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 |
1,304.75 |
1,241.25 |
-63.50 |
-4.9% |
1,340.00 |
High |
1,305.75 |
1,290.00 |
-15.75 |
-1.2% |
1,389.00 |
Low |
1,235.00 |
1,241.25 |
6.25 |
0.5% |
1,235.00 |
Close |
1,240.50 |
1,288.50 |
48.00 |
3.9% |
1,288.50 |
Range |
70.75 |
48.75 |
-22.00 |
-31.1% |
154.00 |
ATR |
87.79 |
85.06 |
-2.74 |
-3.1% |
0.00 |
Volume |
372,652 |
462,520 |
89,868 |
24.1% |
1,724,802 |
|
Daily Pivots for day following 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,419.50 |
1,402.75 |
1,315.25 |
|
R3 |
1,370.75 |
1,354.00 |
1,302.00 |
|
R2 |
1,322.00 |
1,322.00 |
1,297.50 |
|
R1 |
1,305.25 |
1,305.25 |
1,293.00 |
1,313.50 |
PP |
1,273.25 |
1,273.25 |
1,273.25 |
1,277.50 |
S1 |
1,256.50 |
1,256.50 |
1,284.00 |
1,265.00 |
S2 |
1,224.50 |
1,224.50 |
1,279.50 |
|
S3 |
1,175.75 |
1,207.75 |
1,275.00 |
|
S4 |
1,127.00 |
1,159.00 |
1,261.75 |
|
|
Weekly Pivots for week ending 07-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,766.25 |
1,681.25 |
1,373.25 |
|
R3 |
1,612.25 |
1,527.25 |
1,330.75 |
|
R2 |
1,458.25 |
1,458.25 |
1,316.75 |
|
R1 |
1,373.25 |
1,373.25 |
1,302.50 |
1,338.75 |
PP |
1,304.25 |
1,304.25 |
1,304.25 |
1,287.00 |
S1 |
1,219.25 |
1,219.25 |
1,274.50 |
1,184.75 |
S2 |
1,150.25 |
1,150.25 |
1,260.25 |
|
S3 |
996.25 |
1,065.25 |
1,246.25 |
|
S4 |
842.25 |
911.25 |
1,203.75 |
|
|
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 |
12.0% |
59.25 |
4.6% |
35% |
False |
False |
344,960 |
10 |
1,389.00 |
1,136.75 |
252.25 |
19.6% |
74.00 |
5.7% |
60% |
False |
False |
406,931 |
20 |
1,499.00 |
1,136.75 |
362.25 |
28.1% |
96.00 |
7.4% |
42% |
False |
False |
492,399 |
40 |
1,801.50 |
1,136.75 |
664.75 |
51.6% |
93.50 |
7.2% |
23% |
False |
False |
513,700 |
60 |
1,985.25 |
1,136.75 |
848.50 |
65.9% |
76.50 |
5.9% |
18% |
False |
False |
349,211 |
80 |
1,985.25 |
1,136.75 |
848.50 |
65.9% |
67.75 |
5.3% |
18% |
False |
False |
262,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,497.25 |
2.618 |
1,417.75 |
1.618 |
1,369.00 |
1.000 |
1,338.75 |
0.618 |
1,320.25 |
HIGH |
1,290.00 |
0.618 |
1,271.50 |
0.500 |
1,265.50 |
0.382 |
1,259.75 |
LOW |
1,241.25 |
0.618 |
1,211.00 |
1.000 |
1,192.50 |
1.618 |
1,162.25 |
2.618 |
1,113.50 |
4.250 |
1,034.00 |
|
|
Fisher Pivots for day following 07-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,281.00 |
1,312.00 |
PP |
1,273.25 |
1,304.25 |
S1 |
1,265.50 |
1,296.25 |
|