| 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 |
4,377.5 |
4,314.5 |
-63.0 |
-1.4% |
4,445.0 |
| High |
4,475.0 |
4,439.0 |
-36.0 |
-0.8% |
4,688.0 |
| Low |
4,189.5 |
4,254.0 |
64.5 |
1.5% |
4,189.5 |
| Close |
4,267.0 |
4,354.5 |
87.5 |
2.1% |
4,354.5 |
| Range |
285.5 |
185.0 |
-100.5 |
-35.2% |
498.5 |
| ATR |
295.3 |
287.4 |
-7.9 |
-2.7% |
0.0 |
| Volume |
150,591 |
226,713 |
76,122 |
50.5% |
873,393 |
|
| Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,904.0 |
4,814.5 |
4,456.0 |
|
| R3 |
4,719.0 |
4,629.5 |
4,405.5 |
|
| R2 |
4,534.0 |
4,534.0 |
4,388.5 |
|
| R1 |
4,444.5 |
4,444.5 |
4,371.5 |
4,489.0 |
| PP |
4,349.0 |
4,349.0 |
4,349.0 |
4,371.5 |
| S1 |
4,259.5 |
4,259.5 |
4,337.5 |
4,304.0 |
| S2 |
4,164.0 |
4,164.0 |
4,320.5 |
|
| S3 |
3,979.0 |
4,074.5 |
4,303.5 |
|
| S4 |
3,794.0 |
3,889.5 |
4,253.0 |
|
|
| Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,906.0 |
5,629.0 |
4,628.5 |
|
| R3 |
5,407.5 |
5,130.5 |
4,491.5 |
|
| R2 |
4,909.0 |
4,909.0 |
4,446.0 |
|
| R1 |
4,632.0 |
4,632.0 |
4,400.0 |
4,521.0 |
| PP |
4,410.5 |
4,410.5 |
4,410.5 |
4,355.5 |
| S1 |
4,133.5 |
4,133.5 |
4,309.0 |
4,023.0 |
| S2 |
3,912.0 |
3,912.0 |
4,263.0 |
|
| S3 |
3,413.5 |
3,635.0 |
4,217.5 |
|
| S4 |
2,915.0 |
3,136.5 |
4,080.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,688.0 |
4,189.5 |
498.5 |
11.4% |
215.5 |
5.0% |
33% |
False |
False |
174,678 |
| 10 |
4,688.0 |
3,652.5 |
1,035.5 |
23.8% |
246.0 |
5.7% |
68% |
False |
False |
191,168 |
| 20 |
4,688.0 |
3,652.5 |
1,035.5 |
23.8% |
283.5 |
6.5% |
68% |
False |
False |
207,998 |
| 40 |
5,448.0 |
3,652.5 |
1,795.5 |
41.2% |
272.5 |
6.3% |
39% |
False |
False |
197,531 |
| 60 |
5,690.0 |
3,652.5 |
2,037.5 |
46.8% |
217.0 |
5.0% |
34% |
False |
False |
132,399 |
| 80 |
5,690.0 |
3,652.5 |
2,037.5 |
46.8% |
181.5 |
4.2% |
34% |
False |
False |
99,367 |
| 100 |
5,752.5 |
3,652.5 |
2,100.0 |
48.2% |
159.5 |
3.7% |
33% |
False |
False |
79,531 |
| 120 |
6,290.5 |
3,652.5 |
2,638.0 |
60.6% |
136.5 |
3.1% |
27% |
False |
False |
66,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,225.0 |
|
2.618 |
4,923.5 |
|
1.618 |
4,738.5 |
|
1.000 |
4,624.0 |
|
0.618 |
4,553.5 |
|
HIGH |
4,439.0 |
|
0.618 |
4,368.5 |
|
0.500 |
4,346.5 |
|
0.382 |
4,324.5 |
|
LOW |
4,254.0 |
|
0.618 |
4,139.5 |
|
1.000 |
4,069.0 |
|
1.618 |
3,954.5 |
|
2.618 |
3,769.5 |
|
4.250 |
3,468.0 |
|
|
| Fisher Pivots for day following 07-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,352.0 |
4,413.0 |
| PP |
4,349.0 |
4,393.5 |
| S1 |
4,346.5 |
4,374.0 |
|