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 |
1,341.25 |
1,379.75 |
38.50 |
2.9% |
1,190.75 |
High |
1,384.00 |
1,389.00 |
5.00 |
0.4% |
1,361.25 |
Low |
1,333.75 |
1,296.25 |
-37.50 |
-2.8% |
1,136.75 |
Close |
1,380.50 |
1,306.25 |
-74.25 |
-5.4% |
1,337.00 |
Range |
50.25 |
92.75 |
42.50 |
84.6% |
224.50 |
ATR |
88.78 |
89.06 |
0.28 |
0.3% |
0.00 |
Volume |
214,652 |
323,132 |
108,480 |
50.5% |
2,344,516 |
|
Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,608.75 |
1,550.25 |
1,357.25 |
|
R3 |
1,516.00 |
1,457.50 |
1,331.75 |
|
R2 |
1,423.25 |
1,423.25 |
1,323.25 |
|
R1 |
1,364.75 |
1,364.75 |
1,314.75 |
1,347.50 |
PP |
1,330.50 |
1,330.50 |
1,330.50 |
1,322.00 |
S1 |
1,272.00 |
1,272.00 |
1,297.75 |
1,255.00 |
S2 |
1,237.75 |
1,237.75 |
1,289.25 |
|
S3 |
1,145.00 |
1,179.25 |
1,280.75 |
|
S4 |
1,052.25 |
1,086.50 |
1,255.25 |
|
|
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 |
1,389.00 |
1,293.00 |
96.00 |
7.3% |
59.00 |
4.5% |
14% |
True |
False |
364,738 |
10 |
1,389.00 |
1,136.75 |
252.25 |
19.3% |
81.50 |
6.2% |
67% |
True |
False |
432,805 |
20 |
1,499.00 |
1,136.75 |
362.25 |
27.7% |
101.75 |
7.8% |
47% |
False |
False |
516,517 |
40 |
1,801.50 |
1,136.75 |
664.75 |
50.9% |
93.00 |
7.1% |
25% |
False |
False |
502,458 |
60 |
1,985.25 |
1,136.75 |
848.50 |
65.0% |
75.50 |
5.8% |
20% |
False |
False |
335,299 |
80 |
1,985.25 |
1,136.75 |
848.50 |
65.0% |
68.00 |
5.2% |
20% |
False |
False |
251,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,783.25 |
2.618 |
1,631.75 |
1.618 |
1,539.00 |
1.000 |
1,481.75 |
0.618 |
1,446.25 |
HIGH |
1,389.00 |
0.618 |
1,353.50 |
0.500 |
1,342.50 |
0.382 |
1,331.75 |
LOW |
1,296.25 |
0.618 |
1,239.00 |
1.000 |
1,203.50 |
1.618 |
1,146.25 |
2.618 |
1,053.50 |
4.250 |
902.00 |
|
|
Fisher Pivots for day following 05-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,342.50 |
1,342.50 |
PP |
1,330.50 |
1,330.50 |
S1 |
1,318.50 |
1,318.50 |
|