| 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 |
4,284.0 |
4,445.0 |
161.0 |
3.8% |
3,694.0 |
| High |
4,433.5 |
4,471.0 |
37.5 |
0.8% |
4,433.5 |
| Low |
4,191.0 |
4,347.5 |
156.5 |
3.7% |
3,652.5 |
| Close |
4,378.5 |
4,431.0 |
52.5 |
1.2% |
4,378.5 |
| Range |
242.5 |
123.5 |
-119.0 |
-49.1% |
781.0 |
| ATR |
312.6 |
299.1 |
-13.5 |
-4.3% |
0.0 |
| Volume |
183,848 |
178,848 |
-5,000 |
-2.7% |
1,038,292 |
|
| Daily Pivots for day following 03-Nov-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,787.0 |
4,732.5 |
4,499.0 |
|
| R3 |
4,663.5 |
4,609.0 |
4,465.0 |
|
| R2 |
4,540.0 |
4,540.0 |
4,453.5 |
|
| R1 |
4,485.5 |
4,485.5 |
4,442.5 |
4,451.0 |
| PP |
4,416.5 |
4,416.5 |
4,416.5 |
4,399.0 |
| S1 |
4,362.0 |
4,362.0 |
4,419.5 |
4,327.5 |
| S2 |
4,293.0 |
4,293.0 |
4,408.5 |
|
| S3 |
4,169.5 |
4,238.5 |
4,397.0 |
|
| S4 |
4,046.0 |
4,115.0 |
4,363.0 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,498.0 |
6,219.0 |
4,808.0 |
|
| R3 |
5,717.0 |
5,438.0 |
4,593.5 |
|
| R2 |
4,936.0 |
4,936.0 |
4,521.5 |
|
| R1 |
4,657.0 |
4,657.0 |
4,450.0 |
4,796.5 |
| PP |
4,155.0 |
4,155.0 |
4,155.0 |
4,224.5 |
| S1 |
3,876.0 |
3,876.0 |
4,307.0 |
4,015.5 |
| S2 |
3,374.0 |
3,374.0 |
4,235.5 |
|
| S3 |
2,593.0 |
3,095.0 |
4,163.5 |
|
| S4 |
1,812.0 |
2,314.0 |
3,949.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,471.0 |
3,835.5 |
635.5 |
14.3% |
242.5 |
5.5% |
94% |
True |
False |
194,103 |
| 10 |
4,471.0 |
3,652.5 |
818.5 |
18.5% |
255.5 |
5.8% |
95% |
True |
False |
186,842 |
| 20 |
4,773.0 |
3,652.5 |
1,120.5 |
25.3% |
310.5 |
7.0% |
69% |
False |
False |
218,969 |
| 40 |
5,564.0 |
3,652.5 |
1,911.5 |
43.1% |
262.0 |
5.9% |
41% |
False |
False |
181,120 |
| 60 |
5,690.0 |
3,652.5 |
2,037.5 |
46.0% |
205.5 |
4.6% |
38% |
False |
False |
120,834 |
| 80 |
5,690.0 |
3,652.5 |
2,037.5 |
46.0% |
174.0 |
3.9% |
38% |
False |
False |
90,686 |
| 100 |
5,969.0 |
3,652.5 |
2,316.5 |
52.3% |
151.0 |
3.4% |
34% |
False |
False |
72,587 |
| 120 |
6,421.0 |
3,652.5 |
2,768.5 |
62.5% |
128.5 |
2.9% |
28% |
False |
False |
60,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,996.0 |
|
2.618 |
4,794.5 |
|
1.618 |
4,671.0 |
|
1.000 |
4,594.5 |
|
0.618 |
4,547.5 |
|
HIGH |
4,471.0 |
|
0.618 |
4,424.0 |
|
0.500 |
4,409.0 |
|
0.382 |
4,394.5 |
|
LOW |
4,347.5 |
|
0.618 |
4,271.0 |
|
1.000 |
4,224.0 |
|
1.618 |
4,147.5 |
|
2.618 |
4,024.0 |
|
4.250 |
3,822.5 |
|
|
| Fisher Pivots for day following 03-Nov-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,424.0 |
4,397.5 |
| PP |
4,416.5 |
4,364.5 |
| S1 |
4,409.0 |
4,331.0 |
|