Trading Metrics calculated at close of trading on 05-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2008 |
05-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
9,323.89 |
9,616.60 |
292.71 |
3.1% |
8,375.92 |
High |
9,653.95 |
9,616.60 |
-37.35 |
-0.4% |
9,454.36 |
Low |
9,323.89 |
9,111.47 |
-212.42 |
-2.3% |
8,143.59 |
Close |
9,625.28 |
9,139.27 |
-486.01 |
-5.0% |
9,325.01 |
Range |
330.06 |
505.13 |
175.07 |
53.0% |
1,310.77 |
ATR |
487.64 |
489.51 |
1.87 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,804.50 |
10,477.02 |
9,417.09 |
|
R3 |
10,299.37 |
9,971.89 |
9,278.18 |
|
R2 |
9,794.24 |
9,794.24 |
9,231.88 |
|
R1 |
9,466.76 |
9,466.76 |
9,185.57 |
9,377.94 |
PP |
9,289.11 |
9,289.11 |
9,289.11 |
9,244.70 |
S1 |
8,961.63 |
8,961.63 |
9,092.97 |
8,872.81 |
S2 |
8,783.98 |
8,783.98 |
9,046.66 |
|
S3 |
8,278.85 |
8,456.50 |
9,000.36 |
|
S4 |
7,773.72 |
7,951.37 |
8,861.45 |
|
|
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 |
8,976.87 |
677.08 |
7.4% |
323.00 |
3.5% |
24% |
False |
False |
|
10 |
9,653.95 |
8,143.59 |
1,510.36 |
16.5% |
449.91 |
4.9% |
66% |
False |
False |
|
20 |
9,794.37 |
7,882.51 |
1,911.86 |
20.9% |
580.29 |
6.3% |
66% |
False |
False |
|
40 |
11,483.05 |
7,882.51 |
3,600.54 |
39.4% |
507.93 |
5.6% |
35% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
42.8% |
410.27 |
4.5% |
32% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
43.6% |
361.70 |
4.0% |
32% |
False |
False |
|
100 |
12,322.82 |
7,882.51 |
4,440.31 |
48.6% |
331.05 |
3.6% |
28% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
57.5% |
305.97 |
3.3% |
24% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,763.40 |
2.618 |
10,939.03 |
1.618 |
10,433.90 |
1.000 |
10,121.73 |
0.618 |
9,928.77 |
HIGH |
9,616.60 |
0.618 |
9,423.64 |
0.500 |
9,364.04 |
0.382 |
9,304.43 |
LOW |
9,111.47 |
0.618 |
8,799.30 |
1.000 |
8,606.34 |
1.618 |
8,294.17 |
2.618 |
7,789.04 |
4.250 |
6,964.67 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
9,364.04 |
9,382.71 |
PP |
9,289.11 |
9,301.56 |
S1 |
9,214.19 |
9,220.42 |
|