| 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 |
2,519.0 |
2,641.0 |
122.0 |
4.8% |
2,272.0 |
| High |
2,649.0 |
2,641.0 |
-8.0 |
-0.3% |
2,649.0 |
| Low |
2,490.0 |
2,580.0 |
90.0 |
3.6% |
2,204.0 |
| Close |
2,605.0 |
2,617.0 |
12.0 |
0.5% |
2,605.0 |
| Range |
159.0 |
61.0 |
-98.0 |
-61.6% |
445.0 |
| ATR |
185.9 |
177.0 |
-8.9 |
-4.8% |
0.0 |
| Volume |
25,028 |
10,840 |
-14,188 |
-56.7% |
44,659 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,795.7 |
2,767.3 |
2,650.6 |
|
| R3 |
2,734.7 |
2,706.3 |
2,633.8 |
|
| R2 |
2,673.7 |
2,673.7 |
2,628.2 |
|
| R1 |
2,645.3 |
2,645.3 |
2,622.6 |
2,629.0 |
| PP |
2,612.7 |
2,612.7 |
2,612.7 |
2,604.5 |
| S1 |
2,584.3 |
2,584.3 |
2,611.4 |
2,568.0 |
| S2 |
2,551.7 |
2,551.7 |
2,605.8 |
|
| S3 |
2,490.7 |
2,523.3 |
2,600.2 |
|
| S4 |
2,429.7 |
2,462.3 |
2,583.5 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,821.0 |
3,658.0 |
2,849.8 |
|
| R3 |
3,376.0 |
3,213.0 |
2,727.4 |
|
| R2 |
2,931.0 |
2,931.0 |
2,686.6 |
|
| R1 |
2,768.0 |
2,768.0 |
2,645.8 |
2,849.5 |
| PP |
2,486.0 |
2,486.0 |
2,486.0 |
2,526.8 |
| S1 |
2,323.0 |
2,323.0 |
2,564.2 |
2,404.5 |
| S2 |
2,041.0 |
2,041.0 |
2,523.4 |
|
| S3 |
1,596.0 |
1,878.0 |
2,482.6 |
|
| S4 |
1,151.0 |
1,433.0 |
2,360.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,649.0 |
2,299.0 |
350.0 |
13.4% |
130.0 |
5.0% |
91% |
False |
False |
10,241 |
| 10 |
2,680.0 |
2,204.0 |
476.0 |
18.2% |
145.5 |
5.6% |
87% |
False |
False |
7,116 |
| 20 |
2,988.0 |
2,204.0 |
784.0 |
30.0% |
179.7 |
6.9% |
53% |
False |
False |
5,206 |
| 40 |
3,366.0 |
2,204.0 |
1,162.0 |
44.4% |
151.9 |
5.8% |
36% |
False |
False |
14,037 |
| 60 |
3,493.0 |
2,204.0 |
1,289.0 |
49.3% |
118.0 |
4.5% |
32% |
False |
False |
10,049 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
50.1% |
101.5 |
3.9% |
32% |
False |
False |
7,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,900.3 |
|
2.618 |
2,800.7 |
|
1.618 |
2,739.7 |
|
1.000 |
2,702.0 |
|
0.618 |
2,678.7 |
|
HIGH |
2,641.0 |
|
0.618 |
2,617.7 |
|
0.500 |
2,610.5 |
|
0.382 |
2,603.3 |
|
LOW |
2,580.0 |
|
0.618 |
2,542.3 |
|
1.000 |
2,519.0 |
|
1.618 |
2,481.3 |
|
2.618 |
2,420.3 |
|
4.250 |
2,320.8 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,614.8 |
2,601.2 |
| PP |
2,612.7 |
2,585.3 |
| S1 |
2,610.5 |
2,569.5 |
|