Trading Metrics calculated at close of trading on 07-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2008 |
07-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
9,134.01 |
8,696.03 |
-437.98 |
-4.8% |
9,326.04 |
High |
9,155.44 |
8,961.57 |
-193.87 |
-2.1% |
9,653.95 |
Low |
8,637.17 |
8,696.03 |
58.86 |
0.7% |
8,637.17 |
Close |
8,695.79 |
8,943.81 |
248.02 |
2.9% |
8,943.81 |
Range |
518.27 |
265.54 |
-252.73 |
-48.8% |
1,016.78 |
ATR |
491.56 |
475.43 |
-16.13 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,663.76 |
9,569.32 |
9,089.86 |
|
R3 |
9,398.22 |
9,303.78 |
9,016.83 |
|
R2 |
9,132.68 |
9,132.68 |
8,992.49 |
|
R1 |
9,038.24 |
9,038.24 |
8,968.15 |
9,085.46 |
PP |
8,867.14 |
8,867.14 |
8,867.14 |
8,890.75 |
S1 |
8,772.70 |
8,772.70 |
8,919.47 |
8,819.92 |
S2 |
8,601.60 |
8,601.60 |
8,895.13 |
|
S3 |
8,336.06 |
8,507.16 |
8,870.79 |
|
S4 |
8,070.52 |
8,241.62 |
8,797.76 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,128.65 |
11,553.01 |
9,503.04 |
|
R3 |
11,111.87 |
10,536.23 |
9,223.42 |
|
R2 |
10,095.09 |
10,095.09 |
9,130.22 |
|
R1 |
9,519.45 |
9,519.45 |
9,037.01 |
9,298.88 |
PP |
9,078.31 |
9,078.31 |
9,078.31 |
8,968.03 |
S1 |
8,502.67 |
8,502.67 |
8,850.61 |
8,282.10 |
S2 |
8,061.53 |
8,061.53 |
8,757.40 |
|
S3 |
7,044.75 |
7,485.89 |
8,664.20 |
|
S4 |
6,027.97 |
6,469.11 |
8,384.58 |
|
|
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 |
11.4% |
354.81 |
4.0% |
30% |
False |
False |
|
10 |
9,653.95 |
8,143.59 |
1,510.36 |
16.9% |
423.47 |
4.7% |
53% |
False |
False |
|
20 |
9,794.37 |
8,143.59 |
1,650.78 |
18.5% |
525.10 |
5.9% |
48% |
False |
False |
|
40 |
11,483.05 |
7,882.51 |
3,600.54 |
40.3% |
514.36 |
5.8% |
29% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
43.7% |
415.87 |
4.6% |
27% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
44.6% |
364.46 |
4.1% |
27% |
False |
False |
|
100 |
12,114.79 |
7,882.51 |
4,232.28 |
47.3% |
335.51 |
3.8% |
25% |
False |
False |
|
120 |
12,862.47 |
7,882.51 |
4,979.96 |
55.7% |
309.02 |
3.5% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,090.12 |
2.618 |
9,656.75 |
1.618 |
9,391.21 |
1.000 |
9,227.11 |
0.618 |
9,125.67 |
HIGH |
8,961.57 |
0.618 |
8,860.13 |
0.500 |
8,828.80 |
0.382 |
8,797.47 |
LOW |
8,696.03 |
0.618 |
8,531.93 |
1.000 |
8,430.49 |
1.618 |
8,266.39 |
2.618 |
8,000.85 |
4.250 |
7,567.49 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,905.47 |
9,126.89 |
PP |
8,867.14 |
9,065.86 |
S1 |
8,828.80 |
9,004.84 |
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