Trading Metrics calculated at close of trading on 06-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2008 |
06-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,379.75 |
1,304.75 |
-75.00 |
-5.4% |
1,190.75 |
High |
1,389.00 |
1,305.75 |
-83.25 |
-6.0% |
1,361.25 |
Low |
1,296.25 |
1,235.00 |
-61.25 |
-4.7% |
1,136.75 |
Close |
1,306.25 |
1,240.50 |
-65.75 |
-5.0% |
1,337.00 |
Range |
92.75 |
70.75 |
-22.00 |
-23.7% |
224.50 |
ATR |
89.06 |
87.79 |
-1.27 |
-1.4% |
0.00 |
Volume |
323,132 |
372,652 |
49,520 |
15.3% |
2,344,516 |
|
Daily Pivots for day following 06-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,472.75 |
1,427.25 |
1,279.50 |
|
R3 |
1,402.00 |
1,356.50 |
1,260.00 |
|
R2 |
1,331.25 |
1,331.25 |
1,253.50 |
|
R1 |
1,285.75 |
1,285.75 |
1,247.00 |
1,273.00 |
PP |
1,260.50 |
1,260.50 |
1,260.50 |
1,254.00 |
S1 |
1,215.00 |
1,215.00 |
1,234.00 |
1,202.50 |
S2 |
1,189.75 |
1,189.75 |
1,227.50 |
|
S3 |
1,119.00 |
1,144.25 |
1,221.00 |
|
S4 |
1,048.25 |
1,073.50 |
1,201.50 |
|
|
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 |
1,235.00 |
154.00 |
12.4% |
60.75 |
4.9% |
4% |
False |
True |
334,940 |
10 |
1,389.00 |
1,136.75 |
252.25 |
20.3% |
79.50 |
6.4% |
41% |
False |
False |
419,266 |
20 |
1,499.00 |
1,136.75 |
362.25 |
29.2% |
99.75 |
8.1% |
29% |
False |
False |
499,109 |
40 |
1,801.50 |
1,136.75 |
664.75 |
53.6% |
93.00 |
7.5% |
16% |
False |
False |
511,368 |
60 |
1,985.25 |
1,136.75 |
848.50 |
68.4% |
76.25 |
6.1% |
12% |
False |
False |
341,507 |
80 |
1,985.25 |
1,136.75 |
848.50 |
68.4% |
68.00 |
5.5% |
12% |
False |
False |
256,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,606.50 |
2.618 |
1,491.00 |
1.618 |
1,420.25 |
1.000 |
1,376.50 |
0.618 |
1,349.50 |
HIGH |
1,305.75 |
0.618 |
1,278.75 |
0.500 |
1,270.50 |
0.382 |
1,262.00 |
LOW |
1,235.00 |
0.618 |
1,191.25 |
1.000 |
1,164.25 |
1.618 |
1,120.50 |
2.618 |
1,049.75 |
4.250 |
934.25 |
|
|
Fisher Pivots for day following 06-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,270.50 |
1,312.00 |
PP |
1,260.50 |
1,288.25 |
S1 |
1,250.50 |
1,264.25 |
|