |
8,375.92 |
High |
9,454.36 |
9,410.55 |
-43.81 |
-0.5% |
9,454.36 |
Low |
9,119.20 |
9,255.48 |
136.28 |
1.5% |
8,143.59 |
Close |
9,325.01 |
9,319.83 |
-5.18 |
-0.1% |
9,325.01 |
Range |
335.16 |
155.07 |
-180.09 |
-53.7% |
1,310.77 |
ATR |
525.94 |
499.45 |
-26.49 |
-5.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,793.83 |
9,711.90 |
9,405.12 |
|
R3 |
9,638.76 |
9,556.83 |
9,362.47 |
|
R2 |
9,483.69 |
9,483.69 |
9,348.26 |
|
R1 |
9,401.76 |
9,401.76 |
9,334.04 |
9,365.19 |
PP |
9,328.62 |
9,328.62 |
9,328.62 |
9,310.34 |
S1 |
9,246.69 |
9,246.69 |
9,305.62 |
9,210.12 |
S2 |
9,173.55 |
9,173.55 |
9,291.40 |
|
S3 |
9,018.48 |
9,091.62 |
9,277.19 |
|
S4 |
8,863.41 |
8,936.55 |
9,234.54 |
|
|
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 |
8,174.73 |
1,279.63 |
13.7% |
432.04 |
4.6% |
89% |
False |
False |
|
10 |
9,454.36 |
8,143.59 |
1,310.77 |
14.1% |
463.67 |
5.0% |
90% |
False |
False |
|
20 |
10,124.03 |
7,882.51 |
2,241.52 |
24.1% |
594.57 |
6.4% |
64% |
False |
False |
|
40 |
11,577.50 |
7,882.51 |
3,694.99 |
39.6% |
499.85 |
5.4% |
39% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
42.8% |
402.55 |
4.3% |
36% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
42.8% |
357.90 |
3.8% |
36% |
False |
False |
|
100 |
12,322.82 |
7,882.51 |
4,440.31 |
47.6% |
325.43 |
3.5% |
32% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
56.4% |
301.11 |
3.2% |
27% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,069.60 |
2.618 |
9,816.52 |
1.618 |
9,661.45 |
1.000 |
9,565.62 |
0.618 |
9,506.38 |
HIGH |
9,410.55 |
0.618 |
9,351.31 |
0.500 |
9,333.02 |
0.382 |
9,314.72 |
LOW |
9,255.48 |
0.618 |
9,159.65 |
1.000 |
9,100.41 |
1.618 |
9,004.58 |
2.618 |
8,849.51 |
4.250 |
8,596.43 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
9,333.02 |
9,285.09 |
PP |
9,328.62 |
9,250.35 |
S1 |
9,324.23 |
9,215.62 |
|