Trading Metrics calculated at close of trading on 08-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
1,392.5 |
1,397.0 |
4.5 |
0.3% |
1,359.7 |
High |
1,398.7 |
1,410.4 |
11.7 |
0.8% |
1,398.7 |
Low |
1,371.9 |
1,386.6 |
14.7 |
1.1% |
1,325.5 |
Close |
1,397.7 |
1,403.2 |
5.5 |
0.4% |
1,397.7 |
Range |
26.8 |
23.8 |
-3.0 |
-11.2% |
73.2 |
ATR |
24.2 |
24.1 |
0.0 |
-0.1% |
0.0 |
Volume |
218,137 |
165,292 |
-52,845 |
-24.2% |
915,922 |
|
Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,471.5 |
1,461.1 |
1,416.3 |
|
R3 |
1,447.7 |
1,437.3 |
1,409.7 |
|
R2 |
1,423.9 |
1,423.9 |
1,407.6 |
|
R1 |
1,413.5 |
1,413.5 |
1,405.4 |
1,418.7 |
PP |
1,400.1 |
1,400.1 |
1,400.1 |
1,402.7 |
S1 |
1,389.7 |
1,389.7 |
1,401.0 |
1,394.9 |
S2 |
1,376.3 |
1,376.3 |
1,398.8 |
|
S3 |
1,352.5 |
1,365.9 |
1,396.7 |
|
S4 |
1,328.7 |
1,342.1 |
1,390.1 |
|
|
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 |
1,410.4 |
1,325.5 |
84.9 |
6.1% |
29.3 |
2.1% |
92% |
True |
False |
191,955 |
10 |
1,410.4 |
1,318.6 |
91.8 |
6.5% |
25.2 |
1.8% |
92% |
True |
False |
167,664 |
20 |
1,410.4 |
1,315.6 |
94.8 |
6.8% |
24.1 |
1.7% |
92% |
True |
False |
165,890 |
40 |
1,410.4 |
1,246.0 |
164.4 |
11.7% |
20.5 |
1.5% |
96% |
True |
False |
144,050 |
60 |
1,410.4 |
1,211.7 |
198.7 |
14.2% |
17.9 |
1.3% |
96% |
True |
False |
124,083 |
80 |
1,410.4 |
1,159.3 |
251.1 |
17.9% |
17.5 |
1.2% |
97% |
True |
False |
113,637 |
100 |
1,410.4 |
1,159.3 |
251.1 |
17.9% |
18.1 |
1.3% |
97% |
True |
False |
93,317 |
120 |
1,410.4 |
1,159.3 |
251.1 |
17.9% |
18.2 |
1.3% |
97% |
True |
False |
78,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,511.6 |
2.618 |
1,472.7 |
1.618 |
1,448.9 |
1.000 |
1,434.2 |
0.618 |
1,425.1 |
HIGH |
1,410.4 |
0.618 |
1,401.3 |
0.500 |
1,398.5 |
0.382 |
1,395.7 |
LOW |
1,386.6 |
0.618 |
1,371.9 |
1.000 |
1,362.8 |
1.618 |
1,348.1 |
2.618 |
1,324.3 |
4.250 |
1,285.5 |
|
|
Fisher Pivots for day following 08-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
1,401.6 |
1,395.0 |
PP |
1,400.1 |
1,386.8 |
S1 |
1,398.5 |
1,378.6 |
|