Trading Metrics calculated at close of trading on 10-Nov-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2008 |
10-Nov-2008 |
Change |
Change % |
Previous Week |
Open |
1,241.25 |
1,293.00 |
51.75 |
4.2% |
1,340.00 |
High |
1,290.00 |
1,321.25 |
31.25 |
2.4% |
1,389.00 |
Low |
1,241.25 |
1,235.50 |
-5.75 |
-0.5% |
1,235.00 |
Close |
1,288.50 |
1,256.50 |
-32.00 |
-2.5% |
1,288.50 |
Range |
48.75 |
85.75 |
37.00 |
75.9% |
154.00 |
ATR |
85.06 |
85.11 |
0.05 |
0.1% |
0.00 |
Volume |
462,520 |
338,144 |
-124,376 |
-26.9% |
1,724,802 |
|
Daily Pivots for day following 10-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.25 |
1,478.25 |
1,303.75 |
|
R3 |
1,442.50 |
1,392.50 |
1,280.00 |
|
R2 |
1,356.75 |
1,356.75 |
1,272.25 |
|
R1 |
1,306.75 |
1,306.75 |
1,264.25 |
1,289.00 |
PP |
1,271.00 |
1,271.00 |
1,271.00 |
1,262.25 |
S1 |
1,221.00 |
1,221.00 |
1,248.75 |
1,203.00 |
S2 |
1,185.25 |
1,185.25 |
1,240.75 |
|
S3 |
1,099.50 |
1,135.25 |
1,233.00 |
|
S4 |
1,013.75 |
1,049.50 |
1,209.25 |
|
|
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 |
12.3% |
69.75 |
5.5% |
14% |
False |
False |
342,220 |
10 |
1,389.00 |
1,151.25 |
237.75 |
18.9% |
73.25 |
5.8% |
44% |
False |
False |
387,697 |
20 |
1,499.00 |
1,136.75 |
362.25 |
28.8% |
92.00 |
7.3% |
33% |
False |
False |
467,850 |
40 |
1,801.50 |
1,136.75 |
664.75 |
52.9% |
94.25 |
7.5% |
18% |
False |
False |
511,754 |
60 |
1,985.25 |
1,136.75 |
848.50 |
67.5% |
77.25 |
6.1% |
14% |
False |
False |
354,835 |
80 |
1,985.25 |
1,136.75 |
848.50 |
67.5% |
68.50 |
5.4% |
14% |
False |
False |
266,230 |
100 |
1,985.25 |
1,136.75 |
848.50 |
67.5% |
63.75 |
5.1% |
14% |
False |
False |
213,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,685.75 |
2.618 |
1,545.75 |
1.618 |
1,460.00 |
1.000 |
1,407.00 |
0.618 |
1,374.25 |
HIGH |
1,321.25 |
0.618 |
1,288.50 |
0.500 |
1,278.50 |
0.382 |
1,268.25 |
LOW |
1,235.50 |
0.618 |
1,182.50 |
1.000 |
1,149.75 |
1.618 |
1,096.75 |
2.618 |
1,011.00 |
4.250 |
871.00 |
|
|
Fisher Pivots for day following 10-Nov-2008 |
Pivot |
1 day |
3 day |
R1 |
1,278.50 |
1,278.00 |
PP |
1,271.00 |
1,271.00 |
S1 |
1,263.75 |
1,263.75 |
|