Trading Metrics calculated at close of trading on 03-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,351.6 |
1,357.3 |
5.7 |
0.4% |
1,329.3 |
High |
1,359.9 |
1,364.8 |
4.9 |
0.4% |
1,359.7 |
Low |
1,350.2 |
1,325.5 |
-24.7 |
-1.8% |
1,318.6 |
Close |
1,356.9 |
1,337.6 |
-19.3 |
-1.4% |
1,357.6 |
Range |
9.7 |
39.3 |
29.6 |
305.2% |
41.1 |
ATR |
20.2 |
21.5 |
1.4 |
6.8% |
0.0 |
Volume |
109,542 |
243,101 |
133,559 |
121.9% |
730,723 |
|
Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,460.5 |
1,438.4 |
1,359.2 |
|
R3 |
1,421.2 |
1,399.1 |
1,348.4 |
|
R2 |
1,381.9 |
1,381.9 |
1,344.8 |
|
R1 |
1,359.8 |
1,359.8 |
1,341.2 |
1,351.2 |
PP |
1,342.6 |
1,342.6 |
1,342.6 |
1,338.4 |
S1 |
1,320.5 |
1,320.5 |
1,334.0 |
1,311.9 |
S2 |
1,303.3 |
1,303.3 |
1,330.4 |
|
S3 |
1,264.0 |
1,281.2 |
1,326.8 |
|
S4 |
1,224.7 |
1,241.9 |
1,316.0 |
|
|
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 |
1,322.9 |
43.5 |
3.3% |
22.8 |
1.7% |
34% |
False |
False |
153,535 |
10 |
1,366.4 |
1,315.6 |
50.8 |
3.8% |
22.0 |
1.6% |
43% |
False |
False |
153,838 |
20 |
1,388.1 |
1,315.6 |
72.5 |
5.4% |
23.2 |
1.7% |
30% |
False |
False |
162,134 |
40 |
1,388.1 |
1,237.9 |
150.2 |
11.2% |
19.1 |
1.4% |
66% |
False |
False |
135,815 |
60 |
1,388.1 |
1,194.2 |
193.9 |
14.5% |
17.0 |
1.3% |
74% |
False |
False |
118,685 |
80 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
16.9 |
1.3% |
78% |
False |
False |
106,527 |
100 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
17.6 |
1.3% |
78% |
False |
False |
87,444 |
120 |
1,388.1 |
1,159.3 |
228.8 |
17.1% |
18.0 |
1.3% |
78% |
False |
False |
73,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,531.8 |
2.618 |
1,467.7 |
1.618 |
1,428.4 |
1.000 |
1,404.1 |
0.618 |
1,389.1 |
HIGH |
1,364.8 |
0.618 |
1,349.8 |
0.500 |
1,345.2 |
0.382 |
1,340.5 |
LOW |
1,325.5 |
0.618 |
1,301.2 |
1.000 |
1,286.2 |
1.618 |
1,261.9 |
2.618 |
1,222.6 |
4.250 |
1,158.5 |
|
|
Fisher Pivots for day following 03-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,345.2 |
1,346.0 |
PP |
1,342.6 |
1,343.2 |
S1 |
1,340.1 |
1,340.4 |
|