Trading Metrics calculated at close of trading on 02-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,359.7 |
1,351.6 |
-8.1 |
-0.6% |
1,329.3 |
High |
1,366.4 |
1,359.9 |
-6.5 |
-0.5% |
1,359.7 |
Low |
1,349.1 |
1,350.2 |
1.1 |
0.1% |
1,318.6 |
Close |
1,350.6 |
1,356.9 |
6.3 |
0.5% |
1,357.6 |
Range |
17.3 |
9.7 |
-7.6 |
-43.9% |
41.1 |
ATR |
21.0 |
20.2 |
-0.8 |
-3.8% |
0.0 |
Volume |
121,436 |
109,542 |
-11,894 |
-9.8% |
730,723 |
|
Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,384.8 |
1,380.5 |
1,362.2 |
|
R3 |
1,375.1 |
1,370.8 |
1,359.6 |
|
R2 |
1,365.4 |
1,365.4 |
1,358.7 |
|
R1 |
1,361.1 |
1,361.1 |
1,357.8 |
1,363.3 |
PP |
1,355.7 |
1,355.7 |
1,355.7 |
1,356.7 |
S1 |
1,351.4 |
1,351.4 |
1,356.0 |
1,353.6 |
S2 |
1,346.0 |
1,346.0 |
1,355.1 |
|
S3 |
1,336.3 |
1,341.7 |
1,354.2 |
|
S4 |
1,326.6 |
1,332.0 |
1,351.6 |
|
|
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% |
20.0 |
1.5% |
80% |
False |
False |
135,884 |
10 |
1,366.4 |
1,315.6 |
50.8 |
3.7% |
19.7 |
1.5% |
81% |
False |
False |
144,474 |
20 |
1,388.1 |
1,315.6 |
72.5 |
5.3% |
21.8 |
1.6% |
57% |
False |
False |
155,918 |
40 |
1,388.1 |
1,237.9 |
150.2 |
11.1% |
18.3 |
1.4% |
79% |
False |
False |
132,180 |
60 |
1,388.1 |
1,192.5 |
195.6 |
14.4% |
16.7 |
1.2% |
84% |
False |
False |
116,188 |
80 |
1,388.1 |
1,159.3 |
228.8 |
16.9% |
16.7 |
1.2% |
86% |
False |
False |
103,790 |
100 |
1,388.1 |
1,159.3 |
228.8 |
16.9% |
17.4 |
1.3% |
86% |
False |
False |
85,064 |
120 |
1,388.1 |
1,159.3 |
228.8 |
16.9% |
18.0 |
1.3% |
86% |
False |
False |
71,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.1 |
2.618 |
1,385.3 |
1.618 |
1,375.6 |
1.000 |
1,369.6 |
0.618 |
1,365.9 |
HIGH |
1,359.9 |
0.618 |
1,356.2 |
0.500 |
1,355.1 |
0.382 |
1,353.9 |
LOW |
1,350.2 |
0.618 |
1,344.2 |
1.000 |
1,340.5 |
1.618 |
1,334.5 |
2.618 |
1,324.8 |
4.250 |
1,309.0 |
|
|
Fisher Pivots for day following 02-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,356.3 |
1,354.9 |
PP |
1,355.7 |
1,352.8 |
S1 |
1,355.1 |
1,350.8 |
|