Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,349.0 |
1,392.5 |
43.5 |
3.2% |
1,359.7 |
High |
1,393.4 |
1,398.7 |
5.3 |
0.4% |
1,398.7 |
Low |
1,346.7 |
1,371.9 |
25.2 |
1.9% |
1,325.5 |
Close |
1,383.1 |
1,397.7 |
14.6 |
1.1% |
1,397.7 |
Range |
46.7 |
26.8 |
-19.9 |
-42.6% |
73.2 |
ATR |
24.0 |
24.2 |
0.2 |
0.8% |
0.0 |
Volume |
223,706 |
218,137 |
-5,569 |
-2.5% |
915,922 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.8 |
1,460.6 |
1,412.4 |
|
R3 |
1,443.0 |
1,433.8 |
1,405.1 |
|
R2 |
1,416.2 |
1,416.2 |
1,402.6 |
|
R1 |
1,407.0 |
1,407.0 |
1,400.2 |
1,411.6 |
PP |
1,389.4 |
1,389.4 |
1,389.4 |
1,391.8 |
S1 |
1,380.2 |
1,380.2 |
1,395.2 |
1,384.8 |
S2 |
1,362.6 |
1,362.6 |
1,392.8 |
|
S3 |
1,335.8 |
1,353.4 |
1,390.3 |
|
S4 |
1,309.0 |
1,326.6 |
1,383.0 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,593.6 |
1,568.8 |
1,438.0 |
|
R3 |
1,520.4 |
1,495.6 |
1,417.8 |
|
R2 |
1,447.2 |
1,447.2 |
1,411.1 |
|
R1 |
1,422.4 |
1,422.4 |
1,404.4 |
1,434.8 |
PP |
1,374.0 |
1,374.0 |
1,374.0 |
1,380.2 |
S1 |
1,349.2 |
1,349.2 |
1,391.0 |
1,361.6 |
S2 |
1,300.8 |
1,300.8 |
1,384.3 |
|
S3 |
1,227.6 |
1,276.0 |
1,377.6 |
|
S4 |
1,154.4 |
1,202.8 |
1,357.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,398.7 |
1,325.5 |
73.2 |
5.2% |
28.0 |
2.0% |
99% |
True |
False |
183,184 |
10 |
1,398.7 |
1,318.6 |
80.1 |
5.7% |
24.9 |
1.8% |
99% |
True |
False |
164,664 |
20 |
1,398.7 |
1,315.6 |
83.1 |
5.9% |
23.6 |
1.7% |
99% |
True |
False |
162,755 |
40 |
1,398.7 |
1,242.3 |
156.4 |
11.2% |
20.1 |
1.4% |
99% |
True |
False |
141,715 |
60 |
1,398.7 |
1,211.7 |
187.0 |
13.4% |
17.7 |
1.3% |
99% |
True |
False |
122,436 |
80 |
1,398.7 |
1,159.3 |
239.4 |
17.1% |
17.5 |
1.3% |
100% |
True |
False |
111,711 |
100 |
1,398.7 |
1,159.3 |
239.4 |
17.1% |
18.1 |
1.3% |
100% |
True |
False |
91,696 |
120 |
1,398.7 |
1,159.3 |
239.4 |
17.1% |
18.3 |
1.3% |
100% |
True |
False |
77,293 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,512.6 |
2.618 |
1,468.9 |
1.618 |
1,442.1 |
1.000 |
1,425.5 |
0.618 |
1,415.3 |
HIGH |
1,398.7 |
0.618 |
1,388.5 |
0.500 |
1,385.3 |
0.382 |
1,382.1 |
LOW |
1,371.9 |
0.618 |
1,355.3 |
1.000 |
1,345.1 |
1.618 |
1,328.5 |
2.618 |
1,301.7 |
4.250 |
1,258.0 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,393.6 |
1,385.8 |
PP |
1,389.4 |
1,374.0 |
S1 |
1,385.3 |
1,362.1 |
|