Trading Metrics calculated at close of trading on 04-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2008 |
04-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
9,326.04 |
9,323.89 |
-2.15 |
0.0% |
8,375.92 |
High |
9,410.55 |
9,653.95 |
243.40 |
2.6% |
9,454.36 |
Low |
9,255.48 |
9,323.89 |
68.41 |
0.7% |
8,143.59 |
Close |
9,319.83 |
9,625.28 |
305.45 |
3.3% |
9,325.01 |
Range |
155.07 |
330.06 |
174.99 |
112.8% |
1,310.77 |
ATR |
499.45 |
487.64 |
-11.81 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,524.55 |
10,404.98 |
9,806.81 |
|
R3 |
10,194.49 |
10,074.92 |
9,716.05 |
|
R2 |
9,864.43 |
9,864.43 |
9,685.79 |
|
R1 |
9,744.86 |
9,744.86 |
9,655.54 |
9,804.65 |
PP |
9,534.37 |
9,534.37 |
9,534.37 |
9,564.27 |
S1 |
9,414.80 |
9,414.80 |
9,595.02 |
9,474.59 |
S2 |
9,204.31 |
9,204.31 |
9,564.77 |
|
S3 |
8,874.25 |
9,084.74 |
9,534.51 |
|
S4 |
8,544.19 |
8,754.68 |
9,443.75 |
|
|
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 |
9,653.95 |
8,890.29 |
763.66 |
7.9% |
316.58 |
3.3% |
96% |
True |
False |
|
10 |
9,653.95 |
8,143.59 |
1,510.36 |
15.7% |
468.65 |
4.9% |
98% |
True |
False |
|
20 |
9,794.37 |
7,882.51 |
1,911.86 |
19.9% |
576.70 |
6.0% |
91% |
False |
False |
|
40 |
11,483.05 |
7,882.51 |
3,600.54 |
37.4% |
499.44 |
5.2% |
48% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
40.6% |
404.86 |
4.2% |
45% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
41.4% |
359.09 |
3.7% |
44% |
False |
False |
|
100 |
12,322.82 |
7,882.51 |
4,440.31 |
46.1% |
327.07 |
3.4% |
39% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
54.6% |
302.66 |
3.1% |
33% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,056.71 |
2.618 |
10,518.05 |
1.618 |
10,187.99 |
1.000 |
9,984.01 |
0.618 |
9,857.93 |
HIGH |
9,653.95 |
0.618 |
9,527.87 |
0.500 |
9,488.92 |
0.382 |
9,449.97 |
LOW |
9,323.89 |
0.618 |
9,119.91 |
1.000 |
8,993.83 |
1.618 |
8,789.85 |
2.618 |
8,459.79 |
4.250 |
7,921.14 |
|
|
Fisher Pivots for day following 04-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
9,579.83 |
9,545.71 |
PP |
9,534.37 |
9,466.14 |
S1 |
9,488.92 |
9,386.58 |
|