Trading Metrics calculated at close of trading on 03-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2008 |
03-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,340.00 |
1,340.00 |
0.00 |
0.0% |
1,190.75 |
High |
1,361.25 |
1,356.50 |
-4.75 |
-0.3% |
1,361.25 |
Low |
1,305.25 |
1,322.50 |
17.25 |
1.3% |
1,136.75 |
Close |
1,337.00 |
1,341.50 |
4.50 |
0.3% |
1,337.00 |
Range |
56.00 |
34.00 |
-22.00 |
-39.3% |
224.50 |
ATR |
96.18 |
91.74 |
-4.44 |
-4.6% |
0.00 |
Volume |
412,418 |
351,846 |
-60,572 |
-14.7% |
2,344,516 |
|
Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,442.25 |
1,425.75 |
1,360.25 |
|
R3 |
1,408.25 |
1,391.75 |
1,350.75 |
|
R2 |
1,374.25 |
1,374.25 |
1,347.75 |
|
R1 |
1,357.75 |
1,357.75 |
1,344.50 |
1,366.00 |
PP |
1,340.25 |
1,340.25 |
1,340.25 |
1,344.25 |
S1 |
1,323.75 |
1,323.75 |
1,338.50 |
1,332.00 |
S2 |
1,306.25 |
1,306.25 |
1,335.25 |
|
S3 |
1,272.25 |
1,289.75 |
1,332.25 |
|
S4 |
1,238.25 |
1,255.75 |
1,322.75 |
|
|
Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.75 |
1,869.00 |
1,460.50 |
|
R3 |
1,727.25 |
1,644.50 |
1,398.75 |
|
R2 |
1,502.75 |
1,502.75 |
1,378.25 |
|
R1 |
1,420.00 |
1,420.00 |
1,357.50 |
1,461.50 |
PP |
1,278.25 |
1,278.25 |
1,278.25 |
1,299.00 |
S1 |
1,195.50 |
1,195.50 |
1,316.50 |
1,237.00 |
S2 |
1,053.75 |
1,053.75 |
1,295.75 |
|
S3 |
829.25 |
971.00 |
1,275.25 |
|
S4 |
604.75 |
746.50 |
1,213.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,361.25 |
1,151.25 |
210.00 |
15.7% |
77.00 |
5.7% |
91% |
False |
False |
433,175 |
10 |
1,364.25 |
1,136.75 |
227.50 |
17.0% |
87.00 |
6.5% |
90% |
False |
False |
460,071 |
20 |
1,499.00 |
1,136.75 |
362.25 |
27.0% |
105.75 |
7.9% |
57% |
False |
False |
552,212 |
40 |
1,821.75 |
1,136.75 |
685.00 |
51.1% |
92.25 |
6.9% |
30% |
False |
False |
489,214 |
60 |
1,985.25 |
1,136.75 |
848.50 |
63.3% |
74.75 |
5.6% |
24% |
False |
False |
326,345 |
80 |
1,985.25 |
1,136.75 |
848.50 |
63.3% |
67.75 |
5.0% |
24% |
False |
False |
244,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,501.00 |
2.618 |
1,445.50 |
1.618 |
1,411.50 |
1.000 |
1,390.50 |
0.618 |
1,377.50 |
HIGH |
1,356.50 |
0.618 |
1,343.50 |
0.500 |
1,339.50 |
0.382 |
1,335.50 |
LOW |
1,322.50 |
0.618 |
1,301.50 |
1.000 |
1,288.50 |
1.618 |
1,267.50 |
2.618 |
1,233.50 |
4.250 |
1,178.00 |
|
|
Fisher Pivots for day following 03-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,340.75 |
1,336.75 |
PP |
1,340.25 |
1,332.00 |
S1 |
1,339.50 |
1,327.00 |
|