| 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 |
2,631.0 |
2,767.0 |
136.0 |
5.2% |
2,272.0 |
| High |
2,781.0 |
2,767.0 |
-14.0 |
-0.5% |
2,649.0 |
| Low |
2,615.0 |
2,639.0 |
24.0 |
0.9% |
2,204.0 |
| Close |
2,766.0 |
2,728.0 |
-38.0 |
-1.4% |
2,605.0 |
| Range |
166.0 |
128.0 |
-38.0 |
-22.9% |
445.0 |
| ATR |
176.2 |
172.8 |
-3.4 |
-2.0% |
0.0 |
| Volume |
26,517 |
12,578 |
-13,939 |
-52.6% |
44,659 |
|
| Daily Pivots for day following 05-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,095.3 |
3,039.7 |
2,798.4 |
|
| R3 |
2,967.3 |
2,911.7 |
2,763.2 |
|
| R2 |
2,839.3 |
2,839.3 |
2,751.5 |
|
| R1 |
2,783.7 |
2,783.7 |
2,739.7 |
2,747.5 |
| PP |
2,711.3 |
2,711.3 |
2,711.3 |
2,693.3 |
| S1 |
2,655.7 |
2,655.7 |
2,716.3 |
2,619.5 |
| S2 |
2,583.3 |
2,583.3 |
2,704.5 |
|
| S3 |
2,455.3 |
2,527.7 |
2,692.8 |
|
| S4 |
2,327.3 |
2,399.7 |
2,657.6 |
|
|
| 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 |
2,781.0 |
2,490.0 |
291.0 |
10.7% |
123.6 |
4.5% |
82% |
False |
False |
16,776 |
| 10 |
2,781.0 |
2,204.0 |
577.0 |
21.2% |
141.7 |
5.2% |
91% |
False |
False |
10,566 |
| 20 |
2,878.0 |
2,204.0 |
674.0 |
24.7% |
170.1 |
6.2% |
78% |
False |
False |
7,032 |
| 40 |
3,349.0 |
2,204.0 |
1,145.0 |
42.0% |
155.3 |
5.7% |
46% |
False |
False |
14,457 |
| 60 |
3,476.0 |
2,204.0 |
1,272.0 |
46.6% |
121.7 |
4.5% |
41% |
False |
False |
10,693 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
48.1% |
103.1 |
3.8% |
40% |
False |
False |
8,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,311.0 |
|
2.618 |
3,102.1 |
|
1.618 |
2,974.1 |
|
1.000 |
2,895.0 |
|
0.618 |
2,846.1 |
|
HIGH |
2,767.0 |
|
0.618 |
2,718.1 |
|
0.500 |
2,703.0 |
|
0.382 |
2,687.9 |
|
LOW |
2,639.0 |
|
0.618 |
2,559.9 |
|
1.000 |
2,511.0 |
|
1.618 |
2,431.9 |
|
2.618 |
2,303.9 |
|
4.250 |
2,095.0 |
|
|
| Fisher Pivots for day following 05-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,719.7 |
2,712.2 |
| PP |
2,711.3 |
2,696.3 |
| S1 |
2,703.0 |
2,680.5 |
|