Trading Metrics calculated at close of trading on 04-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,357.3 |
1,349.0 |
-8.3 |
-0.6% |
1,329.3 |
High |
1,364.8 |
1,393.4 |
28.6 |
2.1% |
1,359.7 |
Low |
1,325.5 |
1,346.7 |
21.2 |
1.6% |
1,318.6 |
Close |
1,337.6 |
1,383.1 |
45.5 |
3.4% |
1,357.6 |
Range |
39.3 |
46.7 |
7.4 |
18.8% |
41.1 |
ATR |
21.5 |
24.0 |
2.4 |
11.4% |
0.0 |
Volume |
243,101 |
223,706 |
-19,395 |
-8.0% |
730,723 |
|
Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.5 |
1,495.5 |
1,408.8 |
|
R3 |
1,467.8 |
1,448.8 |
1,395.9 |
|
R2 |
1,421.1 |
1,421.1 |
1,391.7 |
|
R1 |
1,402.1 |
1,402.1 |
1,387.4 |
1,411.6 |
PP |
1,374.4 |
1,374.4 |
1,374.4 |
1,379.2 |
S1 |
1,355.4 |
1,355.4 |
1,378.8 |
1,364.9 |
S2 |
1,327.7 |
1,327.7 |
1,374.5 |
|
S3 |
1,281.0 |
1,308.7 |
1,370.3 |
|
S4 |
1,234.3 |
1,262.0 |
1,357.4 |
|
|
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 |
1,393.4 |
1,325.5 |
67.9 |
4.9% |
27.5 |
2.0% |
85% |
True |
False |
170,358 |
10 |
1,393.4 |
1,315.6 |
77.8 |
5.6% |
23.5 |
1.7% |
87% |
True |
False |
156,384 |
20 |
1,393.4 |
1,315.6 |
77.8 |
5.6% |
23.5 |
1.7% |
87% |
True |
False |
161,009 |
40 |
1,393.4 |
1,237.9 |
155.5 |
11.2% |
19.8 |
1.4% |
93% |
True |
False |
138,612 |
60 |
1,393.4 |
1,199.5 |
193.9 |
14.0% |
17.5 |
1.3% |
95% |
True |
False |
120,567 |
80 |
1,393.4 |
1,159.3 |
234.1 |
16.9% |
17.3 |
1.3% |
96% |
True |
False |
109,106 |
100 |
1,393.4 |
1,159.3 |
234.1 |
16.9% |
17.9 |
1.3% |
96% |
True |
False |
89,633 |
120 |
1,393.4 |
1,159.3 |
234.1 |
16.9% |
18.2 |
1.3% |
96% |
True |
False |
75,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,591.9 |
2.618 |
1,515.7 |
1.618 |
1,469.0 |
1.000 |
1,440.1 |
0.618 |
1,422.3 |
HIGH |
1,393.4 |
0.618 |
1,375.6 |
0.500 |
1,370.1 |
0.382 |
1,364.5 |
LOW |
1,346.7 |
0.618 |
1,317.8 |
1.000 |
1,300.0 |
1.618 |
1,271.1 |
2.618 |
1,224.4 |
4.250 |
1,148.2 |
|
|
Fisher Pivots for day following 04-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,378.8 |
1,375.2 |
PP |
1,374.4 |
1,367.3 |
S1 |
1,370.1 |
1,359.5 |
|