Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
9,616.60 |
9,134.01 |
-482.59 |
-5.0% |
8,375.92 |
High |
9,616.60 |
9,155.44 |
-461.16 |
-4.8% |
9,454.36 |
Low |
9,111.47 |
8,637.17 |
-474.30 |
-5.2% |
8,143.59 |
Close |
9,139.27 |
8,695.79 |
-443.48 |
-4.9% |
9,325.01 |
Range |
505.13 |
518.27 |
13.14 |
2.6% |
1,310.77 |
ATR |
489.51 |
491.56 |
2.05 |
0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,384.28 |
10,058.30 |
8,980.84 |
|
R3 |
9,866.01 |
9,540.03 |
8,838.31 |
|
R2 |
9,347.74 |
9,347.74 |
8,790.81 |
|
R1 |
9,021.76 |
9,021.76 |
8,743.30 |
8,925.62 |
PP |
8,829.47 |
8,829.47 |
8,829.47 |
8,781.39 |
S1 |
8,503.49 |
8,503.49 |
8,648.28 |
8,407.35 |
S2 |
8,311.20 |
8,311.20 |
8,600.77 |
|
S3 |
7,792.93 |
7,985.22 |
8,553.27 |
|
S4 |
7,274.66 |
7,466.95 |
8,410.74 |
|
|
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 |
8,637.17 |
1,016.78 |
11.7% |
368.74 |
4.2% |
6% |
False |
True |
|
10 |
9,653.95 |
8,143.59 |
1,510.36 |
17.4% |
446.49 |
5.1% |
37% |
False |
False |
|
20 |
9,794.37 |
7,882.51 |
1,911.86 |
22.0% |
562.76 |
6.5% |
43% |
False |
False |
|
40 |
11,483.05 |
7,882.51 |
3,600.54 |
41.4% |
512.21 |
5.9% |
23% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
44.9% |
415.90 |
4.8% |
21% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
45.8% |
364.11 |
4.2% |
20% |
False |
False |
|
100 |
12,158.68 |
7,882.51 |
4,276.17 |
49.2% |
334.50 |
3.8% |
19% |
False |
False |
|
120 |
13,026.04 |
7,882.51 |
5,143.53 |
59.1% |
308.84 |
3.6% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,358.09 |
2.618 |
10,512.27 |
1.618 |
9,994.00 |
1.000 |
9,673.71 |
0.618 |
9,475.73 |
HIGH |
9,155.44 |
0.618 |
8,957.46 |
0.500 |
8,896.31 |
0.382 |
8,835.15 |
LOW |
8,637.17 |
0.618 |
8,316.88 |
1.000 |
8,118.90 |
1.618 |
7,798.61 |
2.618 |
7,280.34 |
4.250 |
6,434.52 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,896.31 |
9,145.56 |
PP |
8,829.47 |
8,995.64 |
S1 |
8,762.63 |
8,845.71 |
|