Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,344.5 |
1,359.7 |
15.2 |
1.1% |
1,329.3 |
High |
1,359.7 |
1,366.4 |
6.7 |
0.5% |
1,359.7 |
Low |
1,335.2 |
1,349.1 |
13.9 |
1.0% |
1,318.6 |
Close |
1,357.6 |
1,350.6 |
-7.0 |
-0.5% |
1,357.6 |
Range |
24.5 |
17.3 |
-7.2 |
-29.4% |
41.1 |
ATR |
21.2 |
21.0 |
-0.3 |
-1.3% |
0.0 |
Volume |
154,006 |
121,436 |
-32,570 |
-21.1% |
730,723 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,407.3 |
1,396.2 |
1,360.1 |
|
R3 |
1,390.0 |
1,378.9 |
1,355.4 |
|
R2 |
1,372.7 |
1,372.7 |
1,353.8 |
|
R1 |
1,361.6 |
1,361.6 |
1,352.2 |
1,358.5 |
PP |
1,355.4 |
1,355.4 |
1,355.4 |
1,353.8 |
S1 |
1,344.3 |
1,344.3 |
1,349.0 |
1,341.2 |
S2 |
1,338.1 |
1,338.1 |
1,347.4 |
|
S3 |
1,320.8 |
1,327.0 |
1,345.8 |
|
S4 |
1,303.5 |
1,309.7 |
1,341.1 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,468.6 |
1,454.2 |
1,380.2 |
|
R3 |
1,427.5 |
1,413.1 |
1,368.9 |
|
R2 |
1,386.4 |
1,386.4 |
1,365.1 |
|
R1 |
1,372.0 |
1,372.0 |
1,361.4 |
1,379.2 |
PP |
1,345.3 |
1,345.3 |
1,345.3 |
1,348.9 |
S1 |
1,330.9 |
1,330.9 |
1,353.8 |
1,338.1 |
S2 |
1,304.2 |
1,304.2 |
1,350.1 |
|
S3 |
1,263.1 |
1,289.8 |
1,346.3 |
|
S4 |
1,222.0 |
1,248.7 |
1,335.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,366.4 |
1,318.6 |
47.8 |
3.5% |
21.2 |
1.6% |
67% |
True |
False |
143,372 |
10 |
1,371.7 |
1,315.6 |
56.1 |
4.2% |
23.1 |
1.7% |
62% |
False |
False |
157,887 |
20 |
1,388.1 |
1,313.3 |
74.8 |
5.5% |
22.8 |
1.7% |
50% |
False |
False |
157,518 |
40 |
1,388.1 |
1,237.9 |
150.2 |
11.1% |
18.5 |
1.4% |
75% |
False |
False |
132,116 |
60 |
1,388.1 |
1,192.5 |
195.6 |
14.5% |
16.7 |
1.2% |
81% |
False |
False |
115,413 |
80 |
1,388.1 |
1,159.3 |
228.8 |
16.9% |
16.8 |
1.2% |
84% |
False |
False |
102,690 |
100 |
1,388.1 |
1,159.3 |
228.8 |
16.9% |
17.4 |
1.3% |
84% |
False |
False |
84,013 |
120 |
1,388.1 |
1,159.3 |
228.8 |
16.9% |
18.0 |
1.3% |
84% |
False |
False |
70,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.9 |
2.618 |
1,411.7 |
1.618 |
1,394.4 |
1.000 |
1,383.7 |
0.618 |
1,377.1 |
HIGH |
1,366.4 |
0.618 |
1,359.8 |
0.500 |
1,357.8 |
0.382 |
1,355.7 |
LOW |
1,349.1 |
0.618 |
1,338.4 |
1.000 |
1,331.8 |
1.618 |
1,321.1 |
2.618 |
1,303.8 |
4.250 |
1,275.6 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,357.8 |
1,348.6 |
PP |
1,355.4 |
1,346.6 |
S1 |
1,353.0 |
1,344.7 |
|