| 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 |
2,622.0 |
2,780.0 |
158.0 |
6.0% |
2,267.0 |
| High |
2,778.0 |
2,783.0 |
5.0 |
0.2% |
2,641.0 |
| Low |
2,601.0 |
2,622.0 |
21.0 |
0.8% |
2,182.0 |
| Close |
2,753.0 |
2,715.0 |
-38.0 |
-1.4% |
2,592.0 |
| Range |
177.0 |
161.0 |
-16.0 |
-9.0% |
459.0 |
| ATR |
184.4 |
182.8 |
-1.7 |
-0.9% |
0.0 |
| Volume |
1,580,502 |
1,680,922 |
100,420 |
6.4% |
10,179,628 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,189.7 |
3,113.3 |
2,803.6 |
|
| R3 |
3,028.7 |
2,952.3 |
2,759.3 |
|
| R2 |
2,867.7 |
2,867.7 |
2,744.5 |
|
| R1 |
2,791.3 |
2,791.3 |
2,729.8 |
2,749.0 |
| PP |
2,706.7 |
2,706.7 |
2,706.7 |
2,685.5 |
| S1 |
2,630.3 |
2,630.3 |
2,700.2 |
2,588.0 |
| S2 |
2,545.7 |
2,545.7 |
2,685.5 |
|
| S3 |
2,384.7 |
2,469.3 |
2,670.7 |
|
| S4 |
2,223.7 |
2,308.3 |
2,626.5 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,848.7 |
3,679.3 |
2,844.5 |
|
| R3 |
3,389.7 |
3,220.3 |
2,718.2 |
|
| R2 |
2,930.7 |
2,930.7 |
2,676.2 |
|
| R1 |
2,761.3 |
2,761.3 |
2,634.1 |
2,846.0 |
| PP |
2,471.7 |
2,471.7 |
2,471.7 |
2,514.0 |
| S1 |
2,302.3 |
2,302.3 |
2,549.9 |
2,387.0 |
| S2 |
2,012.7 |
2,012.7 |
2,507.9 |
|
| S3 |
1,553.7 |
1,843.3 |
2,465.8 |
|
| S4 |
1,094.7 |
1,384.3 |
2,339.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,783.0 |
2,473.0 |
310.0 |
11.4% |
136.8 |
5.0% |
78% |
True |
False |
1,581,180 |
| 10 |
2,783.0 |
2,173.0 |
610.0 |
22.5% |
155.9 |
5.7% |
89% |
True |
False |
1,999,209 |
| 20 |
2,899.0 |
2,173.0 |
726.0 |
26.7% |
188.4 |
6.9% |
75% |
False |
False |
999,604 |
| 40 |
3,302.0 |
2,173.0 |
1,129.0 |
41.6% |
156.2 |
5.8% |
48% |
False |
False |
928,672 |
| 60 |
3,457.0 |
2,173.0 |
1,284.0 |
47.3% |
125.8 |
4.6% |
42% |
False |
False |
625,996 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
48.7% |
111.7 |
4.1% |
41% |
False |
False |
470,117 |
| 100 |
3,610.0 |
2,173.0 |
1,437.0 |
52.9% |
104.2 |
3.8% |
38% |
False |
False |
377,644 |
| 120 |
3,854.0 |
2,173.0 |
1,681.0 |
61.9% |
95.8 |
3.5% |
32% |
False |
False |
315,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,467.3 |
|
2.618 |
3,204.5 |
|
1.618 |
3,043.5 |
|
1.000 |
2,944.0 |
|
0.618 |
2,882.5 |
|
HIGH |
2,783.0 |
|
0.618 |
2,721.5 |
|
0.500 |
2,702.5 |
|
0.382 |
2,683.5 |
|
LOW |
2,622.0 |
|
0.618 |
2,522.5 |
|
1.000 |
2,461.0 |
|
1.618 |
2,361.5 |
|
2.618 |
2,200.5 |
|
4.250 |
1,937.8 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.8 |
2,701.5 |
| PP |
2,706.7 |
2,688.0 |
| S1 |
2,702.5 |
2,674.5 |
|