Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
8,696.03 |
8,946.60 |
250.57 |
2.9% |
9,326.04 |
High |
8,961.57 |
9,159.58 |
198.01 |
2.2% |
9,653.95 |
Low |
8,696.03 |
8,760.46 |
64.43 |
0.7% |
8,637.17 |
Close |
8,943.81 |
8,870.54 |
-73.27 |
-0.8% |
8,943.81 |
Range |
265.54 |
399.12 |
133.58 |
50.3% |
1,016.78 |
ATR |
475.43 |
469.98 |
-5.45 |
-1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,127.55 |
9,898.17 |
9,090.06 |
|
R3 |
9,728.43 |
9,499.05 |
8,980.30 |
|
R2 |
9,329.31 |
9,329.31 |
8,943.71 |
|
R1 |
9,099.93 |
9,099.93 |
8,907.13 |
9,015.06 |
PP |
8,930.19 |
8,930.19 |
8,930.19 |
8,887.76 |
S1 |
8,700.81 |
8,700.81 |
8,833.95 |
8,615.94 |
S2 |
8,531.07 |
8,531.07 |
8,797.37 |
|
S3 |
8,131.95 |
8,301.69 |
8,760.78 |
|
S4 |
7,732.83 |
7,902.57 |
8,651.02 |
|
|
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 |
11.5% |
403.62 |
4.6% |
23% |
False |
False |
|
10 |
9,653.95 |
8,174.73 |
1,479.22 |
16.7% |
417.83 |
4.7% |
47% |
False |
False |
|
20 |
9,794.37 |
8,143.59 |
1,650.78 |
18.6% |
496.76 |
5.6% |
44% |
False |
False |
|
40 |
11,483.05 |
7,882.51 |
3,600.54 |
40.6% |
511.87 |
5.8% |
27% |
False |
False |
|
60 |
11,790.17 |
7,882.51 |
3,907.66 |
44.1% |
420.68 |
4.7% |
25% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
44.9% |
367.84 |
4.1% |
25% |
False |
False |
|
100 |
12,062.19 |
7,882.51 |
4,179.68 |
47.1% |
338.13 |
3.8% |
24% |
False |
False |
|
120 |
12,726.66 |
7,882.51 |
4,844.15 |
54.6% |
309.94 |
3.5% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,855.84 |
2.618 |
10,204.48 |
1.618 |
9,805.36 |
1.000 |
9,558.70 |
0.618 |
9,406.24 |
HIGH |
9,159.58 |
0.618 |
9,007.12 |
0.500 |
8,960.02 |
0.382 |
8,912.92 |
LOW |
8,760.46 |
0.618 |
8,513.80 |
1.000 |
8,361.34 |
1.618 |
8,114.68 |
2.618 |
7,715.56 |
4.250 |
7,064.20 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
8,960.02 |
8,898.38 |
PP |
8,930.19 |
8,889.10 |
S1 |
8,900.37 |
8,879.82 |
|